Cisco Stock Market Value

CSCO
 Stock
  

USD 48.91  0.05  0.10%   

Cisco Systems' market value is the price at which a share of Cisco Systems stock trades on a public exchange. It measures the collective expectations of Cisco Systems investors about the entity's future performance. 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. Continue to Cisco Systems Correlation, Cisco Systems Volatility and Cisco Systems Alpha and Beta module to complement your research on Cisco Systems.
Symbol


Is Cisco Systems' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cisco Systems. If investors know Cisco will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cisco Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.07) 
Market Capitalization
201.3 B
Quarterly Revenue Growth YOY
0.057
Return On Assets
0.0933
Return On Equity
0.2773
The market value of Cisco Systems is measured differently than its book value, which is the value of Cisco that is recorded on the company's balance sheet. Investors also form their own opinion of Cisco Systems' value that differs from its market value or its book value, called intrinsic value, which is Cisco Systems' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cisco Systems' market value can be influenced by many factors that don't directly affect Cisco Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 Cisco Systems value 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.
0.00
10/10/2022
No Change 0.00  0.0 
In 2 months and 2 days
12/09/2022
0.00
If you would invest  0.00  in Cisco Systems on October 10, 2022 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 HP, Chevron Corp, Johnson Johnson, Walmart, Caterpillar, 3M, and McDonalds. 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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Cisco Systems in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
47.1248.9150.70
Details
Intrinsic
Valuation
LowReal ValueHigh
44.0956.7858.57
Details
Naive
Forecast
LowNext ValueHigh
47.2749.0650.85
Details
16 Analysts
Consensus
LowTarget PriceHigh
46.0061.6270.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cisco Systems. Your research has to be compared to or analyzed against Cisco Systems' peers to derive any actionable benefits. When done correctly, Cisco Systems' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Cisco Systems.

Cisco Systems Backtested Returns

We consider Cisco Systems very steady. Cisco Systems secures Sharpe Ratio (or Efficiency) of 0.0638, which signifies that the company had 0.0638% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Cisco Systems, which you can use to evaluate the future volatility of the firm. Please confirm Cisco Systems Mean Deviation of 1.34, downside deviation of 1.56, and Risk Adjusted Performance of 0.1342 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.
Cisco Systems has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.9704, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Cisco's beta means in this case. Cisco Systems returns are very sensitive to returns on the market. As the market goes up or down, Cisco Systems is expected to follow. Although it is important to respect Cisco Systems historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Cisco Systems technical indicators, you can presently evaluate if the expected return of 0.11% will be sustainable into the future. Cisco Systems right now shows a risk of 1.78%. Please confirm Cisco Systems value at risk, as well as the relationship between the skewness and day median price to decide if Cisco Systems will be following its price patterns.

Auto-correlation

    
  0.92  

Excellent predictability

Cisco Systems has excellent predictability. Overlapping area represents the amount of predictability between Cisco Systems time series from 10th of October 2022 to 9th of November 2022 and 9th of November 2022 to 9th of December 2022. 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 0.92 indicates that approximately 92.0% of current Cisco Systems price fluctuation can be explain by its past prices.
Correlation Coefficient0.92
Spearman Rank Test0.88
Residual Average0.0
Price Variance3.51

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Cisco Systems without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Cisco Systems

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Cisco Systems position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Cisco Systems will appreciate offsetting losses from the drop in the long position's value.

Moving together with Cisco Systems

+0.7CIENCiena Corp Upward RallyPairCorr
+0.85INFNInfinera Upward RallyPairCorr
+0.91ACNAccenture Plc Earnings Call This WeekPairCorr
The ability to find closely correlated positions to Cisco Systems could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cisco Systems when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Cisco Systems - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Cisco Systems to buy it.
The correlation of Cisco Systems is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cisco Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cisco Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Cisco Systems can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Cisco Systems Correlation, Cisco Systems Volatility and Cisco Systems Alpha and Beta module to complement your research on Cisco Systems. Note that the Cisco Systems information on this page should be used as a complementary analysis to other Cisco Systems' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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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 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.
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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.
A focus of Cisco Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cisco Systems trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...