Tiaa Cref High Yield Fund Alpha and Beta Analysis
| TIYRX Fund | USD 8.86 0.02 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tiaa Cref High Yield Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tiaa-cref High-yield over a specified time horizon. Remember, high Tiaa-cref High-yield's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Tiaa-cref High-yield's market risk premium analysis include:
Beta 0.0112 | Alpha 0.0107 | Risk 0.21 | Sharpe Ratio 0.1 | Expected Return 0.0222 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Tiaa-cref |
Tiaa-cref High-yield Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tiaa-cref High-yield market risk premium is the additional return an investor will receive from holding Tiaa-cref High-yield long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Tiaa-cref High-yield. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Tiaa-cref High-yield's performance over market.| α | 0.01 | β | 0.01 |
Tiaa-cref High-yield expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Tiaa-cref High-yield's Buy-and-hold return. Our buy-and-hold chart shows how Tiaa-cref High-yield performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tiaa-cref High-yield Market Price Analysis
Market price analysis indicators help investors to evaluate how Tiaa-cref High-yield mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tiaa-cref High-yield shares will generate the highest return on investment. By understating and applying Tiaa-cref High-yield mutual fund market price indicators, traders can identify Tiaa-cref High-yield position entry and exit signals to maximize returns.
Tiaa-cref High-yield Return and Market Media
The median price of Tiaa-cref High-yield for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 8.79 with a coefficient of variation of 0.62. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 8.8, and mean deviation of 0.05. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tiaa-cref High-yield Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Tiaa-cref or other funds. Alpha measures the amount that position in Tiaa-cref High-yield has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tiaa-cref High-yield in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tiaa-cref High-yield's short interest history, or implied volatility extrapolated from Tiaa-cref High-yield options trading.
Build Portfolio with Tiaa-cref High-yield
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Other Information on Investing in Tiaa-cref Mutual Fund
Tiaa-cref High-yield 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 High-yield security.
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| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |