Tiaa Cref Mid Cap Value Fund Market Value
| TIMVX Fund | USD 16.76 0.01 0.06% |
| 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.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Tiaa Cref on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Mid Cap Value or generate 0.0% return on investment in Tiaa Cref over 30 days. Tiaa Cref is related to or competes with Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, and Tiaa Cref. Under normal circumstances, the fund invests at least 80 percent of its assets in mid-cap 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 Mid Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8477 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.08 |
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 | 0.0478 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0397 |
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 Mid Backtested Returns
We consider Tiaa Cref very steady. Tiaa Cref Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0534, which indicates the fund had a 0.0534% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tiaa Cref Mid Cap Value, which you can use to evaluate the volatility of the fund. Please validate Tiaa Cref's Semi Deviation of 0.7663, coefficient of variation of 1338.49, and Risk Adjusted Performance of 0.0478 to confirm if the risk estimate we provide is consistent with the expected return of 0.039%. The entity has a beta of 1.14, 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 | -0.13 |
Insignificant reverse predictability
Tiaa Cref Mid Cap Value has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 Mid price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Tiaa Cref Mid 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 Mid Cap Value.
Regressed Prices |
| Timeline |
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 CEOs Directory module to screen CEOs from public companies around the world.
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.