Build a Better Process
Stock Risk Measures for Caterpillar Inc
A quantitative factor review as of December 31, 2020.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: January 03, 2021
See how we arrive at an overall risk score of
for CAT below.
An ad-free and cookie-free webpage by FactorPad
CAT Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for Caterpillar Inc. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how CAT stock compares to 2,000+ US-based stocks, and to
peers in the Manufacturing sector and Heavy Duty Truck Manufacturing industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
Sector and Industry
- Sector: Manufacturing
- Industry: Heavy Duty Truck Manufacturing
- SIC Code: 3531
- Shares Outstanding: 543,258,283
Earnings and Dividends
- Trailing 12-month earnings: 6.03
- Next earnings date:
- Dividend yield in last 12 months: 4.08%
- Ex-dividend date: 2020-10-23
Market Risk Measures
Many of the following risk metrics are standardized and transformed into
quantitative factors in institutional-level risk models.
Rankings below represent percentiles from 1 to 100, with 1 being the lowest
rating of risk.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 1.02 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $98,883,872,672 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $476,146,571 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): 26.97% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): 3.35% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 2.24% |
CAT stock risk
CATERPILLAR INC stock beta
CAT risk report
CAT risk analysis
CATERPILLAR INC credit risk
CAT liquidity risk
CAT systematic risk
CAT specific risk
CATERPILLAR INC volatility
CAT financial ratio
This is a new resource, spread the word, tell a friend