Tiaa Cref Growth Income Fund Market Value
TIGRX Fund | USD 14.94 0.12 0.81% |
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.
06/07/2022 |
| 03/28/2024 |
If you would invest 0.00 in Tiaa Cref on June 7, 2022 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Growth Income or generate 0.0% return on investment in Tiaa Cref over 660 days. Tiaa Cref is related to or competes with State Farm, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, and Tiaa-cref Emerging. The fund normally invests at least 80 percent of its assets in equity securities 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 Growth Income upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.5611 | |||
Information Ratio | 0.1145 | |||
Maximum Drawdown | 3.42 | |||
Value At Risk | (0.78) | |||
Potential Upside | 1.44 |
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 | 0.1676 | |||
Jensen Alpha | 0.0814 | |||
Total Risk Alpha | 0.0441 | |||
Sortino Ratio | 0.1498 | |||
Treynor Ratio | 0.2039 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Tiaa-cref Growth Income Backtested Returns
Tiaa Cref appears to be very steady, given 3 months investment horizon. Tiaa-cref Growth Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the fund had a 0.31% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Growth Income, which you can use to evaluate the volatility of the fund. Please review Tiaa Cref's Semi Deviation of 0.1183, risk adjusted performance of 0.1676, and Coefficient Of Variation of 336.21 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.02, which indicates a somewhat significant risk relative to the market. Tiaa Cref returns are very sensitive to returns on the market. As the market goes up or down, Tiaa Cref is expected to follow.
Auto-correlation | 0.58 |
Modest predictability
Tiaa Cref Growth Income has modest predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 7th of June 2022 to 3rd of May 2023 and 3rd of May 2023 to 28th 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 Growth Income price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.58 | |
Spearman Rank Test | 0.39 | |
Residual Average | 0.0 | |
Price Variance | 1.12 |
Tiaa-cref Growth Income 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 has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price 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 Growth Income.
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 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's short interest history, or implied volatility extrapolated from Tiaa Cref options trading.
Currently Active Assets on Macroaxis
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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
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.