Tiaa Cref International Equity Fund Market Value
| TREPX Fund | USD 17.05 0.05 0.29% |
| Symbol | Tiaa-cref |
Tiaa-cref International '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 International'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 International.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Tiaa-cref International on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref International Equity or generate 0.0% return on investment in Tiaa-cref International over 90 days. Tiaa-cref International 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 equity securities of foreign issuers More
Tiaa-cref International 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 International'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 International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9617 | |||
| Information Ratio | 0.1624 | |||
| Maximum Drawdown | 10.39 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.6 |
Tiaa-cref International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref International's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref International historical prices to predict the future Tiaa-cref International's volatility.| Risk Adjusted Performance | 0.1858 | |||
| Jensen Alpha | 0.3363 | |||
| Total Risk Alpha | 0.151 | |||
| Sortino Ratio | 0.231 | |||
| Treynor Ratio | (1.24) |
Tiaa-cref International February 24, 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 | 0.1858 | |||
| Market Risk Adjusted Performance | (1.23) | |||
| Mean Deviation | 0.8333 | |||
| Semi Deviation | 0.4659 | |||
| Downside Deviation | 0.9617 | |||
| Coefficient Of Variation | 423.26 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.87 | |||
| Information Ratio | 0.1624 | |||
| Jensen Alpha | 0.3363 | |||
| Total Risk Alpha | 0.151 | |||
| Sortino Ratio | 0.231 | |||
| Treynor Ratio | (1.24) | |||
| Maximum Drawdown | 10.39 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 0.9249 | |||
| Semi Variance | 0.217 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 3.16 | |||
| Kurtosis | 18.04 |
Tiaa Cref International Backtested Returns
Tiaa-cref International appears to be very steady, given 3 months investment horizon. Tiaa Cref International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tiaa Cref International Equity, which you can use to evaluate the volatility of the fund. Please review Tiaa-cref International's Coefficient Of Variation of 423.26, semi deviation of 0.4659, and Risk Adjusted Performance of 0.1858 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tiaa-cref International are expected to decrease at a much lower rate. During the bear market, Tiaa-cref International is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
Tiaa Cref International Equity has very good predictability. Overlapping area represents the amount of predictability between Tiaa-cref International time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 International price movement. The serial correlation of 0.82 indicates that around 82.0% of current Tiaa-cref International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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 International 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 International security.
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