TIAA CREF Backtesting

TIAA CREF Large Cap Value Retire -- USA Fund  

USD 17.68  0.39  2.16%

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
 Time Horizon     30 Days    Login   to change

TIAA CREF 'What if' Analysis

February 22, 2018
No Change 0.00  0.0%
In 31 days
March 24, 2018
If you would invest  0.00  in TIAA CREF on February 22, 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, MFS Value, MFS Value, and MFS Value. 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 volatile. TIAA CREF Large retains Efficiency (Sharpe Ratio) of -0.1796 which indicates TIAA CREF Large had -0.1796% 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 0.18 to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of 0.0239 which indicates as returns on market increase, TIAA CREF returns are expected to increase less than the market. However during bear market, the loss on holding TIAA CREF will be expected to be smaller as well.. 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(0.13) 

Insignificant reverse predictability

TIAA CREF Large Cap Value Retire has insignificant reverse predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 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 -0.13 indicates that less than 13.0% of current TIAA CREF price fluctuation can be explain by its past prices. Given that TIAA CREF Large Cap Value Retire has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of TIAA CREF for similar time interval.
Correlation Coefficient -0.13
Spearman Rank Test -0.03
Price Variance 0.05
Lagged Price Variance 0.04

TIAA CREF Lagged Returns

 Regressed Prices 

TIAA CREF Performance vs DOW

The median price of TIAA CREF for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 0.0 with a coefficient of variation of 135.41. The daily time series for the period is distributed with a sample standard deviation of 9.44, arithmetic mean of 6.97, and mean deviation of 8.87. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)