Tiaa Cref Small Cap Equity Fund Market Value
| TISEX Fund | USD 20.85 0.34 1.60% |
| Symbol | Tiaa |
Tiaa Cref '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'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.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Tiaa Cref on October 28, 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 over 90 days. Tiaa Cref is related to or competes with International Investors, Deutsche Gold, Oppenheimer Gold, Gabelli Gold, Precious Metals, Franklin Gold, and James Balanced:. Under normal circumstances, the fund invests at least 80 percent of its assets in small-cap equity securities More
Tiaa Cref 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'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 | 1.18 | |||
| Information Ratio | 0.1381 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.04 |
Tiaa Cref Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa Cref's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa Cref's standard deviation. In reality, there are many statistical measures that can use Tiaa Cref historical prices to predict the future Tiaa Cref's volatility.| Risk Adjusted Performance | 0.1476 | |||
| Jensen Alpha | 0.1868 | |||
| Total Risk Alpha | 0.1298 | |||
| Sortino Ratio | 0.1603 | |||
| Treynor Ratio | 0.2479 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa Cref'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 January 26, 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 | 0.1476 | |||
| Market Risk Adjusted Performance | 0.2579 | |||
| Mean Deviation | 0.9767 | |||
| Semi Deviation | 0.9048 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 512.21 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.88 | |||
| Information Ratio | 0.1381 | |||
| Jensen Alpha | 0.1868 | |||
| Total Risk Alpha | 0.1298 | |||
| Sortino Ratio | 0.1603 | |||
| Treynor Ratio | 0.2479 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.04 | |||
| Downside Variance | 1.4 | |||
| Semi Variance | 0.8186 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 1.21 | |||
| Kurtosis | 5.86 |
Tiaa Cref Small Backtested Returns
Tiaa Cref appears to be very steady, given 3 months investment horizon. Tiaa Cref Small 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-seven technical indicators for Tiaa Cref Small Cap Equity, which you can use to evaluate the volatility of the fund. Please review Tiaa Cref's Risk Adjusted Performance of 0.1476, coefficient of variation of 512.21, and Semi Deviation of 0.9048 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.04, which indicates a somewhat significant risk relative to the market. Tiaa Cref returns are very sensitive to returns on the market. As the market goes up or down, Tiaa Cref is expected to follow.
Auto-correlation | 0.52 |
Modest predictability
Tiaa Cref Small Cap Equity has modest predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Small price movement. The serial correlation of 0.52 indicates that about 52.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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 Mutual Fund
Tiaa Cref financial ratios help investors to determine whether Tiaa 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 with respect to the benefits of owning Tiaa Cref security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |