Tiaa Cref Short Term Bond Fund Market Value
| TESHX Fund | USD 9.60 0.01 0.10% |
| Symbol | Tiaa-cref |
Tiaa-cref Short-term '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 Short-term'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 Short-term.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Tiaa-cref Short-term on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Short Term Bond or generate 0.0% return on investment in Tiaa-cref Short-term over 30 days. Tiaa-cref Short-term is related to or competes with Tiaa-cref Emerging, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, and Tiaa-cref Equity. The fund invests at least 80 percent of its assets in bonds within its benchmark and portfolio tracking index, the Bloom... More
Tiaa-cref Short-term 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 Short-term'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 Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1231 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 0.7329 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2101 |
Tiaa-cref Short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Short-term's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Short-term historical prices to predict the future Tiaa-cref Short-term's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (0.48) |
Tiaa-cref Short-term Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa-cref Short-term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0695, which indicates the fund had a 0.0695% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tiaa Cref Short Term Bond, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Short-term's Risk Adjusted Performance of (0.01), downside deviation of 0.1231, and Standard Deviation of 0.1216 to confirm if the risk estimate we provide is consistent with the expected return of 0.0086%. The entity has a beta of 0.0075, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Short-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Short-term is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Tiaa Cref Short Term Bond has average predictability. Overlapping area represents the amount of predictability between Tiaa-cref Short-term time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Short-term price movement. The serial correlation of 0.49 indicates that about 49.0% of current Tiaa-cref Short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tiaa-cref Short-term lagged returns against current returns
Autocorrelation, which is Tiaa-cref Short-term 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 Short-term's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Short-term returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Short-term 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 Short-term 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 Short-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Short-term 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 Short-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Short-term Lagged Returns
When evaluating Tiaa-cref Short-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Short-term mutual fund have on its future price. Tiaa-cref Short-term 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 Short-term autocorrelation shows the relationship between Tiaa-cref Short-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Short Term Bond.
Regressed Prices |
| Timeline |
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Other Information on Investing in Tiaa-cref Mutual Fund
Tiaa-cref Short-term 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 Short-term security.
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