Caterpillar Stock Market Value
| CATR Stock | 54.99 0.69 1.24% |
| Symbol | Caterpillar |
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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Caterpillar on November 19, 2025 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 Brookfield Office, Evertz Technologies, Firan Technology, Highwood Asset, Micron Technology, Constellation Software, and Xtract One. Caterpillar is entity of Canada. It is traded as Stock on NEO exchange. 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.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.2003 | |||
| Maximum Drawdown | 8.95 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 4.05 |
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.| Risk Adjusted Performance | 0.185 | |||
| Jensen Alpha | 0.4668 | |||
| Total Risk Alpha | 0.3607 | |||
| Sortino Ratio | 0.1974 | |||
| Treynor Ratio | 1.79 |
Caterpillar February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.185 | |||
| Market Risk Adjusted Performance | 1.8 | |||
| Mean Deviation | 1.62 | |||
| Semi Deviation | 1.91 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 444.97 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.72 | |||
| Information Ratio | 0.2003 | |||
| Jensen Alpha | 0.4668 | |||
| Total Risk Alpha | 0.3607 | |||
| Sortino Ratio | 0.1974 | |||
| Treynor Ratio | 1.79 | |||
| Maximum Drawdown | 8.95 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 4.05 | |||
| Downside Variance | 4.86 | |||
| Semi Variance | 3.64 | |||
| Expected Short fall | (1.77) | |||
| Skewness | 0.0333 | |||
| Kurtosis | 0.9522 |
Caterpillar Backtested Returns
Caterpillar appears to be very steady, given 3 months investment horizon. Caterpillar secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25 % return per unit of risk over the last 3 months. By analyzing Caterpillar's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of Caterpillar's Mean Deviation of 1.62, risk adjusted performance of 0.185, and Downside Deviation of 2.21 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Caterpillar holds a performance score of 19. The firm shows a Beta (market volatility) of 0.27, 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.
Auto-correlation | 0.19 |
Very weak predictability
Caterpillar has very weak predictability. Overlapping area represents the amount of predictability between Caterpillar time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. 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 0.19 indicates that over 19.0% of current Caterpillar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 14.0 |
Pair Trading with Caterpillar
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Caterpillar position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Caterpillar will appreciate offsetting losses from the drop in the long position's value.Moving together with Caterpillar Stock
Moving against Caterpillar Stock
| 0.8 | DLC | DLC Holdings Corp | PairCorr |
| 0.39 | VRY | Petro Victory Energy | PairCorr |
| 0.35 | QYOU | Qyou Media Split | PairCorr |
The ability to find closely correlated positions to Caterpillar could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Caterpillar when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Caterpillar - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Caterpillar to buy it.
The correlation of Caterpillar is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Caterpillar moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Caterpillar moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Caterpillar can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Caterpillar Correlation, Caterpillar Volatility and Caterpillar Performance 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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.