Tiaa Cref Lifecycle Index Fund Market Value
TLWIX Fund | USD 18.94 0.03 0.16% |
Symbol | Tiaa-cref |
Tiaa-cref Lifecycle '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 Lifecycle'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 Lifecycle.
03/25/2023 |
| 03/19/2024 |
If you would invest 0.00 in Tiaa-cref Lifecycle on March 25, 2023 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 Lifecycle over 360 days. Tiaa-cref Lifecycle is related to or competes with State Farm, Tiaa Cref, Tiaa-cref Emerging, Tiaa Cref, Tiaa Cref, Tiaa Cref, and Tiaa-cref Emerging. 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 Lifecycle 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 Lifecycle'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.
Downside Deviation | 0.7974 | |||
Information Ratio | (0.08) | |||
Maximum Drawdown | 8.4 | |||
Value At Risk | (0.54) | |||
Potential Upside | 0.7411 |
Tiaa-cref Lifecycle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Lifecycle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Lifecycle's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Lifecycle historical prices to predict the future Tiaa-cref Lifecycle's volatility.Risk Adjusted Performance | 0.0621 | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.11) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.0761 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Tiaa-cref Lifecycle'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 Lifecycle in the context of predictive analytics.
Tiaa-cref Lifecycle Index Backtested Returns
We consider Tiaa-cref Lifecycle very steady. Tiaa-cref Lifecycle Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had 0.14% return per unit of risk over the last 3 months. Our standpoint towards measuring the 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-eight technical indicators for Tiaa Cref Lifecycle Index, which you can use to evaluate the future volatility of the fund. Please validate Tiaa-cref Lifecycle's Risk Adjusted Performance of 0.0621, coefficient of variation of 1058.85, and Semi Deviation of 0.6151 to confirm if the risk estimate we provide is consistent with the expected return of 0.0544%. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Tiaa-cref Lifecycle returns are very sensitive to returns on the market. As the market goes up or down, Tiaa-cref Lifecycle is expected to follow.
Auto-correlation | 0.66 |
Good predictability
Tiaa Cref Lifecycle Index has good predictability. Overlapping area represents the amount of predictability between Tiaa-cref Lifecycle time series from 25th of March 2023 to 21st of September 2023 and 21st of September 2023 to 19th of March 2024. 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 0.66 indicates that around 66.0% of current Tiaa-cref Lifecycle price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.66 | |
Spearman Rank Test | 0.67 | |
Residual Average | 0.0 | |
Price Variance | 0.54 |
Tiaa-cref Lifecycle Index lagged returns against current returns
Autocorrelation, which is Tiaa-cref Lifecycle 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 Lifecycle's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Lifecycle returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Lifecycle 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 Lifecycle 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 Lifecycle mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Lifecycle 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 Lifecycle mutual fund over time.
Current vs Lagged Prices |
Timeline |
Tiaa-cref Lifecycle Lagged Returns
When evaluating Tiaa-cref Lifecycle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Lifecycle mutual fund have on its future price. Tiaa-cref Lifecycle 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 Lifecycle autocorrelation shows the relationship between Tiaa-cref Lifecycle 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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tiaa-cref Lifecycle in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tiaa-cref Lifecycle's short interest history, or implied volatility extrapolated from Tiaa-cref Lifecycle options trading.
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Check out Tiaa-cref Lifecycle Correlation, Tiaa-cref Lifecycle Volatility and Tiaa-cref Lifecycle Alpha and Beta module to complement your research on Tiaa-cref Lifecycle. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Tiaa-cref Mutual Fund analysis
When running Tiaa-cref Lifecycle's price analysis, check to measure Tiaa-cref Lifecycle'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 Lifecycle is operating at the current time. Most of Tiaa-cref Lifecycle's value examination focuses on studying past and present price action to predict the probability of Tiaa-cref Lifecycle'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 Lifecycle's price. Additionally, you may evaluate how the addition of Tiaa-cref Lifecycle to your portfolios can decrease your overall portfolio volatility.
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Tiaa-cref Lifecycle 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.