Caterpillar Performance

Caterpillar Inc -- USA Stock  

USD 131.55  0.19  0.14%

On a scale of 0 to 100 Caterpillar holds performance score of 36. The firm shows Beta (market volatility) of -0.0177 which signifies that as returns on market increase, returns on owning Caterpillar are expected to decrease at a much smaller rate. During bear market, Caterpillar is likely to outperform the market.. Although it is vital to follow to Caterpillar Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. 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 Inc technical indicators you can presently evaluate if the expected return of 0.2595% will be sustainable into the future. Please makes use of Caterpillar Inc Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather Caterpillar price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  12,443  in Caterpillar Inc on September 22, 2017 and sell it today you would earn a total of  693  from holding Caterpillar Inc or generate 5.57% return on investment over 30 days. Caterpillar Inc is generating 0.2595% of daily returns assuming volatility of 0.4795% on return distribution over 30 days investment horizon. In other words, 4% of equities are less volatile than the company and above 95% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Caterpillar Inc is expected to generate 1.78 times more return on investment than the market. However, the company is 1.78 times more volatile than its market benchmark. It trades about 0.54 of its potential returns per unit of risk. The DOW is currently generating roughly 0.73 per unit of risk.

Caterpillar Daily Price Distribution

The median price of Caterpillar for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 126.88 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 2.77, arithmetic mean of 127.43, and mean deviation of 2.44. The Stock received some media coverage during the period.
36 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Caterpillar Inc are ranked lower than 36 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Caterpillar Sharpe Ratio = 0.5412
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Estimated Market Risk

 0.48
  actual daily
 
 96 %
of total potential
  

Expected Return

 0.26
  actual daily
 
 5 %
of total potential
  

Risk-Adjusted Return

 0.54
  actual daily
 
 36 %
of total potential
  
Based on monthly moving average Caterpillar is performing at about 36% 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.

Dividends

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