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
highElevated 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
| Level | Value |
|---|---|
| kurtosis | 10.438 |
| skewness | -0.201 |
| var 95 daily | -0.031 |
| var 99 daily | -0.07 |
| beta vs market | 1.236 |
| max drawdown 1y | -0.278 |
| current drawdown | -0.215 |
| annualized volatility | 0.368 |
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.