Cisco Systems (Brazil) Market Value
| CSCO34 Stock | BRL 71.27 1.03 1.42% |
| 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.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Cisco Systems on June 8, 2023 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 540 days. Cisco Systems is related to or competes with Electronic Arts, Take Two, Planet Fitness, Ross Stores, and Micron Technology. Cisco Systems, Inc. designs, manufactures, and sells Internet Protocol based networking and other products related to th... 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 | 1.69 | |||
| Information Ratio | 0.1801 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.57 |
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 | 0.2026 | |||
| Jensen Alpha | 0.3754 | |||
| Total Risk Alpha | 0.1633 | |||
| Sortino Ratio | 0.1724 | |||
| Treynor Ratio | 1.48 |
Cisco Systems Backtested Returns
Cisco Systems appears to be very steady, given 3 months investment horizon. Cisco Systems secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% 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 0.2026, downside deviation of 1.69, and Mean Deviation of 1.2 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 18. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cisco Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cisco Systems is expected to be smaller as well. Please check Cisco Systems' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Cisco Systems' price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Cisco Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Cisco Systems time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 -0.36 indicates that just about 36.0% of current Cisco Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 31.27 |
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 |
Also Currently Popular
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 Information and Resources on Investing in Cisco Stock
When determining whether Cisco Systems offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cisco Systems' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cisco Systems Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cisco Systems Stock:Check out Cisco Systems Correlation, Cisco Systems Volatility and Cisco Systems Alpha and Beta module to complement your research on Cisco Systems. For information on how to trade Cisco Stock refer to our How to Trade Cisco Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Cisco Systems technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.