TIAA-CREF Mutual Fund Alpha and Beta Analysis

TLWCX Fund  USD 17.56  0.25  1.44%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TIAA CREF SOCIAL CHOICE. It also helps investors analyze the systematic and unsystematic risks associated with investing in TIAA-CREF SOCIAL over a specified time horizon. Remember, high TIAA-CREF SOCIAL's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Check out TIAA-CREF SOCIAL Backtesting, Portfolio Optimization, TIAA-CREF SOCIAL Correlation, TIAA-CREF SOCIAL Hype Analysis, TIAA-CREF SOCIAL Volatility, TIAA-CREF SOCIAL History and analyze TIAA-CREF SOCIAL Performance.
Please note that although TIAA-CREF SOCIAL alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, TIAA-CREF SOCIAL did 0.06  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of TIAA CREF SOCIAL CHOICE fund's relative risk over its benchmark. TIAA-CREF SOCIAL CHOICE has a beta of 1.03  . Let's try to break down what TIAA-CREF's beta means in this case. TIAA-CREF SOCIAL returns are very sensitive to returns on the market. As the market goes up or down, TIAA-CREF SOCIAL is expected to follow.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

TIAA-CREF SOCIAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TIAA-CREF SOCIAL market risk premium is the additional return an investor will receive from holding TIAA-CREF SOCIAL long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in TIAA-CREF SOCIAL. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate TIAA-CREF SOCIAL's performance over market.
α0.06   β1.03
90 days against NYA

TIAA-CREF SOCIAL expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of TIAA-CREF SOCIAL's Buy-and-hold return. Our buy-and-hold chart shows how TIAA-CREF SOCIAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

TIAA-CREF SOCIAL Market Price Analysis

Market price analysis indicators help investors to evaluate how TIAA-CREF SOCIAL mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TIAA-CREF SOCIAL shares will generate the highest return on investment. By understating and applying TIAA-CREF SOCIAL mutual fund market price indicators, traders can identify TIAA-CREF SOCIAL position entry and exit signals to maximize returns.

TIAA-CREF SOCIAL Return and Market Media

The median price of TIAA-CREF SOCIAL for the period between Tue, Feb 28, 2023 and Mon, May 29, 2023 is 17.3 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 17.22, and mean deviation of 0.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

About TIAA-CREF SOCIAL Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including TIAA-CREF or other funds. Alpha measures the amount that position in TIAA-CREF SOCIAL CHOICE has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
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 SOCIAL 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 SOCIAL's short interest history, or implied volatility extrapolated from TIAA-CREF SOCIAL options trading.

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Check out TIAA-CREF SOCIAL Backtesting, Portfolio Optimization, TIAA-CREF SOCIAL Correlation, TIAA-CREF SOCIAL Hype Analysis, TIAA-CREF SOCIAL Volatility, TIAA-CREF SOCIAL History and analyze TIAA-CREF SOCIAL Performance. Note that the TIAA-CREF SOCIAL CHOICE information on this page should be used as a complementary analysis to other TIAA-CREF SOCIAL's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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When running TIAA-CREF SOCIAL's price analysis, check to measure TIAA-CREF SOCIAL'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 SOCIAL is operating at the current time. Most of TIAA-CREF SOCIAL's value examination focuses on studying past and present price action to predict the probability of TIAA-CREF SOCIAL'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 SOCIAL's price. Additionally, you may evaluate how the addition of TIAA-CREF SOCIAL to your portfolios can decrease your overall portfolio volatility.
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TIAA-CREF SOCIAL 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.
A focus of TIAA-CREF SOCIAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of TIAA-CREF SOCIAL trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...