Tiaa Cref Real Estate Fund Market Value
| TCREX Fund | USD 19.11 0.10 0.53% |
| Symbol | Tiaa-cref |
Tiaa-cref Real '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 Real'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 Real.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Tiaa-cref Real on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Real Estate or generate 0.0% return on investment in Tiaa-cref Real over 480 days. Tiaa-cref Real is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. The fund invests at least 80 percent of its assets in the securities of companies that are principally engaged in or rel... More
Tiaa-cref Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8269 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.34 |
Tiaa-cref Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Real's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Real historical prices to predict the future Tiaa-cref Real's volatility.| Risk Adjusted Performance | 0.0594 | |||
| Jensen Alpha | 0.0386 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.4032 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Real'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 Real Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Real owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0491, which indicates the fund had a 0.0491% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Real Estate, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Real's Coefficient Of Variation of 1313.49, semi deviation of 0.772, and Risk Adjusted Performance of 0.0594 to confirm if the risk estimate we provide is consistent with the expected return of 0.0409%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Real is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Tiaa Cref Real Estate has good predictability. Overlapping area represents the amount of predictability between Tiaa-cref Real time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th 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 Real price movement. The serial correlation of 0.78 indicates that around 78.0% of current Tiaa-cref Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
Tiaa Cref Real lagged returns against current returns
Autocorrelation, which is Tiaa-cref Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Real returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Real Lagged Returns
When evaluating Tiaa-cref Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Real mutual fund have on its future price. Tiaa-cref Real 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 Real autocorrelation shows the relationship between Tiaa-cref Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Real Estate.
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 Real 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 Real security.
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