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TIAA CREF Risk Analysis And Volatility

TIA
TILWX -- USA Fund  

USD 22.77  0.61  2.75%

We consider TIAA CREF not too volatile. TIAA CREF Large retains Efficiency (Sharpe Ratio) of 0.0081 which indicates the organization had 0.0081% of return per unit of risk over the last 3 months. Our philosophy towards measuring 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-one technical indicators for TIAA CREF which you can use to evaluate future volatility of the fund. Please validate TIAA CREF Large Cap Growth Fund Downside Deviation of 1.88 and Risk Adjusted Performance of 0.0821 to confirm if risk estimate we provide are consistent with the epected return of 0.0136%.
Equity
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90 Days Market Risk

Not too volatile

Chance of Distress

90 Days Economic Sensitivity

Slowly supersedes market

TIAA CREF Market Sensitivity

As returns on market increase, TIAA CREF returns are expected to increase less than the market. However during bear market, the loss on holding TIAA CREF will be expected to be smaller as well.
3 Months Beta |Analyze TIAA CREF Large Demand Trend
Check current 30 days TIAA CREF correlation with market (DOW)
β = 0.3116

TIAA CREF Central Daily Price Deviation

TIAA CREF Large Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. TIAA CREF Large Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

TIAA CREF Projected Return Density Against Market

Assuming 30 trading days horizon, TIAA CREF has beta of 0.3116 . This entails as returns on market go up, TIAA CREF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TIAA CREF Large Cap Growth Fund will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1083 implying that it can potentially generate 0.1083% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of TIAA CREF is 12353.9. The daily returns are destributed with a variance of 2.81 and standard deviation of 1.68. The mean deviation of TIAA CREF Large Cap Growth Fund is currently at 0.95. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.11
β
Beta against DOW=0.31
σ
Overall volatility
=1.68
Ir
Information ratio =0.11

TIAA CREF Return Volatility

the fund shows 1.6751% volatility of returns over 30 trading days. the entity inherits 1.0138% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

TIAA CREF Investment Opportunity

TIAA CREF Large Cap Growth Fund has a volatility of 1.68 and is 1.66 times more volatile than DOW. 15  of all equities and portfolios are less risky than TIAA CREF. Compared to the overall equity markets, volatility of historical daily returns of TIAA CREF Large Cap Growth Fund is lower than 15 () of all global equities and portfolios over the last 30 days. Use TIAA CREF Large Cap Growth Fund to enhance returns of your portfolios. The mutual fund experiences unexpected upward trend. Watch out for market signals. Check odds of TIAA CREF to be traded at $27.32 in 30 days. . As returns on market increase, TIAA CREF returns are expected to increase less than the market. However during bear market, the loss on holding TIAA CREF will be expected to be smaller as well.

TIAA CREF correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding TIAA CREF Large Cap Growth Fun and equity matching DJI index in the same portfolio.

TIAA CREF Current Risk Indicators

TIAA CREF Suggested Diversification Pairs

Additionally, take a look at World Market Map. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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