Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Cisco Systems (csco) stock follows ARMA(1,5)-GARCH(1,1) model (Student-t errors)
Given current Cisco Systems stock close price of 16.51 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '16.55'     '16.49'      '16.47'      '16.49'  

Probability of Cisco Systems stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '54.13%'    '45.39%'     '49.14%'     '50.53%' 

Value at Risk (VaR) for $1,000 worth of Cisco Systems stock at 5 percent probability: 
Lose at most $37.46 in 1 day, $205.15 in 30 days and $355.33 in 90 days

Stock price, return, high and low

Price fundamentals for Cisco Systems (csco) stock 
 
Cisco Systems stock price change in percent over the last: 
    '30 days'      '6 months'    '1 year'      '3 years' 
    '-17.6969%'    '-5.6032%'    '-1.0192%'    '-6.8284%'

Average daily return (continuously compounded) for Cisco Systems stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years' 
    '-0.8762%'    '-0.0759%'    '-0.0235%'    '-0.0142%'

OVER THE LAST YEAR:
The minimum Cisco Systems stock close price of 13.58 was observed on 10-Aug-2011 
The maximum Cisco Systems stock close price of 21.11 was observed on 02-Apr-2012 
Current close price of Cisco Systems (16.51) as a percent of range is equal to 38.91% 
 
The lowest one-day return (i.e. largest price drop for Cisco Systems stock) 
 of -11.08% was observed on 10-May-2012 
The highest one-day return (i.e. largest price increase for Cisco Systems stock) 
 of 14.76% was observed on 11-Aug-2011 

Technical Analysis: RSI and MACD

RSI readings of Cisco Systems share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Cisco Systems stocks when the MACD line crosses up through the signal line.
Sell Cisco Systems shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Cisco Systems share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Cisco Systems stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Cisco Systems stock.

Technical Analysis: Williams %R and On-Balance volume

Cisco Systems equity is considered oversold if Williams R is below -80.
Cisco Systems share is overbought if Williams R is above -20. 
On-Balance Volume for Cisco Systems stock adds or subtracts volume to
a total depending on whether Cisco Systems price moves up or down.

Stock performance compared to Dow Jones Index

Does Cisco Systems (csco) stock go together with Dow Jones Index? 
 
Correlation between return on Cisco Systems stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '19.96%'     '62.88%'      '72.64%'    '65.86%' 

Percent of time when return on Cisco Systems stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '31.82%'     '50.39%'      '48.22%'    '48.08%' 

Stock performance compared to GOLD ETF (gld)

Does Cisco Systems (csco) stock go together with GOLD ETF? 
 
Correlation between return on Cisco Systems stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '0.67%'      '29.48%'      '-0.66%'    '7.04%'  

Percent of time when return on Cisco Systems stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '40.91%'     '53.54%'      '50.20%'    '49.14%' 

Stock performance compared to Physical Silver (slv)

Does Cisco Systems (csco) stock go together with Physical Silver? 
 
Correlation between return on Cisco Systems stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '14.71%'     '37.89%'      '19.35%'    '20.25%' 

Percent of time when return on Cisco Systems stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '54.55%'     '52.76%'      '48.62%'    '46.10%' 

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

About FreeStockResearch

Time to sell Cisco Systems stock? Want to purchase Cisco Systems stock? 
Need to buy Cisco Systems stock? Ready to get rid of Cisco Systems stock? 
Check FREE Technical Report for Cisco Systems (ticker: csco) stock and decide 
 
We are not trying to sell any stocks. We are not affiliated with any company.
This is why You can always rely on our independent stock research.
Our tools are developed to help You maximize Your return on investment.
Simple and intuitive technical stock reports for You!
-----------------------------------------------------------------------------
Copyright 2011. FreeStockResearch. All rights reserved.

Published with MATLAB® 7.13