TIAA CREF Backtesting

TRLCX -- USA Fund  

USD 18.83  0.01  0.05%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of TIAA CREF Large Cap Value Retire and determine expected loss or profit from investing in TIAA CREF over given investment horizon. Also please take a look at TIAA CREF Hype Analysis, TIAA CREF Correlation, Portfolio Optimization, TIAA CREF Volatility as well as analyze TIAA CREF Alpha and Beta and TIAA CREF Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

TIAA CREF 'What if' Analysis

September 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 19, 2018
0.00
If you would invest  0.00  in TIAA CREF on September 19, 2018 and sell it all today you would earn a total of 0.00 from holding TIAA CREF Large Cap Value Retire or generate 0.0% return on investment in TIAA CREF over 30 days. TIAA CREF is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds. The investment seeks a favorable long-term total return, mainly through capital appreciation, primarily from equity secu...

TIAA CREF Upside/Downside Indicators

Information Ratio0.006429
Maximum Drawdown3.65
Value At Risk2.44
Potential Upside0.8715
  

TIAA CREF Market Premium Indicators

Risk Adjusted Performance0.17
Jensen Alpha0.23
Total Risk Alpha0.010396
Treynor Ratio0.5683

TIAA CREF Large Backtested Returns

Macroaxis considers TIAA CREF to be not too volatile. TIAA CREF Large retains Efficiency (Sharpe Ratio) of -0.1902 which indicates TIAA CREF Large had -0.1902% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. TIAA CREF exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate TIAA CREF Large Cap Value Retire Risk Adjusted Performance of 0.17 to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of -0.316 which indicates as returns on market increase, returns on owning TIAA CREF are expected to decrease at a much smaller rate. During bear market, TIAA CREF is likely to outperform the market.. Even though it is essential to pay attention to TIAA CREF Large existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. TIAA CREF exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.84 

Very good predictability

TIAA CREF Large Cap Value Retire has very good predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from September 19, 2018 to October 4, 2018 and October 4, 2018 to October 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TIAA CREF Large price movement. The serial correlation of 0.84 indicates that around 84.0% of current TIAA CREF price fluctuation can be explain by its past prices.
Correlation Coefficient0.84
Spearman Rank Test0.82
Residual Average0.0
Price Variance0.16

TIAA CREF Large lagged returns against current returns

 Current and Lagged Values 
      Timeline 

TIAA CREF regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

TIAA CREF Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TRLCX

TIAA CREF Large Investor Sentiment

Most of Macroaxis users are at this time bullish on TIAA CREF Large Cap Value Retire. What is your outlook on investing in TIAA CREF Large Cap Value Retire? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at TIAA CREF Hype Analysis, TIAA CREF Correlation, Portfolio Optimization, TIAA CREF Volatility as well as analyze TIAA CREF Alpha and Beta and TIAA CREF Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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