Chart & Technical · CSCO

Risk Snapshot for CSCO

AI-generated plain-English read of risk snapshot for CSCO. Updated daily.

Elevated vol, standard drawdown: risk present

high

Elevated volatility with standard drawdown depth: this name swings hard but has historically found its footing. Position sizing must account for the elevated vol regime.

What will probably happen

  • Above-average volatility: expect more frequent and larger daily moves than the S&P 500. Risk management should be active, not passive.
  • High beta (1.2-1.8×): the stock outperforms in rallies and underperforms in drawdowns relative to the index. Cyclical exposure is elevated.
  • Fat-tail risk detected: the return distribution has heavier-than-normal tails. Losses beyond 2 or 3 standard deviations occur more often than a normal model predicts. Size accordingly and avoid maximum leverage.

What to do

If you HOLD this stock
Risk is in the moderate-to-elevated range. Hold at current size; resist adding until vol or drawdown conditions improve.
If you're EVALUATING this stock
If entering, size smaller than usual: the volatility regime demands wider stops and more margin of safety on the thesis.
If you trade OPTIONS
Elevated vol inflates option premium: favor selling premium (covered calls, cash-secured puts on dips) over buying it. Long vol plays are expensive relative to realized vol history.

All four key fields (volatility, max drawdown, beta, skewness) are populated.

Technical details

Technical analysis

Kurtosis
10.44
Skewness
-0.20
Tail risk
Fat Tails
Vol regime
Elevated Vol
Beta profile
High Beta
Sharpe ratio
--
Drawdown tier
Standard
Sortino ratio
--
Beta vs S&P 500
1.24
Recovery status
Mid Drawdown
VaR 95% (daily)
-3.1%
VaR 99% (daily)
-7.0%
Current drawdown
-21.5%
Max drawdown (1y)
-27.8%
Downside deviation
--
Annualized volatility
36.8%

Key levels

Key price and metric levels
LevelValue
kurtosis10.438
skewness-0.201
var 95 daily-0.031
var 99 daily-0.07
beta vs market1.236
max drawdown 1y-0.278
current drawdown-0.215
annualized volatility0.368

Caveats

  • Risk metrics are historical; tail events outside the lookback window can dwarf observed risk.
  • Fat-tail readings warn of bigger-than-normal-distribution moves; size accordingly.

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