TIAA CREF Risk Analysis And Volatility

TRVRX -- USA Fund  

USD 20.04  0.03  0.15%

We consider TIAA CREF not too volatile. TIAA CREF Mid retains Efficiency (Sharpe Ratio) of 0.0012 which indicates the organization had 0.0012% 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 (0.003956) to confirm if risk estimate we provide are consistent with the epected return of 0.0013%.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

TIAA CREF Market Sensitivity

TIAA CREF returns are very sensitive to returns on the market. As market goes up or down, TIAA CREF is expected to follow.
3 Months Beta |Analyze TIAA CREF Mid Demand Trend
Check current 30 days TIAA CREF correlation with market (DOW)
β = 1.0105

TIAA CREF Central Daily Price Deviation

TIAA CREF Mid Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. TIAA CREF Mid Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

TIAA CREF Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.0105 . This entails TIAA CREF Mid Cap Value Fund Re market returns are sensitive to returns on the market. As the market goes up or down, TIAA CREF is expected to follow. Moreover, The company has an alpha of 0.0155 implying that it can potentially generate 0.0155% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of TIAA CREF is 84193.83. The daily returns are destributed with a variance of 1.19 and standard deviation of 1.09. The mean deviation of TIAA CREF Mid Cap Value Fund Re is currently at 0.86. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.0155
β
Beta against DOW=1.01
σ
Overall volatility
=1.09
Ir
Information ratio =0.014

TIAA CREF Return Volatility

the fund shows 1.0919% volatility of returns over 30 trading days. the entity inherits 0.9844% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

TIAA CREF Investment Opportunity

TIAA CREF Mid Cap Value Fund Re has a volatility of 1.09 and is 1.11 times more volatile than DOW. 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 protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of TIAA CREF to be traded at $19.84 in 30 days. . TIAA CREF returns are very sensitive to returns on the market. As market goes up or down, TIAA CREF is expected to follow.

TIAA CREF correlation with market

correlation synergy
Almost no diversification
Overlapping area represents the amount of risk that can be diversified away by holding TIAA CREF Mid Cap Value Fund R and equity matching DJI index in the same portfolio.

TIAA CREF Current Risk Indicators

TIAA CREF Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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