|Caterpillar Inc -- USA Stock|| |
USD 168.5 1.91 1.12%
On a scale of 0 to 100 Caterpillar holds performance score of 38. The firm shows Beta (market volatility) of 0.1229 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 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 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
. We have found twenty-one technical indicators
for Caterpillar Inc which you can use to evaluate performance of the firm. Please makes use of Caterpillar Inc Variance
, Value At Risk
as well as the relationship
between Value At Risk and Skewness
to make a quick decision on weather Caterpillar price patterns
Caterpillar Inc Relative Risk vs. Return Landscape
If you would invest 15,464
in Caterpillar Inc on December 21, 2017
and sell it today you would earn a total of 1,577
from holding Caterpillar Inc or generate 10.2%
return on investment over 30
days. Caterpillar Inc is generating 0.516% of daily returns assuming volatility of 0.8719% on return distribution over 30 days investment horizon. In other words, 8% of equities are less volatile than the company and above 91% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
Considering 30-days investment horizon, Caterpillar Inc is expected to generate 1.88 times more return on investment than the market. However, the company is 1.88 times more volatile than its market benchmark. It trades about 0.59 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.
Caterpillar Daily Price Distribution
The median price of Caterpillar for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 159.44 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 6.76, arithmetic mean of 161.1, and mean deviation of 5.99. The Stock received some media coverage during the period.