Tiaa Cref Large Cap Value Fund Market Value
| TCLCX Fund | USD 23.02 0.12 0.52% |
| Symbol | Tiaa-cref |
Tiaa-cref Large-cap '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 Large-cap'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 Large-cap.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Tiaa-cref Large-cap on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Large Cap Value or generate 0.0% return on investment in Tiaa-cref Large-cap over 90 days. Tiaa-cref Large-cap is related to or competes with Ab Large, Diamond Hill, T Rowe, Fidelity Value, Baron Partners, Nasdaq-100 Index, and Blackrock Alternative. Under normal circumstances, the fund invests at least 80 percent of the sum of its net assets and the amount of any borr... More
Tiaa-cref Large-cap 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 Large-cap'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 Large Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6416 | |||
| Information Ratio | 0.1407 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.37 |
Tiaa-cref Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Large-cap's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Large-cap historical prices to predict the future Tiaa-cref Large-cap's volatility.| Risk Adjusted Performance | 0.1569 | |||
| Jensen Alpha | 0.1808 | |||
| Total Risk Alpha | 0.1222 | |||
| Sortino Ratio | 0.2498 | |||
| Treynor Ratio | 0.3267 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Large-cap'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 Large-cap January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1569 | |||
| Market Risk Adjusted Performance | 0.3367 | |||
| Mean Deviation | 0.6521 | |||
| Semi Deviation | 0.2613 | |||
| Downside Deviation | 0.6416 | |||
| Coefficient Of Variation | 477.49 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.1407 | |||
| Jensen Alpha | 0.1808 | |||
| Total Risk Alpha | 0.1222 | |||
| Sortino Ratio | 0.2498 | |||
| Treynor Ratio | 0.3267 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 0.4116 | |||
| Semi Variance | 0.0683 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 4.16 | |||
| Kurtosis | 26.77 |
Tiaa-cref Large-cap Backtested Returns
Tiaa-cref Large-cap appears to be very steady, given 3 months investment horizon. Tiaa-cref Large-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tiaa Cref Large Cap Value, which you can use to evaluate the volatility of the fund. Please review Tiaa-cref Large-cap's Risk Adjusted Performance of 0.1569, coefficient of variation of 477.49, and Semi Deviation of 0.2613 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiaa-cref Large-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Large-cap is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Tiaa Cref Large Cap Value has weak predictability. Overlapping area represents the amount of predictability between Tiaa-cref Large-cap time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. 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 Large-cap price movement. The serial correlation of 0.22 indicates that over 22.0% of current Tiaa-cref Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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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 Large-cap 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 Large-cap security.
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