TIAA CREF Backtesting

TIAA CREF Large Cap Value Retire -- USA Fund  

USD 19.32  0.16  0.84%

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
Investment Horizon     30 Days    Login   to change

TIAA CREF 'What if' Analysis

October 18, 2017
No Change 0.00  0.0%
In 31 days
November 17, 2017
If you would invest  0.00  in TIAA CREF on October 18, 2017 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, 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


TIAA CREF Market Premium Indicators

TIAA CREF Large lagged returns against current returns

 Current and Lagged Values 

TIAA CREF regressed lagged prices vs. current prices

 Current vs Lagged Prices 

TIAA CREF Large Backtested Returns

Macroaxis considers TIAA CREF to be not too risky. TIAA CREF Large retains Efficiency (Sharpe Ratio) of -0.1369 which indicates TIAA CREF Large had -0.1369% 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 (0.051263) to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of 0.8945 which indicates TIAA CREF returns are very sensitive to returns on the market. as market goes up or down, TIAA CREF is expected to follow.. 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 0.86 

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 October 18, 2017 to November 2, 2017 and November 2, 2017 to November 17, 2017. 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 0.86 indicates that approximately 86.0% of current TIAA CREF price fluctuation can be explain by its past prices.
Correlation Coefficient 0.86
Spearman Rank Test 0.6
Price Variance 0.01
Lagged Price Variance 0.01

TIAA CREF Lagged Returns

 Regressed Prices 

TIAA CREF Performance vs DOW

The median price of TIAA CREF for the period between Wed, Oct 18, 2017 and Fri, Nov 17, 2017 is 19.51 with a coefficient of variation of 0.69. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 19.48, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)