Caterpillar (Germany) Performance
| CAT1 Stock | 370.00 5.00 1.33% |
On a scale of 0 to 100, Caterpillar holds a performance score of 12. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caterpillar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caterpillar is expected to be smaller as well. Please check Caterpillar's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Caterpillar's price patterns will revert.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Caterpillar are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Caterpillar exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 9.3 B |
Caterpillar |
Caterpillar Relative Risk vs. Return Landscape
If you would invest 31,029 in Caterpillar on September 13, 2024 and sell it today you would earn a total of 5,971 from holding Caterpillar or generate 19.24% return on investment over 90 days. Caterpillar is generating 0.2927% of daily returns and assumes 1.8979% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Caterpillar, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Caterpillar Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caterpillar's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Caterpillar, and traders can use it to determine the average amount a Caterpillar's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1542
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Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average Caterpillar is performing at about 12% 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 Fundamentals Growth
Caterpillar Stock prices reflect investors' perceptions of the future prospects and financial health of Caterpillar, and Caterpillar fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Caterpillar Stock performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.074 | |||
| Profit Margin | 0.11 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 144.41 B | |||
| Shares Outstanding | 516.35 M | |||
| Price To Book | 7.85 X | |||
| Price To Sales | 1.97 X | |||
| Revenue | 59.43 B | |||
| EBITDA | 11.43 B | |||
| Total Debt | 9.5 B | |||
| Book Value Per Share | 30.73 X | |||
| Cash Flow From Operations | 7.77 B | |||
| Earnings Per Share | 11.92 X | |||
| Total Asset | 81.94 B | |||
About Caterpillar Performance
By analyzing Caterpillar's fundamental ratios, stakeholders can gain valuable insights into Caterpillar's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Caterpillar has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Caterpillar has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Caterpillar performance evaluation
Checking the ongoing alerts about Caterpillar for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Caterpillar help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 72.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Caterpillar's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Caterpillar's stock is overvalued or undervalued compared to its peers.
- Examining Caterpillar's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Caterpillar's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Caterpillar's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Caterpillar's stock. These opinions can provide insight into Caterpillar's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Caterpillar Stock analysis
When running Caterpillar's price analysis, check to measure Caterpillar's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Caterpillar is operating at the current time. Most of Caterpillar's value examination focuses on studying past and present price action to predict the probability of Caterpillar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caterpillar's price. Additionally, you may evaluate how the addition of Caterpillar to your portfolios can decrease your overall portfolio volatility.
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