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CAT Caterpillar Inc.

Industrials

613.62 -9.13 -1.47% Close 11/2
Since 2024-12-02 +58.8%
Open
630.00
High
632.00
Low
609.89
Prev close
622.75
Volume
4.2M
Amplitude
3.55%
P/E
24.4
P/B
13.3
Revenue YoY (TTM)
+20.3%
52W 537.08 1,073

Is Caterpillar Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Growth: Good, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 24.43 61th percentile Pricey
Price / book 13.33 94th percentile Expensive
Free-cash-flow yield (%) 4.63 65th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 55.07 92th percentile Top
Operating margin, TTM (%) 18.33 69th percentile Good
FCF margin, TTM (%) 17.04 72th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 20.26 74th percentile Good
Diluted EPS growth, TTM YoY (%) 30.79 71th percentile Good
Momentum Neutral 240-day return is Good, but 60-day return is Average.
60-day return (%) -27 20th percentile Average
240-day return (%) 13.62 66th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 2,229,203,231 100th percentile Top
60-day annualized volatility (%) 36.69 42th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Caterpillar Inc. (CAT) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Caterpillar Inc. to every stock like it

AI finds several complementary traits of Caterpillar Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Caterpillar Inc.

Caterpillar Inc. (CAT) peers and tracking

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Caterpillar Inc. (CAT) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 20.26%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

10 historical occurrences (since 2018-05-02)

Average forward return after Filed revenue acceleration

20-day: Win 33.3%, Sample 9, Median -1.26%, Excess -0.75%, Beat mkt rate 33.3%

60-day: Win 22.2%, Sample 9, Median -10.26%, Excess -4.97%, Beat mkt rate 33.3%

120-day: Win 37.5%, Sample 8, Median -6.34%, Excess -2.41%, Beat mkt rate 37.5%

120 days after: historical avg -3.84%

20-day -0.41%
60-day -5.92%
120-day -3.84%
20-day
60-day
120-day
Win
33.3%
22.2%
37.5%
Sample
9
9
8
Median
-1.26%
-10.26%
-6.34%
Excess
-0.75%
-4.97%
-2.41%
Beat mkt rate
33.3%
33.3%
37.5%

Over 8 occurrences, 120-day forward avg declined 3.84%, lagged the market by 2.41 pts; win rate 37.5%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 34+114.7% +134% 100% +88.1%
20-40 594+38% +29.4% 94.1% +22.5%
40-60 410+31.2% +26.1% 75.6% +22%
60-80 You are here298+30.8% +15.2% 64.8% +17.6%
80-100 0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 24.43, placing it in the 64.6 own-history percentile, inside the 60-80 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+11.9%
Win rate 88.2% Excess +4.5%
102d
+13.8%
Win rate 68.9% Excess +7.3%
540d
+24.1%
Win rate 74.2% Excess +14%
337d
60-day momentum down
+30.5%
Win rate 99.2% Excess +21.5%
262d
Now
+7.9%
Win rate 67.9% Excess +7.1%
215d
Insufficient data
(0d)

Currently in “Middle × 60-day momentum down”: across 215 historical days, 120-day forward avg gained 7.9%, win rate 67.9%, beat the market by 7.1%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

26 times historically; 60-day forward avg +8.4%, win rate 69.2%, beating the market by +5.95 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

14 times historically; 60-day forward avg +7.31%, win rate 71.4%, beating the market by +1.87 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

32 times historically; 60-day forward avg +6.95%, win rate 67.7%, beating the market by +4.02 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.