Cisco Systems (Germany) Market Value
| CIS Stock | EUR 54.56 1.40 2.50% |
| 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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Cisco Systems on December 15, 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 90 days. Cisco Systems is related to or competes with Spirent Communications, United Internet, Kingdee International, STMICROELECTRONICS, LG Display, Ribbon Communications, and Easy Software. 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.
| Information Ratio | 0.071 | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 1.64 |
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 | 0.0024 | |||
| Jensen Alpha | 0.0157 | |||
| Total Risk Alpha | 0.1591 | |||
| Treynor Ratio | (0.05) |
Cisco Systems Backtested Returns
Cisco Systems secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Cisco Systems exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cisco Systems' Mean Deviation of 1.07, risk adjusted performance of 0.0024, and Standard Deviation of 1.37 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.25, 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. At this point, Cisco Systems has a negative expected return of -0.002%. Please make sure to confirm Cisco Systems' accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Cisco Systems performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Cisco Systems has modest predictability. Overlapping area represents the amount of predictability between Cisco Systems time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. 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 0.53 indicates that about 53.0% of current Cisco Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 2.02 |
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 |
Currently Active Assets on Macroaxis
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 more detail on how to invest in Cisco Stock please use our How to Invest in Cisco Systems guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
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.