Tiaa Cref Large Cap Value Fund Market Value
| TRCPX Fund | USD 24.69 0.13 0.52% |
| 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.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Tiaa Cref on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Large Cap Value or generate 0.0% return on investment in Tiaa Cref over 90 days. Tiaa Cref is related to or competes with Dunham Large, T Rowe, Pace Large, Dana Large, T Rowe, Aqr Large, and Wasatch Large. Under normal circumstances, the fund invests at least 80 percent of the sum of its net assets and the amount of any borr... 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 Large Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6351 | |||
| Information Ratio | 0.1411 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.36 |
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 | 0.1597 | |||
| Jensen Alpha | 0.1735 | |||
| Total Risk Alpha | 0.1197 | |||
| Sortino Ratio | 0.2392 | |||
| Treynor Ratio | 0.322 |
Tiaa Cref January 25, 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 | 0.1597 | |||
| Market Risk Adjusted Performance | 0.332 | |||
| Mean Deviation | 0.6367 | |||
| Semi Deviation | 0.2637 | |||
| Downside Deviation | 0.6351 | |||
| Coefficient Of Variation | 467.67 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | 0.1411 | |||
| Jensen Alpha | 0.1735 | |||
| Total Risk Alpha | 0.1197 | |||
| Sortino Ratio | 0.2392 | |||
| Treynor Ratio | 0.322 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.4034 | |||
| Semi Variance | 0.0695 | |||
| Expected Short fall | (0.79) | |||
| Skewness | 3.81 | |||
| Kurtosis | 23.81 |
Tiaa Cref Large Backtested Returns
Tiaa Cref appears to be very steady, given 3 months investment horizon. Tiaa Cref Large 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-six technical indicators for Tiaa Cref Large Cap Value, which you can use to evaluate the volatility of the fund. Please review Tiaa Cref's Semi Deviation of 0.2637, risk adjusted performance of 0.1597, and Coefficient Of Variation of 467.67 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tiaa Cref's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa Cref is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Tiaa Cref Large Cap Value has poor predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Large price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |