Tiaa-cref Green Mutual Fund Forecast - Polynomial Regression

TGRMX Fund  USD 9.23  0.01  0.11%   
Tiaa-cref Mutual Fund outlook is based on your current time horizon.
At this time, The relative strength index (RSI) of Tiaa-cref Green's share price is at 52. This usually implies that the mutual fund is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Tiaa-cref Green, making its price go up or down.

Momentum 52

 Impartial

 
Oversold
 
Overbought
The successful prediction of Tiaa-cref Green's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Tiaa Cref Green Bond, which may create opportunities for some arbitrage if properly timed.
Using Tiaa-cref Green hype-based prediction, you can estimate the value of Tiaa Cref Green Bond from the perspective of Tiaa-cref Green response to recently generated media hype and the effects of current headlines on its competitors.
The Polynomial Regression forecasted value of Tiaa Cref Green Bond on the next trading day is expected to be 9.22 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.79.

Tiaa-cref Green after-hype prediction price

    
  USD 9.23  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Tiaa-cref Green to cross-verify your projections.

Tiaa-cref Green Additional Predictive Modules

Most predictive techniques to examine Tiaa-cref price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Tiaa-cref using various technical indicators. When you analyze Tiaa-cref charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Tiaa-cref Green polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Tiaa Cref Green Bond as well as the accuracy indicators are determined from the period prices.

Tiaa-cref Green Polynomial Regression Price Forecast For the 28th of January

Given 90 days horizon, the Polynomial Regression forecasted value of Tiaa Cref Green Bond on the next trading day is expected to be 9.22 with a mean absolute deviation of 0.01, mean absolute percentage error of 0.0003, and the sum of the absolute errors of 0.79.
Please note that although there have been many attempts to predict Tiaa-cref Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Tiaa-cref Green's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Tiaa-cref Green Mutual Fund Forecast Pattern

Backtest Tiaa-cref Green  Tiaa-cref Green Price Prediction  Buy or Sell Advice  

Tiaa-cref Green Forecasted Value

In the context of forecasting Tiaa-cref Green's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Tiaa-cref Green's downside and upside margins for the forecasting period are 9.08 and 9.37, respectively. We have considered Tiaa-cref Green's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
9.23
9.22
Expected Value
9.37
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Tiaa-cref Green mutual fund data series using in forecasting. Note that when a statistical model is used to represent Tiaa-cref Green mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria109.9082
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0129
MAPEMean absolute percentage error0.0014
SAESum of the absolute errors0.7883
A single variable polynomial regression model attempts to put a curve through the Tiaa-cref Green historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Tiaa-cref Green

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Tiaa Cref Green. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
9.099.239.37
Details
Intrinsic
Valuation
LowRealHigh
9.089.229.36
Details

Tiaa-cref Green After-Hype Price Density Analysis

As far as predicting the price of Tiaa-cref Green at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Tiaa-cref Green or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Tiaa-cref Green, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Tiaa-cref Green Estimiated After-Hype Price Volatility

In the context of predicting Tiaa-cref Green's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Tiaa-cref Green's historical news coverage. Tiaa-cref Green's after-hype downside and upside margins for the prediction period are 9.09 and 9.37, respectively. We have considered Tiaa-cref Green's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
9.23
9.23
After-hype Price
9.37
Upside
Tiaa-cref Green is very steady at this time. Analysis and calculation of next after-hype price of Tiaa Cref Green is based on 3 months time horizon.

Tiaa-cref Green Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Tiaa-cref Green is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Tiaa-cref Green backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Tiaa-cref Green, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.01 
0.14
 0.00  
  0.02 
1 Events / Month
1 Events / Month
Very soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
9.23
9.23
0.00 
1,400  
Notes

Tiaa-cref Green Hype Timeline

Tiaa Cref Green is at this time traded for 9.23. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.02. Tiaa-cref is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is expected to be very small, whereas the daily expected return is at this time at 0.01%. %. The volatility of related hype on Tiaa-cref Green is about 7.94%, with the expected price after the next announcement by competition of 9.25. Assuming the 90 days horizon the next expected press release will be very soon.
Check out Historical Fundamental Analysis of Tiaa-cref Green to cross-verify your projections.

Tiaa-cref Green Related Hype Analysis

Having access to credible news sources related to Tiaa-cref Green's direct competition is more important than ever and may enhance your ability to predict Tiaa-cref Green's future price movements. Getting to know how Tiaa-cref Green's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Tiaa-cref Green may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Tiaa-cref Green

For every potential investor in Tiaa-cref, whether a beginner or expert, Tiaa-cref Green's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Tiaa-cref Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Tiaa-cref. Basic forecasting techniques help filter out the noise by identifying Tiaa-cref Green's price trends.

Tiaa-cref Green Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Tiaa-cref Green mutual fund to make a market-neutral strategy. Peer analysis of Tiaa-cref Green could also be used in its relative valuation, which is a method of valuing Tiaa-cref Green by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Tiaa-cref Green Market Strength Events

Market strength indicators help investors to evaluate how Tiaa-cref Green 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 Green shares will generate the highest return on investment. By undertsting and applying Tiaa-cref Green mutual fund market strength indicators, traders can identify Tiaa Cref Green Bond entry and exit signals to maximize returns.

Tiaa-cref Green Risk Indicators

The analysis of Tiaa-cref Green's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Tiaa-cref Green's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting tiaa-cref mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Story Coverage note for Tiaa-cref Green

The number of cover stories for Tiaa-cref Green depends on current market conditions and Tiaa-cref Green's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Tiaa-cref Green is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Tiaa-cref Green's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Tiaa-cref Mutual Fund

Tiaa-cref Green financial ratios help investors to determine whether Tiaa-cref Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tiaa-cref with respect to the benefits of owning Tiaa-cref Green security.
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