Cisco Stock Alpha and Beta Analysis

CSCO
 Stock
  

USD 49.70  0.27  0.54%   

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.
Continue to Cisco Systems Backtesting, Cisco Systems Valuation, Cisco Systems Correlation, Cisco Systems Hype Analysis, Cisco Systems Volatility, Cisco Systems History and analyze Cisco Systems Performance.
  
Please note that although Cisco Systems alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Cisco Systems did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Cisco Systems stock's relative risk over its benchmark. Cisco Systems has a beta of 0.97  . 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.
Book Value per Share is expected to rise to 10.17 this year. Enterprise Value over EBIT is expected to rise to 15.79 this year.
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.

Enterprise Value

225.19 Billion

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.
α0.09   β0.97
90 days against NYA

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 Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 44.18 with a coefficient of variation of 6.37. The daily time series for the period is distributed with a sample standard deviation of 2.79, arithmetic mean of 43.82, and mean deviation of 2.24. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Payment of 84 shares by Stahlkopf Deborah L of Cisco Systems...09/13/2022
2
Other09/15/2022
3
Bona fide gift to Murphy Sarah Rae of 1532 shares of Cisco S...09/16/2022
4
U.S. Stocks Close On Upbeat Note - RTTNews10/03/2022
5
Acquisition by Stahlkopf Deborah L of 107378 shares of Cisco...10/13/2022
6
MSFT 3 Names It Wouldnt Hurt to Stock up On - StockNews.com10/18/2022
7
Cisco Saving Water and Improving Sustainability with Cisco a...10/24/2022
8
Is Cisco Systems, Inc. Trading At A 44 percent Discount - Ya...10/28/2022
9
EPS Estimate10/31/2022
10
Buy 4 November Dividend Dogs Of The Dow And Watch 2 More - S...11/03/2022
11
Exercise or conversion by Steven West of 15000 shares of Cis...11/09/2022
12
Cisco Near-Term Downside Risks, Hold - Seeking Alpha11/11/2022
13
EPS Reported11/16/2022
14
Cisco Systems exotic insider transaction detected11/25/2022

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.
 2010 2015 2020 2022 (projected)
Calculated Tax Rate19.8219.7318.4120.29
Long Term Debt to Equity0.360.310.210.23

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.
Upcoming Quarterly Report8th of February 2022
Next Financial Report18th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End17th of August 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Cisco Systems

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Cisco Systems Backtesting, Cisco Systems Valuation, Cisco Systems Correlation, Cisco Systems Hype Analysis, Cisco Systems Volatility, Cisco Systems History and analyze Cisco Systems Performance. 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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary 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 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.
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
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...