Tiaa Cref Inflation Linked Bond Fund Market Value
| TIKPX Fund | USD 10.70 0.02 0.19% |
| Symbol | Tiaa-cref |
Tiaa-cref Inflation-linked '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 Inflation-linked'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 Inflation-linked.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Tiaa-cref Inflation-linked on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Inflation Linked Bond or generate 0.0% return on investment in Tiaa-cref Inflation-linked over 90 days. Tiaa-cref Inflation-linked is related to or competes with Federated Government, Jpmorgan Government, Us Government, Us Government, Sit Us, Intermediate Government, and Ridgeworth Seix. The fund invests at least 80 percent of its assets in fixed-income securities whose principal value increases or decreas... More
Tiaa-cref Inflation-linked 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 Inflation-linked'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 Inflation Linked Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2163 | |||
| Information Ratio | 0.6036 | |||
| Maximum Drawdown | 0.851 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.3738 |
Tiaa-cref Inflation-linked Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Inflation-linked's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Inflation-linked's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Inflation-linked historical prices to predict the future Tiaa-cref Inflation-linked's volatility.| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.0117 | |||
| Total Risk Alpha | 0.0349 | |||
| Sortino Ratio | 0.551 | |||
| Treynor Ratio | 0.6999 |
Tiaa-cref Inflation-linked Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa-cref Inflation-linked owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Inflation Linked Bond, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Inflation-linked's Semi Deviation of 0.0958, risk adjusted performance of 0.0547, and Coefficient Of Variation of 980.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.0332%. The entity has a beta of 0.0145, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Inflation-linked's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Inflation-linked is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Tiaa Cref Inflation Linked Bond has good predictability. Overlapping area represents the amount of predictability between Tiaa-cref Inflation-linked time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Inflation-linked price movement. The serial correlation of 0.74 indicates that around 74.0% of current Tiaa-cref Inflation-linked price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tiaa-cref Inflation-linked lagged returns against current returns
Autocorrelation, which is Tiaa-cref Inflation-linked 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 Inflation-linked's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Inflation-linked returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Inflation-linked 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 Inflation-linked 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 Inflation-linked mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Inflation-linked 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 Inflation-linked mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Inflation-linked Lagged Returns
When evaluating Tiaa-cref Inflation-linked's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Inflation-linked mutual fund have on its future price. Tiaa-cref Inflation-linked 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 Inflation-linked autocorrelation shows the relationship between Tiaa-cref Inflation-linked mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Inflation Linked Bond.
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 Inflation-linked 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 Inflation-linked security.
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