TIAA CREF Backtesting

TRVRX -- USA Fund  

USD 19.12  0.40  2.14%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of TIAA CREF Mid Cap Value Fund Re 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

June 19, 2019
0.00
No Change 0.00  0.0%
In 2 months and 1 day
August 18, 2019
0.00
If you would invest  0.00  in TIAA CREF on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding TIAA CREF Mid Cap Value Fund Re or generate 0.0% return on investment in TIAA CREF over 60 days. TIAA CREF is related to or competes with American Century, U S, AB Trust, AB Trust, Principal Fds, Columbia Select, and Columbia Select. The investment seeks a favorable long-term total return, mainly through capital appreciation, primarily from equity secu...

TIAA CREF Upside/Downside Indicators

Information Ratio(0.046523)
Maximum Drawdown6.66
Value At Risk(2.40)
Potential Upside2.14

TIAA CREF Market Premium Indicators

Risk Adjusted Performance(0.049247)
Jensen Alpha(0.06)
Total Risk Alpha(0.05)
Treynor Ratio(0.07)

TIAA CREF Mid Backtested Returns

Macroaxis considers TIAA CREF to be not too volatile. TIAA CREF Mid retains Efficiency (Sharpe Ratio) of -0.0595 which indicates the organization had -0.0595% of return per unit of risk over the last 2 months. 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 Mid Cap Value Fund Re Risk Adjusted Performance of (0.049247) to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of 1.256 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, TIAA CREF will likely underperform. Even though it is essential to pay attention to TIAA CREF Mid 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(0.66) 
correlation synergy

Very good reverse predictability

TIAA CREF Mid Cap Value Fund Re has very good reverse predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from June 19, 2019 to July 19, 2019 and July 19, 2019 to August 18, 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 Mid price movement. The serial correlation of -0.66 indicates that around 66.0% of current TIAA CREF price fluctuation can be explain by its past prices. Given that TIAA CREF Mid Cap Value Fund Re 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-0.66
Spearman Rank Test-0.53
Residual Average0.0
Price Variance0.34

TIAA CREF Mid 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 

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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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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