Tiaa Cref International Small Cap Fund Market Value
| TAIWX Fund | USD 13.12 0.04 0.30% |
| Symbol | Tiaa-cref |
Tiaa-cref International '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 International'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 International.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Tiaa-cref International on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref International Small Cap or generate 0.0% return on investment in Tiaa-cref International over 90 days. Tiaa-cref International is related to or competes with Franklin Small, Siit Small, Nuveen Nwq, Lebenthal Lisanti, Praxis Small, United Kingdom, and Qs Us. Under normal circumstances, the fund invests at least 80 percent of its assets in small-cap equity securities of foreign... More
Tiaa-cref International 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 International'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 International Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5356 | |||
| Information Ratio | 0.2666 | |||
| Maximum Drawdown | 2.6 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 1.27 |
Tiaa-cref International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref International's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref International historical prices to predict the future Tiaa-cref International's volatility.| Risk Adjusted Performance | 0.4675 | |||
| Jensen Alpha | 0.2578 | |||
| Total Risk Alpha | 0.2049 | |||
| Sortino Ratio | 0.2916 | |||
| Treynor Ratio | 1.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref International'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 International Backtested Returns
Tiaa-cref International appears to be very steady, given 3 months investment horizon. Tiaa Cref International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.45, which indicates the fund had a 0.45 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tiaa Cref International Small Cap, which you can use to evaluate the volatility of the fund. Please review Tiaa-cref International's Downside Deviation of 0.5356, standard deviation of 0.5859, and Risk Adjusted Performance of 0.4675 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref International is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Tiaa Cref International Small Cap has very good predictability. Overlapping area represents the amount of predictability between Tiaa-cref International time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 International price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Tiaa-cref International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Tiaa Cref International lagged returns against current returns
Autocorrelation, which is Tiaa-cref International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref International returns to help us make a trade decision. For example, suppose you find that Tiaa-cref International 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref International 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 International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref International Lagged Returns
When evaluating Tiaa-cref International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref International mutual fund have on its future price. Tiaa-cref International 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 International autocorrelation shows the relationship between Tiaa-cref International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref International Small Cap.
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-cref Mutual Fund
Tiaa-cref International 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 International security.
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