Cisco Systems Stock Forward View
| CSCO Stock | USD 77.65 -0.86 -1.10% |
Cisco Systems's Naive Prediction reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use. The model is fitted to available historical daily prices for Cisco Systems. This page is updated as new daily closing prices become available for Cisco Systems.
The Naive Prediction forecasted value of Cisco Systems on the next trading day is expected to be 79.39 with a mean absolute deviation of 1.58 and the sum of the absolute errors of 96.24.This model is not at all useful as a medium-long range forecasting tool of Cisco Systems. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Cisco Systems. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights. All Naive Prediction forecast figures shown for Cisco Systems are reference data reflecting model output based on available historical prices. Cisco Systems Cash Forecast
Financial forecasting for Cisco Systems applies quantitative methods to Cisco Systems' historical cash flow data. Revenue trends, working capital cycles, and capital expenditure patterns are embedded in Cisco Systems' historical statements. Working capital efficiency and margin trends are critical inputs to Cisco Systems's cash flow forecast. Modeling how these drivers interact produces a more complete cash flow forecast for Cisco Systems.
Cash | First Reported 1988-07-31 | Previous Quarter 8.4 B | Current Value 7.5 B | Quarterly Volatility 3.7 B |
Macro event markers
Naive Prediction Price Forecast For the 23rd of March
Given 90 days horizon, the Naive Prediction forecasted value of Cisco Systems on the next trading day is expected to be 79.39 with a mean absolute deviation of 1.58 , mean absolute percentage error of 4.65 , and the sum of the absolute errors of 96.24 .Please note that although there have been many attempts to predict Cisco Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Cisco Systems' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Cisco Systems | Cisco Systems Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates Cisco Systems' predictive range by looking for statistically meaningful downside and upside boundaries. The current forecast range spans downside near 77.25 and upside near 81.53.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Cisco Systems stock data series using in forecasting. Note that when a statistical model is used to represent Cisco Systems stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.6477 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.5776 |
| MAPE | Mean absolute percentage error | 0.02 |
| SAE | Sum of the absolute errors | 96.2364 |
Other Forecasting Options for Cisco Systems
Bollinger Bands applied to Cisco Stock price data measure how far Cisco has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to Cisco Systems' price data. On-balance volume for Cisco Stock creates a running indicator of buying versus selling pressure in Cisco. Price departures from the channel boundary often mean-revert, offering tactical signals for Cisco Systems'.Cisco Systems Related Equities
These stocks within the Information Technology space are often compared to Cisco Systems by analysts and fund managers in the sector. Key comparison metrics include price-to-earnings, profit margin, and revenue growth across Cisco Systems' peer group.
| Risk & Return | Correlation |
Cisco Systems Market Strength Events
For investors tracking Cisco Systems, market strength indicators offer quantitative evaluation of stock behavior. By using these indicators, traders can make more informed decisions about when to buy or sell Cisco Systems. These indicators capture shifts in momentum that may precede significant price moves in Cisco Systems. These metrics provide actionable context for both entry and risk management decisions around Cisco Systems.
Cisco Systems Risk Indicators
Analyzing Cisco Systems' basic risk indicators provides investors with a structured view of the risk-return trade-off for cisco stock. By identifying the level of risk embedded in Cisco Systems' investment, investors can make informed decisions about position sizing. Analyzing Cisco Systems' risk indicators gives investors important context for price forecasting. Understanding the risk in Cisco Systems' investment allows investors to make informed choices about mitigating exposure.
| Mean Deviation | 1.31 | |||
| Semi Deviation | 2.42 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.45 | |||
| Downside Variance | 6.45 | |||
| Semi Variance | 5.86 | |||
| Expected Short fall | -1.42 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Cisco Systems
The amount of media and story coverage tied to Cisco Systems can signal where market attention is concentrating at the moment. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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Cisco Systems Short Properties
Short sentiment tied to Cisco Systems matters because heavier bearish pressure can change how quickly future price expectations become unstable. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
| Common Stock Shares Outstanding | 4 B | |
| Cash And Short Term Investments | 16.1 B |