We consider TIAA CREF not too volatile. TIAA CREF Mid retains Efficiency (Sharpe Ratio) of 0.0613 which indicates the organization had 0.0613% 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 Mid Cap Value Fund Re Risk Adjusted Performance of 0.0517 and Downside Deviation of 1.2 to confirm if risk estimate we provide are consistent with the epected return of 0.0627%.
90 Days Market Risk
Not too volatile
Chance of Distress in 24 months
90 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
TIAA CREF Market Sensitivity
|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. 3 Months Beta |Analyze TIAA CREF Mid Demand TrendCheck current 30 days TIAA CREF correlation with market (DOW)|
β = 0.0496
TIAA CREF Central Daily Price Deviation
TIAA CREF Mid Technical Analysis
TIAA CREF Projected Return Density Against MarketAssuming 30 trading days horizon, TIAA CREF has beta of 0.0496 . This entails as returns on market go up, TIAA CREF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TIAA CREF Mid Cap Value Fund Re will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0456 implying that it can potentially generate 0.0456% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of TIAA CREF is 1631.05. The daily returns are destributed with a variance of 1.05 and standard deviation of 1.02. The mean deviation of TIAA CREF Mid Cap Value Fund Re is currently at 0.77. For similar time horizon, the selected benchmark (DOW) has volatility of 0.89
|Alpha over DOW||=||0.0456|
|Beta against DOW||=||0.0496|
TIAA CREF Return Volatilitythe fund shows 1.0224% volatility of returns over 30 trading days. the entity inherits 0.9202% risk (volatility on return distribution) over the 30 days horizon.
TIAA CREF Investment Opportunity
TIAA CREF Mid Cap Value Fund Re has a volatility of 1.02 and is 1.11 times more volatile than DOW. 9% of all equities and portfolios are less risky than TIAA CREF. Compared to the overall equity markets, volatility of historical daily returns of TIAA CREF Mid Cap Value Fund Re is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use TIAA CREF Mid Cap Value Fund Re to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of TIAA CREF to be traded at $21.5 in 30 days. . 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.
TIAA CREF correlation with market
TIAA CREF Current Risk Indicators
|Risk Adjusted Performance||0.0517|
|Market Risk Adjusted Performance||0.9592|
|Coefficient Of Variation||1763.06|
TIAA CREF Suggested Diversification Pairs