Caterpillar (Germany) Market Value

CAT1 Stock   312.00  3.00  0.97%   
Caterpillar's market value is the price at which a share of Caterpillar trades on a public exchange. It measures the collective expectations of Caterpillar investors about its performance. Caterpillar is trading at 312.00 as of the 14th of March 2025, a 0.97 percent increase since the beginning of the trading day. The stock's lowest day price was 309.0.
With this module, you can estimate the performance of a buy and hold strategy of Caterpillar and determine expected loss or profit from investing in Caterpillar over a given investment horizon. Check out Caterpillar Correlation, Caterpillar Volatility and Caterpillar Alpha and Beta module to complement your research on Caterpillar.
For information on how to trade Caterpillar Stock refer to our How to Trade Caterpillar Stock guide.
Symbol

Please note, there is a significant difference between Caterpillar's value and its price as these two are different measures arrived at by different means. Investors typically determine if Caterpillar is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Caterpillar's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Caterpillar 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Caterpillar's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Caterpillar.
0.00
12/14/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/14/2025
0.00
If you would invest  0.00  in Caterpillar on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Caterpillar or generate 0.0% return on investment in Caterpillar over 90 days. Caterpillar is related to or competes with FORTRESS BIOTECHPRFA, Uber Technologies, GRENKELEASING, BioNTech, WILLIS LEASE, ASPEN TECHINC, and Sixt Leasing. More

Caterpillar Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Caterpillar's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Caterpillar upside and downside potential and time the market with a certain degree of confidence.

Caterpillar Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Caterpillar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caterpillar's standard deviation. In reality, there are many statistical measures that can use Caterpillar historical prices to predict the future Caterpillar's volatility.
Hype
Prediction
LowEstimatedHigh
307.16309.00310.84
Details
Intrinsic
Valuation
LowRealHigh
294.80296.64339.90
Details
Naive
Forecast
LowNextHigh
301.73303.57305.41
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
302.14311.41320.69
Details

Caterpillar Backtested Returns

Caterpillar secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Caterpillar exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caterpillar's Standard Deviation of 1.84, risk adjusted performance of (0.11), and Mean Deviation of 1.34 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. 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. At this point, Caterpillar has a negative expected return of -0.23%. Please make sure to confirm Caterpillar's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Caterpillar performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.57  

Good reverse predictability

Caterpillar has good reverse predictability. Overlapping area represents the amount of predictability between Caterpillar time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Caterpillar price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Caterpillar price fluctuation can be explain by its past prices.
Correlation Coefficient-0.57
Spearman Rank Test-0.6
Residual Average0.0
Price Variance291.7

Caterpillar lagged returns against current returns

Autocorrelation, which is Caterpillar stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Caterpillar's stock expected returns. We can calculate the autocorrelation of Caterpillar returns to help us make a trade decision. For example, suppose you find that Caterpillar has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Caterpillar regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Caterpillar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caterpillar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caterpillar stock over time.
   Current vs Lagged Prices   
       Timeline  

Caterpillar Lagged Returns

When evaluating Caterpillar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caterpillar stock have on its future price. Caterpillar autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Caterpillar autocorrelation shows the relationship between Caterpillar stock current value and its past values and can show if there is a momentum factor associated with investing in Caterpillar.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Information and Resources on Investing in Caterpillar Stock

When determining whether Caterpillar is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Caterpillar Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Caterpillar Stock. Highlighted below are key reports to facilitate an investment decision about Caterpillar Stock:
Check out Caterpillar Correlation, Caterpillar Volatility and Caterpillar Alpha and Beta module to complement your research on Caterpillar.
For information on how to trade Caterpillar Stock refer to our How to Trade Caterpillar Stock guide.
You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Caterpillar technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Caterpillar technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Caterpillar trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...