Tiaa Cref Small Cap Equity Fund Market Value
| TCSEX Fund | USD 19.39 0.06 0.31% |
| Symbol | Tiaa-cref |
Tiaa-cref Small-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 Small-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 Small-cap.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Tiaa-cref Small-cap on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Small Cap Equity or generate 0.0% return on investment in Tiaa-cref Small-cap over 90 days. Tiaa-cref Small-cap is related to or competes with Tiaa-cref Emerging, Tiaa Cref, Nuveen Small, Nuveen Real, Nuveen Real, Nuveen Preferred, and Nuveen Preferred. Under normal circumstances, the fund invests at least 80 percent of its assets in small-cap equity securities More
Tiaa-cref Small-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 Small-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 Small Cap Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1623 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.1 |
Tiaa-cref Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Small-cap's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Small-cap historical prices to predict the future Tiaa-cref Small-cap's volatility.| Risk Adjusted Performance | 0.1719 | |||
| Jensen Alpha | 0.2951 | |||
| Total Risk Alpha | 0.1687 | |||
| Sortino Ratio | 0.2116 | |||
| Treynor Ratio | 5.76 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Small-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 Small-cap February 21, 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 | 0.1719 | |||
| Market Risk Adjusted Performance | 5.77 | |||
| Mean Deviation | 0.9351 | |||
| Semi Deviation | 0.7475 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 455.53 | |||
| Standard Deviation | 1.41 | |||
| Variance | 1.98 | |||
| Information Ratio | 0.1623 | |||
| Jensen Alpha | 0.2951 | |||
| Total Risk Alpha | 0.1687 | |||
| Sortino Ratio | 0.2116 | |||
| Treynor Ratio | 5.76 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 0.5588 | |||
| Expected Short fall | (1.13) | |||
| Skewness | 1.92 | |||
| Kurtosis | 8.45 |
Tiaa-cref Small-cap Backtested Returns
Tiaa-cref Small-cap appears to be very steady, given 3 months investment horizon. Tiaa-cref Small-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Small Cap Equity, which you can use to evaluate the volatility of the fund. Please review Tiaa-cref Small-cap's Coefficient Of Variation of 455.53, semi deviation of 0.7475, and Risk Adjusted Performance of 0.1719 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0519, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Small-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Small-cap is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
Tiaa Cref Small Cap Equity has very weak predictability. Overlapping area represents the amount of predictability between Tiaa-cref Small-cap time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 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 Small-cap price movement. The serial correlation of 0.17 indicates that over 17.0% of current Tiaa-cref Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Small-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 Small-cap security.
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