Teachers Insurance And Fund Market Value
| QREARX Fund | USD 462.76 0.61 0.13% |
| Symbol | Teachers |
Please note, there is a significant difference between Teachers Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Teachers Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Teachers Insurance's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Teachers Insurance '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 Teachers Insurance's 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 Teachers Insurance.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Teachers Insurance on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Teachers Insurance And or generate 0.0% return on investment in Teachers Insurance over 30 days. Teachers Insurance is related to or competes with Voya Government, and Vanguard Money. Teachers Insurance is entity of United States More
Teachers Insurance 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 Teachers Insurance's 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 Teachers Insurance And upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0696 | |||
| Information Ratio | (1.85) | |||
| Maximum Drawdown | 0.3233 | |||
| Value At Risk | (0.07) | |||
| Potential Upside | 0.0757 |
Teachers Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teachers Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teachers Insurance's standard deviation. In reality, there are many statistical measures that can use Teachers Insurance historical prices to predict the future Teachers Insurance's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (1.32) | |||
| Treynor Ratio | (0.20) |
Teachers Insurance And Backtested Returns
At this stage we consider Teachers Fund to be very steady. Teachers Insurance And owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Teachers Insurance And, which you can use to evaluate the volatility of the fund. Please validate Teachers Insurance's Downside Deviation of 0.0696, risk adjusted performance of (0.02), and Standard Deviation of 0.0494 to confirm if the risk estimate we provide is consistent with the expected return of 0.0082%. The entity has a beta of 0.0091, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Teachers Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teachers Insurance is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Teachers Insurance And has average predictability. Overlapping area represents the amount of predictability between Teachers Insurance time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Teachers Insurance And price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Teachers Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Teachers Insurance And lagged returns against current returns
Autocorrelation, which is Teachers Insurance 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 Teachers Insurance's fund expected returns. We can calculate the autocorrelation of Teachers Insurance returns to help us make a trade decision. For example, suppose you find that Teachers Insurance has exhibited high autocorrelation historically, and you observe that the 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 |
Teachers Insurance 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 Teachers Insurance fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teachers Insurance fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teachers Insurance fund over time.
Current vs Lagged Prices |
| Timeline |
Teachers Insurance Lagged Returns
When evaluating Teachers Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teachers Insurance fund have on its future price. Teachers Insurance 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, Teachers Insurance autocorrelation shows the relationship between Teachers Insurance fund current value and its past values and can show if there is a momentum factor associated with investing in Teachers Insurance And.
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 Teachers Fund
Teachers Insurance financial ratios help investors to determine whether Teachers 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 Teachers with respect to the benefits of owning Teachers Insurance security.
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