Caterpillar Total Risk Alpha

CAT
 Stock
  

USD 236.13  0.44  0.19%   

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Caterpillar has current Total Risk Alpha of 0.2535. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.2535
ER[a] = Expected return on investing in Caterpillar
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Caterpillar
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Caterpillar Total Risk Alpha Peers Comparison

Caterpillar Total Risk Alpha Relative To Other Indicators

Caterpillar is rated second in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  37.73  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Caterpillar is roughly  37.73 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Caterpillar to Peers

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