Cisco Systems Correlations

CSCO Stock

USD 78.32 0.11 0.14%

The current 90-days correlation between Cisco Systems and International Business Machines is -0.03 (i.e., Good diversification). 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

Average diversification

The correlation between Cisco Systems and DJI is 0.13 (i.e., Average 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.

Build AI portfolio with Cisco Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Cisco Systems. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

To learn how to invest in Cisco Stock, please use our How to Invest in Cisco Systems guide.

Moving together with Cisco Stock

0.65

MCD

McDonalds Sell-off Trend

Pair Corr

Moving against Cisco Stock

0.49	HD	Home Depot	Pair Corr
0.41	GE	GE Aerospace	Pair Corr

Related Correlations Analysis

	IBM	SAP	MU	CRM	MSI	UBER	LRCX	AMAT	QCOM	ANET
IBM		0.38	-0.3	0.33	0.1	0.35	-0.21	-0.22	0.42	0.15	IBM
SAP	0.38		-0.66	0.6	0.27	0.64	-0.56	-0.63	0.7	0.35	SAP
MU	-0.3	-0.66		-0.34	0.2	-0.51	0.96	0.91	-0.53	0.08	MU
CRM	0.33	0.6	-0.34		-0.1	0.1	-0.28	-0.28	0.85	0.07	CRM
MSI	0.1	0.27	0.2	-0.1		0.47	0.25	0.08	-0.06	0.86	MSI
UBER	0.35	0.64	-0.51	0.1	0.47		-0.47	-0.55	0.37	0.46	UBER
LRCX	-0.21	-0.56	0.96	-0.28	0.25	-0.47		0.95	-0.48	0.12	LRCX
AMAT	-0.22	-0.63	0.91	-0.28	0.08	-0.55	0.95		-0.5	-0.01	AMAT
QCOM	0.42	0.7	-0.53	0.85	-0.06	0.37	-0.48	-0.5		0.05	QCOM
ANET	0.15	0.35	0.08	0.07	0.86	0.46	0.12	-0.01	0.05		ANET
	IBM	SAP	MU	CRM	MSI	UBER	LRCX	AMAT	QCOM	ANET

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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

LRCX	+ 0.96	MU
AMAT	+ 0.95	LRCX
AMAT	+ 0.91	MU
ANET	+ 0.86	MSI
QCOM	+ 0.85	CRM
QCOM	+ 0.7	SAP

High negative correlations

MU	- 0.66	SAP
AMAT	- 0.63	SAP
LRCX	- 0.56	SAP
AMAT	- 0.55	UBER
QCOM	- 0.53	MU
UBER	- 0.51	MU

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
IBM	1.30	(0.06)	0.00	(0.02)	0.00	0.00	2.54	(2.89)	7.30
SAP	1.32	(0.46)	0.00	(0.62)	0.00	0.00	2.09	(2.86)	19.03
MU	3.40	1.14	0.30	(4.35)	2.92	(4.01)	8.93	(5.56)	19.80
CRM	1.54	(0.30)	0.00	(0.25)	0.00	0.00	2.94	(4.26)	12.37
MSI	0.88	(0.13)	0.00	(0.94)	0.00	0.00	1.52	(2.19)	6.99
UBER	1.46	(0.30)	0.00	(0.36)	0.00	0.00	2.46	(3.82)	10.23
LRCX	2.69	0.58	0.20	0.31	2.63	(3.02)	6.27	(5.01)	12.15
AMAT	2.18	0.47	0.18	0.31	2.28	(2.31)	5.00	(4.04)	10.80
QCOM	1.60	(0.14)	0.00	(0.76)	0.00	0.00	3.48	(3.93)	15.88
ANET	2.20	(0.17)	0.00	(0.09)	0.00	0.00	5.22	(4.56)	11.91

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

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