Cisco Systems Stock Alpha and Beta Analysis
| CSCO Stock | USD 64.27 1.03 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cisco Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cisco Systems over a specified time horizon. Remember, high Cisco Systems' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Cisco Systems' market risk premium analysis include:
Beta 0.4 | Alpha 0.18 | Risk 1.04 | Sharpe Ratio 0.15 | Expected Return 0.15 |
Cisco Systems Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Cisco |
Cisco Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cisco Systems market risk premium is the additional return an investor will receive from holding Cisco Systems long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Cisco Systems. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Cisco Systems' performance over market.| α | 0.18 | β | 0.40 |
Cisco Systems expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Cisco Systems' Buy-and-hold return. Our buy-and-hold chart shows how Cisco Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cisco Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Cisco Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cisco Systems shares will generate the highest return on investment. By understating and applying Cisco Systems stock market price indicators, traders can identify Cisco Systems position entry and exit signals to maximize returns.
Cisco Systems Return and Market Media
The median price of Cisco Systems for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 59.22 with a coefficient of variation of 3.65. The daily time series for the period is distributed with a sample standard deviation of 2.19, arithmetic mean of 60.02, and mean deviation of 1.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Thimaya Subaiya of 15360 shares of Cisco Systems subject to Rule 16b-3 | 11/29/2024 |
2 | Ciscos SWOT analysis AI boom fuels networking giants stock outlook | 01/17/2025 |
| Cisco Systems dividend paid on 22nd of January 2025 | 01/22/2025 |
3 | Cisco Systems Inc Embraces Life Cycle Assessments for Enhanced Sustainability | 02/06/2025 |
4 | Ciscos Q2 Earnings Beat Estimates, Revenues Up YY, Shares Rise | 02/13/2025 |
5 | Is Cisco Systems, Inc. the Best IoT Stock to Buy According to Analysts | 02/18/2025 |
6 | Jane Software Inc. Appoints Dan Davidow as Chief Marketing Officer, Accelerating Global Growth and Innovation | 02/19/2025 |
7 | Handelsbanken Fonder AB Increases Stake in Cisco Systems, Inc. | 02/20/2025 |
8 | Cisco Systems, Inc. Position Cut by One Day In July LLC | 02/21/2025 |
9 | Zoom Posts Q4 Sales In Line With Estimates, Guides For 2.7 percent Growth Next Year | 02/24/2025 |
About Cisco Systems Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Cisco or other stocks. Alpha measures the amount that position in Cisco Systems has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2015 | 2020 | 2024 | 2025 (projected) | Dividend Yield | 0.0306 | 0.033 | 0.0264 | 0.0215 | Price To Sales Ratio | 3.99 | 3.6 | 4.69 | 6.42 |
Cisco Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Cisco Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cisco Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cisco Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cisco Systems. Please utilize our Beneish M Score to check the likelihood of Cisco Systems' management manipulating its earnings.
| 15th of May 2024 Upcoming Quarterly Report | View | |
| 21st of August 2024 Next Financial Report | View | |
| 30th of April 2024 Next Fiscal Quarter End | View | |
| 21st of August 2024 Next Fiscal Year End | View | |
| 31st of January 2024 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
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Check out Cisco Systems Backtesting, Cisco Systems Valuation, Cisco Systems Correlation, Cisco Systems Hype Analysis, Cisco Systems Volatility, Cisco Systems History and analyze Cisco Systems Performance. To learn how to invest in Cisco Stock, please use our How to Invest in Cisco Systems guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
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.