Caterpillar Performance

Caterpillar -- USA Stock  

USD 155.95  2.64  1.72%

Caterpillar has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.187 which signifies that as returns on market increase, Caterpillar returns are expected to increase less than the market. However during bear market, the loss on holding Caterpillar will be expected to be smaller as well.. Although it is extremely important to respect Caterpillar historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Caterpillar technical indicators you can presently evaluate if the expected return of 0.0289% will be sustainable into the future. Caterpillar right now shows a risk of 2.1584%. Please confirm Caterpillar Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Caterpillar will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Caterpillar Relative Risk vs. Return Landscape

If you would invest  15,556  in Caterpillar on March 20, 2018 and sell it today you would earn a total of  39.00  from holding Caterpillar or generate 0.25% return on investment over 30 days. Caterpillar is generating 0.0289% of daily returns assuming volatility of 2.1584% on return distribution over 30 days investment horizon. In other words, 19% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Caterpillar is expected to generate 1.52 times more return on investment than the market. However, the company is 1.52 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of risk.

Performance Rating

Caterpillar Risk Adjusted Performance Analysis

Risk-Adjusted Performance

Over the last 30 days Caterpillar has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

Caterpillar Sharpe Ratio = 0.0134
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Negative ReturnsCAT
Estimated Market Risk
  actual daily
 81 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Caterpillar is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Caterpillar by adding it to a well-diversified portfolio.


Caterpillar Dividends Analysis
Check Caterpillar dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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