Tiaa Cref Lifecycle Index Fund Market Value
| TLWRX Fund | USD 20.33 0.09 0.44% |
| Symbol | Tiaa-cref |
Tiaa-cref Lifecycle '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 Lifecycle'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 Lifecycle.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Tiaa-cref Lifecycle on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Lifecycle Index or generate 0.0% return on investment in Tiaa-cref Lifecycle over 540 days. Tiaa-cref Lifecycle is related to or competes with Rbb Fund, Iaadx, Abr 75/25, Materials Portfolio, Qs Us, and Rbc Microcap. The investment seeks high total return over time through a combination of capital appreciation and income More
Tiaa-cref Lifecycle 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 Lifecycle'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 Lifecycle Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3588 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.5967 |
Tiaa-cref Lifecycle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Lifecycle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Lifecycle's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Lifecycle historical prices to predict the future Tiaa-cref Lifecycle's volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 0.0238 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 0.7491 |
Tiaa Cref Lifecycle Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Lifecycle owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Lifecycle Index, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Lifecycle's Risk Adjusted Performance of 0.075, semi deviation of 0.2444, and Coefficient Of Variation of 872.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0387%. The entity has a beta of 0.0383, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Lifecycle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Lifecycle is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Tiaa Cref Lifecycle Index has modest predictability. Overlapping area represents the amount of predictability between Tiaa-cref Lifecycle time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 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 Lifecycle price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Tiaa-cref Lifecycle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Tiaa Cref Lifecycle lagged returns against current returns
Autocorrelation, which is Tiaa-cref Lifecycle 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 Lifecycle's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Lifecycle returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Lifecycle 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 Lifecycle 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 Lifecycle mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Lifecycle 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 Lifecycle mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Lifecycle Lagged Returns
When evaluating Tiaa-cref Lifecycle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Lifecycle mutual fund have on its future price. Tiaa-cref Lifecycle 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 Lifecycle autocorrelation shows the relationship between Tiaa-cref Lifecycle mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Lifecycle Index.
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 Lifecycle 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 Lifecycle security.
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