Tiaa Cref Intl Small Cap Fund Market Value
| TPISX Fund | USD 14.93 0.14 0.95% |
| Symbol | Tiaa-cref |
Tiaa-cref Intl '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 Intl'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 Intl.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Tiaa-cref Intl on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Intl Small Cap or generate 0.0% return on investment in Tiaa-cref Intl over 90 days. Tiaa-cref Intl is related to or competes with Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, and Tiaa-cref Equity. Under normal circumstances, the fund invests at least 80 percent of its assets in small-cap equity securities of foreign... More
Tiaa-cref Intl 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 Intl'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 Intl Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8942 | |||
| Information Ratio | 0.248 | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.39 |
Tiaa-cref Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Intl's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Intl historical prices to predict the future Tiaa-cref Intl's volatility.| Risk Adjusted Performance | 0.2597 | |||
| Jensen Alpha | 0.2545 | |||
| Total Risk Alpha | 0.2084 | |||
| Sortino Ratio | 0.2458 | |||
| Treynor Ratio | 0.5707 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Intl'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 Intl February 23, 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 | 0.2597 | |||
| Market Risk Adjusted Performance | 0.5807 | |||
| Mean Deviation | 0.6414 | |||
| Semi Deviation | 0.3721 | |||
| Downside Deviation | 0.8942 | |||
| Coefficient Of Variation | 295.15 | |||
| Standard Deviation | 0.8865 | |||
| Variance | 0.7858 | |||
| Information Ratio | 0.248 | |||
| Jensen Alpha | 0.2545 | |||
| Total Risk Alpha | 0.2084 | |||
| Sortino Ratio | 0.2458 | |||
| Treynor Ratio | 0.5707 | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.39 | |||
| Downside Variance | 0.7996 | |||
| Semi Variance | 0.1384 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 0.3381 | |||
| Kurtosis | 2.65 |
Tiaa Cref Intl Backtested Returns
Tiaa-cref Intl appears to be very steady, given 3 months investment horizon. Tiaa Cref Intl owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.39, which indicates the fund had a 0.39 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref Intl Small Cap, which you can use to evaluate the volatility of the fund. Please review Tiaa-cref Intl's Coefficient Of Variation of 295.15, semi deviation of 0.3721, and Risk Adjusted Performance of 0.2597 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiaa-cref Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Intl is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Tiaa Cref Intl Small Cap has very good predictability. Overlapping area represents the amount of predictability between Tiaa-cref Intl time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 Intl price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Tiaa-cref Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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 Intl 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 Intl security.
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