Tiaa Cref Funds Fund Market Value
| TIEXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Tiaa-cref |
Please note, there is a significant difference between Tiaa-cref Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tiaa-cref Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tiaa-cref Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Tiaa-cref Funds '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 Funds' money market 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 Funds.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Tiaa-cref Funds on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Funds or generate 0.0% return on investment in Tiaa-cref Funds over 90 days. Tiaa-cref Funds is related to or competes with Vanguard Financials, Transamerica Financial, 1919 Financial, Prudential Financial, Financials Ultrasector, and Icon Financial. Tiaa-cref Funds is entity of United States More
Tiaa-cref Funds 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 Funds' money market 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 Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.01) | |||
| Maximum Drawdown | 1.01 |
Tiaa-cref Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Funds' standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Funds historical prices to predict the future Tiaa-cref Funds' volatility.| Risk Adjusted Performance | 0.0498 | |||
| Jensen Alpha | 0.0055 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (3.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Funds' 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 Funds Backtested Returns
At this stage we consider Tiaa-cref Money Market Fund to be out of control. Tiaa Cref Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Tiaa Cref Funds , which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Funds' Risk Adjusted Performance of 0.0498, coefficient of variation of 812.4, and Variance of 0.0155 to confirm if the risk estimate we provide is consistent with the expected return of 0.0153%. The entity has a beta of -0.0016, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tiaa-cref Funds are expected to decrease at a much lower rate. During the bear market, Tiaa-cref Funds is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Tiaa Cref Funds has no correlation between past and present. Overlapping area represents the amount of predictability between Tiaa-cref Funds time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Funds price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tiaa-cref Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tiaa Cref Funds lagged returns against current returns
Autocorrelation, which is Tiaa-cref Funds money market 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 Funds' money market fund expected returns. We can calculate the autocorrelation of Tiaa-cref Funds returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Funds has exhibited high autocorrelation historically, and you observe that the money market 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 Funds 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 Funds money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Funds money market 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 Funds money market fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Funds Lagged Returns
When evaluating Tiaa-cref Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Funds money market fund have on its future price. Tiaa-cref Funds 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 Funds autocorrelation shows the relationship between Tiaa-cref Funds money market fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Funds .
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 Money Market Fund
Tiaa-cref Funds financial ratios help investors to determine whether Tiaa-cref Money Market 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 Funds security.
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