Tiaa Cref Equity Index Fund Market Value
| TIEIX Fund | USD 47.39 0.23 0.48% |
| Symbol | Tiaa-cref |
Tiaa-cref Equity '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 Equity'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 Equity.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Tiaa-cref Equity on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Equity Index or generate 0.0% return on investment in Tiaa-cref Equity over 90 days. Tiaa-cref Equity is related to or competes with Goldman Sachs, American Funds, American Funds, Strategic Advisers, Vanguard, Vanguard Balanced, and Fidelity Balanced. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities of its benchmark ind... More
Tiaa-cref Equity 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 Equity'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 Equity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7066 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.73 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.13 |
Tiaa-cref Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Equity's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Equity historical prices to predict the future Tiaa-cref Equity's volatility.| Risk Adjusted Performance | 0.1273 | |||
| Jensen Alpha | 0.0224 | |||
| Total Risk Alpha | 0.0047 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1416 |
Tiaa-cref Equity February 27, 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 | 0.1273 | |||
| Market Risk Adjusted Performance | 0.1516 | |||
| Mean Deviation | 0.5281 | |||
| Semi Deviation | 0.5481 | |||
| Downside Deviation | 0.7066 | |||
| Coefficient Of Variation | 593.95 | |||
| Standard Deviation | 0.6997 | |||
| Variance | 0.4895 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0224 | |||
| Total Risk Alpha | 0.0047 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1416 | |||
| Maximum Drawdown | 3.73 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.4993 | |||
| Semi Variance | 0.3004 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.30) | |||
| Kurtosis | 1.32 |
Tiaa Cref Equity Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0693, which indicates the fund had a 0.0693 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tiaa Cref Equity Index, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Equity's Coefficient Of Variation of 593.95, semi deviation of 0.5481, and Risk Adjusted Performance of 0.1273 to confirm if the risk estimate we provide is consistent with the expected return of 0.047%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiaa-cref Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Equity is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Tiaa Cref Equity Index has weak reverse predictability. Overlapping area represents the amount of predictability between Tiaa-cref Equity time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Equity price movement. The serial correlation of -0.25 indicates that over 25.0% of current Tiaa-cref Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 Equity 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 Equity security.
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges |