TIAA CREF Backtesting

TINRX -- USA Fund  

USD 23.33  0.19  0.82%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of TIAA CREF Equity Index Fd Retai 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

TIAA CREF 'What if' Analysis

September 16, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
December 15, 2019
0.00
If you would invest  0.00  in TIAA CREF on September 16, 2019 and sell it all today you would earn a total of 0.00 from holding TIAA CREF Equity Index Fd Retai or generate 0.0% return on investment in TIAA CREF over 90 days. TIAA CREF is related to or competes with Invesco Oppenheimer, Vanguard Institutional, DoubleLine Shiller, Vanguard Large, Invesco Oppenheimer, Vanguard Tax, and Franklin Rising. The investment seeks a favorable long-term total return, mainly through capital appreciation, by investing primarily in ...

TIAA CREF Upside/Downside Indicators

Downside Deviation1.18
Information Ratio0.007
Maximum Drawdown7.84
Value At Risk(1.69)
Potential Upside1.38

TIAA CREF Market Premium Indicators

Risk Adjusted Performance0.0374
Jensen Alpha0.0129
Total Risk Alpha(0.031562)
Sortino Ratio0.0068
Treynor Ratio0.0585

TIAA CREF Equity Backtested Returns

We consider TIAA CREF not too volatile. TIAA CREF Equity retains Efficiency (Sharpe Ratio) of 0.0574 which indicates the organization had 0.0574% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund 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 Equity Index Fd Retai Risk Adjusted Performance of 0.0374 and Downside Deviation of 1.18 to confirm if risk estimate we provide are consistent with the epected return of 0.0664%. The entity owns Beta (Systematic Risk) of 0.8884 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. Although it is extremely important to respect TIAA CREF Equity 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 Equity technical indicators you can today evaluate if the expected return of 0.0664% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.37) 
correlation synergy

Poor reverse predictability

TIAA CREF Equity Index Fd Retai has poor reverse predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from September 16, 2019 to October 31, 2019 and October 31, 2019 to December 15, 2019. 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 Equity price movement. The serial correlation of -0.37 indicates that just about 37.0% of current TIAA CREF price fluctuation can be explain by its past prices. Given that TIAA CREF Equity Index Fd Retai 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-0.37
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.05

TIAA CREF Equity 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 - TINRX

TIAA CREF Equity Investor Sentiment

Most of Macroaxis users are at this time bullish on TIAA CREF Equity Index Fd Retai. What is your outlook on investing in TIAA CREF Equity Index Fd Retai? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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