TIAA CREF Mutual Fund Forecast - Simple Exponential Smoothing
TLWIX Fund | USD 17.81 0.05 0.28% |
TIAA Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast TIAA CREF stock prices and determine the direction of TIAA CREF LIFECYCLE INDEX's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of TIAA CREF historical fundamentals such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of TIAA CREF to cross-verify your projections. TIAA |
Most investors in TIAA CREF cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the TIAA CREF's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets TIAA CREF's price structures and extracts relationships that further increase the generated results' accuracy.
TIAA CREF simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for TIAA CREF LIFECYCLE INDEX are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as TIAA-CREF LIFECYCLE INDEX prices get older. TIAA CREF Simple Exponential Smoothing Price Forecast For the 27th of September
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of TIAA CREF LIFECYCLE INDEX on the next trading day is expected to be 17.81 with a mean absolute deviation of 0.06, mean absolute percentage error of 0.00611, and the sum of the absolute errors of 3.60.Please note that although there have been many attempts to predict TIAA Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that TIAA CREF's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
TIAA CREF Mutual Fund Forecast Pattern
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TIAA CREF Forecasted Value
In the context of forecasting TIAA CREF's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. TIAA CREF's downside and upside margins for the forecasting period are 17.38 and 18.24, respectively. We have considered TIAA CREF's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of TIAA CREF mutual fund data series using in forecasting. Note that when a statistical model is used to represent TIAA CREF mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.AIC | Akaike Information Criteria | 111.1748 |
Bias | Arithmetic mean of the errors | 0.0073 |
MAD | Mean absolute deviation | 0.06 |
MAPE | Mean absolute percentage error | 0.0033 |
SAE | Sum of the absolute errors | 3.6 |
Predictive Modules for TIAA CREF
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as TIAA-CREF LIFECYCLE INDEX. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of TIAA CREF in the context of predictive analytics.
Other Forecasting Options for TIAA CREF
For every potential investor in TIAA, whether a beginner or expert, TIAA CREF's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. TIAA Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in TIAA. Basic forecasting techniques help filter out the noise by identifying TIAA CREF's price trends.TIAA CREF Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with TIAA CREF mutual fund to make a market-neutral strategy. Peer analysis of TIAA CREF could also be used in its relative valuation, which is a method of valuing TIAA CREF by comparing valuation metrics with similar companies.
Risk & Return | Correlation |
TIAA-CREF LIFECYCLE INDEX Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of TIAA CREF's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of TIAA CREF's current price.Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
TIAA CREF Risk Indicators
The analysis of TIAA CREF's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in TIAA CREF's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting TIAA CREF stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Mean Deviation | 0.3295 | |||
Standard Deviation | 0.4272 | |||
Variance | 0.1825 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
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 Historical Fundamental Analysis of TIAA CREF to cross-verify your projections. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for TIAA Mutual Fund analysis
When running TIAA CREF's price analysis, check to measure TIAA CREF's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy TIAA CREF is operating at the current time. Most of TIAA CREF's value examination focuses on studying past and present price action to predict the probability of TIAA CREF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TIAA CREF's price. Additionally, you may evaluate how the addition of TIAA CREF to your portfolios can decrease your overall portfolio volatility.
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