Tiaa Cref Social Choice Fund Market Value
| TSBRX Fund | USD 8.82 0.01 0.11% |
| Symbol | Tiaa-cref |
Tiaa-cref Social '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 Social'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 Social.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Tiaa-cref Social on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Social Choice or generate 0.0% return on investment in Tiaa-cref Social over 30 days. Tiaa-cref Social 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 More
Tiaa-cref Social 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 Social'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 Social Choice upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.6719 |
Tiaa-cref Social Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Social's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Social's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Social historical prices to predict the future Tiaa-cref Social's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.39) |
Tiaa Cref Social Backtested Returns
Tiaa Cref Social owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0479, which indicates the fund had a -0.0479% return per unit of risk over the last 3 months. Tiaa Cref Social Choice exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tiaa-cref Social's Risk Adjusted Performance of (0.07), coefficient of variation of (1,477), and Variance of 0.1181 to confirm the risk estimate we provide. The entity has a beta of 0.0849, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Social's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Social is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Tiaa Cref Social Choice has average predictability. Overlapping area represents the amount of predictability between Tiaa-cref Social 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 Social price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Tiaa-cref Social price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tiaa Cref Social lagged returns against current returns
Autocorrelation, which is Tiaa-cref Social 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 Social's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Social returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Social 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 Social 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 Social mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Social 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 Social mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Social Lagged Returns
When evaluating Tiaa-cref Social's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Social mutual fund have on its future price. Tiaa-cref Social 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 Social autocorrelation shows the relationship between Tiaa-cref Social mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Social Choice.
Regressed Prices |
| Timeline |
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Other Information on Investing in Tiaa-cref Mutual Fund
Tiaa-cref Social 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 Social security.
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