Cisco Systems (Germany) Market Value
| CIS Stock | 56.05 0.01 0.02% |
| Symbol | Cisco |
Cisco Systems 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cisco Systems' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cisco Systems.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Cisco Systems on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Cisco Systems or generate 0.0% return on investment in Cisco Systems over 30 days. Cisco Systems is related to or competes with Summit Materials, Vulcan Materials, Consolidated Communications, APPLIED MATERIALS, Cogent Communications, BORR DRILLING, and Martin Marietta. More
Cisco Systems Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cisco Systems' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cisco Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8606 | |||
| Information Ratio | 0.185 | |||
| Maximum Drawdown | 6.13 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.0 |
Cisco Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cisco Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cisco Systems' standard deviation. In reality, there are many statistical measures that can use Cisco Systems historical prices to predict the future Cisco Systems' volatility.| Risk Adjusted Performance | 0.2331 | |||
| Jensen Alpha | 0.2187 | |||
| Total Risk Alpha | 0.1516 | |||
| Sortino Ratio | 0.2385 | |||
| Treynor Ratio | 0.3653 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cisco Systems' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cisco Systems Backtested Returns
Cisco Systems appears to be very steady, given 3 months investment horizon. Cisco Systems secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the company had a 0.34% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cisco Systems, which you can use to evaluate the volatility of the firm. Please makes use of Cisco Systems' Risk Adjusted Performance of 0.2331, downside deviation of 0.8606, and Mean Deviation of 0.8447 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cisco Systems holds a performance score of 26. The firm shows a Beta (market volatility) of 0.89, which signifies possible diversification benefits within a given portfolio. Cisco Systems returns are very sensitive to returns on the market. As the market goes up or down, Cisco Systems is expected to follow. Please check Cisco Systems' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Cisco Systems' price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Cisco Systems has average predictability. Overlapping area represents the amount of predictability between Cisco Systems time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cisco Systems price movement. The serial correlation of 0.49 indicates that about 49.0% of current Cisco Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Cisco Systems lagged returns against current returns
Autocorrelation, which is Cisco Systems stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cisco Systems' stock expected returns. We can calculate the autocorrelation of Cisco Systems returns to help us make a trade decision. For example, suppose you find that Cisco Systems has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Cisco Systems regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cisco Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cisco Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cisco Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Cisco Systems Lagged Returns
When evaluating Cisco Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cisco Systems stock have on its future price. Cisco Systems autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cisco Systems autocorrelation shows the relationship between Cisco Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Cisco Systems.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Cisco Stock Analysis
When running Cisco Systems' price analysis, check to measure Cisco Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cisco Systems is operating at the current time. Most of Cisco Systems' value examination focuses on studying past and present price action to predict the probability of Cisco Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cisco Systems' price. Additionally, you may evaluate how the addition of Cisco Systems to your portfolios can decrease your overall portfolio volatility.