Tiaa Cref Sp 500 Fund Market Value
| TISPX Fund | USD 60.33 0.84 1.37% |
| Symbol | Tiaa-cref |
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.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Tiaa-cref on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Sp 500 or generate 0.0% return on investment in Tiaa-cref over 90 days. Tiaa-cref is related to or competes with Wealthbuilder Conservative, Guidepath(r) Conservative, Aqr Diversified, Delaware Limited, Fidelity Advisor, and Calvert Conservative. The fund invests at least 80 percent of its assets in securities of its benchmark index, the SP 500 Index 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 Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.11 |
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 | (0.10) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0163 | |||
| Treynor Ratio | (0.17) |
Tiaa Cref Sp Backtested Returns
Tiaa Cref Sp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the fund had a -0.15 % return per unit of risk over the last 3 months. Tiaa Cref Sp 500 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tiaa-cref's Variance of 0.9232, coefficient of variation of (799.96), and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiaa-cref's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Tiaa Cref Sp 500 has good reverse predictability. Overlapping area represents the amount of predictability between Tiaa-cref time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Sp price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Tiaa-cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Tiaa Cref Sp 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 Sp 500.
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 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 security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |