TIAA CREF Backtesting

TRLCX -- USA Fund  

USD 19.20  0.05  0.26%

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
SymbolX
Backtest

TIAA CREF 'What if' Analysis

June 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 18, 2018
0.00
If you would invest  0.00  in TIAA CREF on June 18, 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, 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

Downside Deviation0.9222
Information Ratio0.18
Maximum Drawdown2.58
Value At Risk0.93
Potential Upside1.11
  

TIAA CREF Market Premium Indicators

Risk Adjusted Performance0.0201
Jensen Alpha0.007912
Total Risk Alpha0.13
Sortino Ratio0.13
Treynor Ratio0.0757

TIAA CREF Large Backtested Returns

We consider TIAA CREF not too risky. TIAA CREF Large retains Efficiency (Sharpe Ratio) of 0.0312 which indicates TIAA CREF Large had 0.0312% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for TIAA CREF which you can use to evaluate future volatility of the fund. Please validate TIAA CREF Large Cap Value Retire Risk Adjusted Performance of 0.0201 and Downside Deviation of 0.9222 to confirm if risk estimate we provide are consistent with the epected return of 0.0202%. The entity owns Beta (Systematic Risk) of 0.1463 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.. Although it is extremely important to respect TIAA CREF Large existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating TIAA CREF Large technical indicators you can today evaluate if the expected return of 0.0202% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.82) 

Excellent reverse predictability

TIAA CREF Large Cap Value Retire has excellent reverse predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from June 18, 2018 to July 3, 2018 and July 3, 2018 to July 18, 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 -0.82 indicates that around 82.0% 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 -0.82
Spearman Rank Test -0.73
Price Variance 0.05
Lagged Price Variance 0.02

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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