Tiaa Cref Managed Allocation Fund Market Value
| TIMRX Fund | USD 13.34 0.03 0.23% |
| 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.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Tiaa Cref on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Managed Allocation or generate 0.0% return on investment in Tiaa Cref over 90 days. Tiaa Cref is related to or competes with Aig Government. The fund is a fund of funds that invests in Institutional Class shares of other funds of the Trust and in other investme... 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 Managed Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4578 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.8921 |
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 | 0.2455 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | 0.0191 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (2.12) |
Tiaa Cref Managed Backtested Returns
At this stage we consider Tiaa Mutual Fund to be very steady. Tiaa Cref Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tiaa Cref Managed Allocation, which you can use to evaluate the volatility of the fund. Please validate Tiaa Cref's Standard Deviation of 0.4116, downside deviation of 0.4578, and Risk Adjusted Performance of 0.2455 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of -0.0589, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tiaa Cref are expected to decrease at a much lower rate. During the bear market, Tiaa Cref is likely to outperform the market.
Auto-correlation | 0.91 |
Excellent predictability
Tiaa Cref Managed Allocation has excellent predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 2025. 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 Managed price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Tiaa Cref Managed 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 Managed Allocation.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Tiaa Mutual Fund
Tiaa Cref financial ratios help investors to determine whether Tiaa 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 with respect to the benefits of owning Tiaa Cref security.
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