Cisco Systems (Mexico) Market Value

CSCO Stock  MXN 1,160  19.00  1.61%   
Cisco Systems' market value is the price at which a share of Cisco Systems trades on a public exchange. It measures the collective expectations of Cisco Systems investors about its performance. Cisco Systems is trading at 1160.00 as of the 23rd of December 2024; that is 1.61 percent decrease since the beginning of the trading day. The stock's open price was 1179.0.
With this module, you can estimate the performance of a buy and hold strategy of Cisco Systems and determine expected loss or profit from investing in Cisco Systems over a given investment horizon. Check out Cisco Systems Correlation, Cisco Systems Volatility and Cisco Systems Alpha and Beta module to complement your research on Cisco Systems.
For more information on how to buy Cisco Stock please use our How to Invest in Cisco Systems guide.
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Please note, there is a significant difference between Cisco Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Cisco Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cisco Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
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10/24/2024
No Change 0.00  0.0 
In 2 months and 1 day
12/23/2024
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If you would invest  0.00  in Cisco Systems on October 24, 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 60 days. Cisco Systems is related to or competes with Nokia, UTStarcom Holdings, Capital One, Monster Beverage, ATT, and Honeywell International. 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.

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.
Hype
Prediction
LowEstimatedHigh
1,1591,1601,161
Details
Intrinsic
Valuation
LowRealHigh
1,0441,3451,346
Details

Cisco Systems Backtested Returns

Cisco Systems appears to be very steady, given 3 months investment horizon. Cisco Systems secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cisco Systems, which you can use to evaluate the volatility of the firm. Please makes use of Cisco Systems' Downside Deviation of 1.39, risk adjusted performance of 0.1501, and Mean Deviation of 1.02 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 13. The firm shows a Beta (market volatility) of 0.15, 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

    
  -0.67  

Very good reverse predictability

Cisco Systems has very good reverse predictability. Overlapping area represents the amount of predictability between Cisco Systems time series from 24th of October 2024 to 23rd of November 2024 and 23rd of November 2024 to 23rd of December 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 -0.67 indicates that around 67.0% of current Cisco Systems price fluctuation can be explain by its past prices.
Correlation Coefficient-0.67
Spearman Rank Test-0.78
Residual Average0.0
Price Variance427.98

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.