Tiaa Cref Lifestyle Servative Fund Market Value
| TSCTX Fund | USD 13.05 0.06 0.46% |
| Symbol | Tiaa-cref |
Tiaa-cref Lifestyle '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 Lifestyle'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 Lifestyle.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Tiaa-cref Lifestyle on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Lifestyle Servative or generate 0.0% return on investment in Tiaa-cref Lifestyle over 30 days. Tiaa-cref Lifestyle is related to or competes with Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, Tiaa-cref Emerging, and Tiaa-cref Equity. The fund is a fund of funds that invests in Class R6 shares of other funds of the Trust and in other investment pools or... More
Tiaa-cref Lifestyle 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 Lifestyle'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 Lifestyle Servative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.352 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.32 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.5418 |
Tiaa-cref Lifestyle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Lifestyle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Lifestyle's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Lifestyle historical prices to predict the future Tiaa-cref Lifestyle's volatility.| Risk Adjusted Performance | 0.0508 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.0598 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Lifestyle's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tiaa Cref Lifestyle Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Lifestyle owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Lifestyle Servative, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Lifestyle's Risk Adjusted Performance of 0.0508, coefficient of variation of 1159.05, and Semi Deviation of 0.2436 to confirm if the risk estimate we provide is consistent with the expected return of 0.0343%. The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Lifestyle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Lifestyle is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Tiaa Cref Lifestyle Servative has modest predictability. Overlapping area represents the amount of predictability between Tiaa-cref Lifestyle time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. 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 Lifestyle price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Tiaa-cref Lifestyle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tiaa Cref Lifestyle lagged returns against current returns
Autocorrelation, which is Tiaa-cref Lifestyle 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 Lifestyle's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Lifestyle returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Lifestyle 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 Lifestyle 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 Lifestyle mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Lifestyle 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 Lifestyle mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Lifestyle Lagged Returns
When evaluating Tiaa-cref Lifestyle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Lifestyle mutual fund have on its future price. Tiaa-cref Lifestyle 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 Lifestyle autocorrelation shows the relationship between Tiaa-cref Lifestyle mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Lifestyle Servative.
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 Lifestyle 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 Lifestyle security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |