Cisco Systems Stock Alpha and Beta Analysis

CSCO Stock  USD 48.17  0.17  0.35%   
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
0.64
Alpha
(0.11)
Risk
0.99
Sharpe Ratio
0.0142
Expected Return
0.014
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 0.11  worse 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 0.64  . 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 time, Cisco Systems' Book Value Per Share is very stable compared to the past year. As of the 18th of May 2024, Enterprise Value Over EBITDA is likely to grow to 22.68, though Tangible Book Value Per Share is likely to grow to (0.12).

Cisco Systems Quarterly Cash And Equivalents

9.6 Billion

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.
  
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.

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-0.11   β0.64

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 Sun, Feb 18, 2024 and Sat, May 18, 2024 is 48.46 with a coefficient of variation of 1.61. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 48.49, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
HashiCorp shares spike on report that IBM is in talks to buy the cloud software maker
04/23/2024
 
Cisco Systems dividend paid on 24th of April 2024
04/24/2024
2
Earnings call T-Mobile reports strong Q1, raises 2024 guidance
04/29/2024
3
Rimini Street ogasza wyniki finansowe i operacyjne za I kwarta 2024 r.
05/03/2024
4
Cisco Systems Beware the Value Trap
05/08/2024
5
Sift Appoints Longtime SaaS Executive Steve Love as Chief Financial Officer
05/09/2024
6
Market Whales and Their Recent Bets on CSCO Options
05/10/2024
7
US STOCKS-Wall St inches up with inflation prints in focus
05/13/2024
8
Cisco Earnings Top Estimates As Product Orders Improve
05/15/2024
9
Applied Materials Beats Q2 Estimates But Guidance Disappoints
05/16/2024

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 2023 2024 (projected)
Dividend Yield0.03060.02960.02640.0211
Price To Sales Ratio3.993.744.696.49

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
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21st of August 2024
Next Financial Report
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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
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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 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.
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 the Money Managers module to screen money managers from public funds and ETFs managed around the world.

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 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.
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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...