TIAA Mutual Fund Market Value
| TLWIX Fund | USD 18.00 0.15 1.11% |
| Symbol | TIAA |
TIAA CREF 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to TIAA CREF's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of TIAA CREF.
| 09/27/2022 |
| 09/22/2023 |
If you would invest 0.00 in TIAA CREF on September 27, 2022 and sell it all today you would earn a total of 0.00 from holding TIAA CREF LIFECYCLE INDEX or generate 0.0% return on investment in TIAA CREF over 360 days. TIAA CREF is related to or competes with AQR LONG, DIAMOND HILL, Calvert Short, DB Gold, Franklin Liberty, and Ab Ultra. The fund is a fund of funds that invests in Class W shares of other funds of the Trust and potentially in other investme... More
TIAA CREF Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure TIAA CREF's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess TIAA CREF LIFECYCLE INDEX upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.042472) | |||
| Maximum Drawdown | 2.0 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.8724 |
TIAA CREF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TIAA CREF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TIAA CREF's standard deviation. In reality, there are many statistical measures that can use TIAA CREF historical prices to predict the future TIAA CREF's volatility.| Risk Adjusted Performance | (0.033547) | |||
| Jensen Alpha | (0.029336) | |||
| Total Risk Alpha | (0.022031) | |||
| Treynor Ratio | (0.22) |
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.
TIAA-CREF LIFECYCLE INDEX Backtested Returns
TIAA-CREF LIFECYCLE INDEX retains Efficiency (Sharpe Ratio) of -0.0489, which indicates the fund had -0.0489% of return per unit of risk over the last 3 months. Our standpoint towards measuring the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. TIAA CREF exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please validate TIAA CREF LIFECYCLE INDEX risk adjusted performance of (0.033547), and Standard Deviation of 0.4333 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.1447, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TIAA CREF returns are expected to increase less than the market. However, during the bear market, the loss on holding TIAA CREF will be expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
TIAA CREF LIFECYCLE INDEX has good predictability. Overlapping area represents the amount of predictability between TIAA CREF time series from 27th of September 2022 to 26th of March 2023 and 26th of March 2023 to 22nd of September 2023. 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 LIFECYCLE INDEX price movement. The serial correlation of 0.7 indicates that around 70.0% of current TIAA CREF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
TIAA-CREF LIFECYCLE INDEX lagged returns against current returns
Autocorrelation, which is TIAA CREF mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting TIAA CREF's mutual fund expected returns. We can calculate the autocorrelation of TIAA CREF returns to help us make a trade decision. For example, suppose you find that TIAA CREF mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
TIAA CREF regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If TIAA CREF mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TIAA CREF mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TIAA CREF mutual fund over time.
Current vs Lagged Prices |
| Timeline |
TIAA CREF Lagged Returns
When evaluating TIAA CREF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TIAA CREF mutual fund have on its future price. TIAA CREF autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, TIAA CREF autocorrelation shows the relationship between TIAA CREF mutual fund current value and its past values and can show if there is a momentum factor associated with investing in TIAA CREF LIFECYCLE INDEX.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in TIAA CREF without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Portfolio RebalancingAnalyze risk-adjusted returns against different time horizons to find asset-allocation targets |
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Check out TIAA CREF Correlation, TIAA CREF Volatility and TIAA CREF Alpha and Beta module to complement your research on TIAA CREF. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
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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TIAA CREF technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.