Cisco Systems Correlations
| CSCO Stock | USD 78.14 0.40 0.51% |
A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cisco Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cisco Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Cisco Systems Correlation With Market
Weak diversification
The correlation between Cisco Systems and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cisco Systems and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Cisco Stock
| 0.63 | VIAV | Viavi Solutions Tech Boost | PairCorr |
| 0.65 | ERIC | Telefonaktiebolaget | PairCorr |
| 0.65 | ERCG | Telefonaktiebolaget | PairCorr |
| 0.65 | ERCA | Telefonaktiebolaget | PairCorr |
| 0.63 | ERCB | Telefonaktiebolaget | PairCorr |
Moving against Cisco Stock
| 0.54 | PARRO | Parrot | PairCorr |
| 0.46 | ERFB | Erf Wireless | PairCorr |
| 0.48 | GNSS | Genasys | PairCorr |
| 0.38 | 3LO | POWERFLEET INC DL | PairCorr |
| 0.33 | BVC | Batm Advanced Commun | PairCorr |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Cisco Stock performing well and Cisco Systems Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Cisco Systems' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SANT | 6.00 | 1.80 | 0.00 | 0.88 | 0.00 | 0.00 | 200.00 | |||
| CBEX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WINR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| XCOMQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CTXV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RITT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CYBD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EMMD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SSTRF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Cisco Systems Corporate Management
| Bryan Jones | SVP Marketing | Profile | |
| Kip Compton | Operations, Strategy | Profile | |
| Oliver Tuszik | Executive Officer | Profile | |
| Jacqueline Guichelaar | Japan, Pacific | Profile | |
| Tadhg Bourke | Senior Communities | Profile | |
| Deborah Stahlkopf | Executive Officer | Profile | |
| Ambika Kapur | Senior Success | Profile |