Caterpillar, Inc. (CAT)

CAT Quantitative Snapshot

Academic risk and quality models computed from CAT's own filings and price history, not from analyst opinion.

Piotroski F-Score

5 / 9

Mixed: 5 of 9 fundamental-health tests pass, so profitability and balance-sheet trends disagree.

Altman Z-Score

4.97

Altman Z above the 2.99 safe threshold, so the model puts bankruptcy risk in its lowest band.

Beneish M-Score

-2.42

Beneish M below the -1.78 flag threshold, so the earnings-manipulation model finds nothing unusual in the accruals and margin trends.

Sloan Accrual Ratio

-0.029

Share of earnings coming from accruals rather than cash. Higher values historically precede weaker future returns.

Market Regime (HMM)

Sideways · 78% confidence

Hidden Markov model fitted to two years of returns, separating bull, bear and sideways states by their own drift and volatility.

Forecast Volatility (30d)

35.7%

GARCH(1,1) 30-day annualised forecast, below the current 35.8% reading.

Market Beta (5-factor)

1.56

Fama-French 5-factor market beta. The five factors explain 37% of this stock's return variance; the rest is idiosyncratic.

Own 5-Year Median P/E

16.3

The stock’s own historical valuation anchor, which is a fairer comparison than a sector average for a company with a persistent premium or discount.

Model inputs as of 2026-10-13.