Tiaa Cref Large Cap Value Fund Market Value
| TRLHX Fund | USD 20.84 0.01 0.05% |
| Symbol | Tiaa |
Tiaa Cref 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tiaa Cref's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tiaa Cref.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Tiaa Cref on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Large Cap Value or generate 0.0% return on investment in Tiaa Cref over 330 days. Tiaa Cref is related to or competes with Vanguard Value, American Mutual, American Mutual, Dodge Stock, Vanguard Value, and Vanguard Value. Under normal circumstances, the fund invests at least 80 percent of its assets in large-cap equity securities More
Tiaa Cref Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tiaa Cref's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tiaa Cref Large Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6324 | |||
| Information Ratio | 0.0328 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.9625 |
Tiaa Cref Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa Cref's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa Cref's standard deviation. In reality, there are many statistical measures that can use Tiaa Cref historical prices to predict the future Tiaa Cref's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.024 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.0303 | |||
| Treynor Ratio | 0.0724 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa Cref's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tiaa Cref Large Backtested Returns
We consider Tiaa Cref very steady. Tiaa Cref Large owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Large Cap Value, which you can use to evaluate the volatility of the fund. Please validate Tiaa Cref's Risk Adjusted Performance of 0.0797, semi deviation of 0.5422, and Coefficient Of Variation of 783.6 to confirm if the risk estimate we provide is consistent with the expected return of 0.0733%. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Tiaa Cref returns are very sensitive to returns on the market. As the market goes up or down, Tiaa Cref is expected to follow.
Auto-correlation | 0.00 |
No correlation between past and present
Tiaa Cref Large Cap Value has no correlation between past and present. Overlapping area represents the amount of predictability between Tiaa Cref time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 2024. 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 0.0 indicates that just 0.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Tiaa Cref Large lagged returns against current returns
Autocorrelation, which is Tiaa Cref mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tiaa Cref's mutual fund expected returns. We can calculate the autocorrelation of Tiaa Cref returns to help us make a trade decision. For example, suppose you find that Tiaa Cref has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tiaa Cref regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tiaa Cref mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa Cref mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiaa Cref mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa Cref Lagged Returns
When evaluating Tiaa Cref's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa Cref mutual fund have on its future price. Tiaa Cref autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tiaa Cref autocorrelation shows the relationship between Tiaa Cref mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Large Cap Value.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tiaa Cref in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tiaa Cref's short interest history, or implied volatility extrapolated from Tiaa Cref options trading.
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Check out Tiaa Cref Correlation, Tiaa Cref Volatility and Tiaa Cref Alpha and Beta module to complement your research on Tiaa Cref. Note that the Tiaa Cref Large information on this page should be used as a complementary analysis to other Tiaa Cref's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Tiaa Cref technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.