Tiaa Cref Short Term Bond Fund Market Value
| TISIX Fund | USD 10.07 0.01 0.1% |
| 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.
| 01/19/2023 |
| 01/08/2025 |
If you would invest 0.00 in Tiaa Cref on January 19, 2023 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 over 720 days. Tiaa Cref is related to or competes with Global Technology, Mfs Technology, Vanguard Information, Allianzgi Technology, Biotechnology Ultrasector, and Goldman Sachs. The fund invests at least 80 percent of its assets in U.S 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 Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 0.5962 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.1986 |
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 | (0.14) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 7.86 |
Tiaa Cref Short Backtested Returns
At this stage we consider Tiaa Mutual Fund to be very steady. Tiaa Cref Short owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0274, which indicates the fund had a 0.0274% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Tiaa Cref Short Term Bond, which you can use to evaluate the volatility of the fund. Please validate Tiaa Cref's Risk Adjusted Performance of (0.14), variance of 0.0128, and Coefficient Of Variation of (1,083) to confirm if the risk estimate we provide is consistent with the expected return of 0.0033%. The entity has a beta of -0.0026, 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 | 0.76 |
Good predictability
Tiaa Cref Short Term Bond has good predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 19th of January 2023 to 14th of January 2024 and 14th of January 2024 to 8th 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 price movement. The serial correlation of 0.76 indicates that around 76.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Tiaa Cref Short 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 Short Term Bond.
Regressed Prices |
| Timeline |
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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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