Tiaa Cref Lifestyle Aggressive Fund Market Value

TSAIX Fund  USD 21.08  0.16  0.75%   
Tiaa Cref's market value is the price at which a share of Tiaa Cref trades on a public exchange. It measures the collective expectations of Tiaa Cref Lifestyle Aggressive investors about its performance. Tiaa Cref is trading at 21.08 as of the 12th of December 2024; that is 0.75 percent down since the beginning of the trading day. The fund's open price was 21.24.
With this module, you can estimate the performance of a buy and hold strategy of Tiaa Cref Lifestyle Aggressive and determine expected loss or profit from investing in Tiaa Cref over a given investment horizon. Check out Tiaa Cref Correlation, Tiaa Cref Volatility and Tiaa Cref Alpha and Beta module to complement your research on Tiaa Cref.
Symbol

Please note, there is a significant difference between Tiaa Cref's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tiaa Cref is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tiaa Cref's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Tiaa Cref on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Lifestyle Aggressive or generate 0.0% return on investment in Tiaa Cref over 30 days. Tiaa Cref is related to or competes with Blackrock Exchange. The fund is a fund of funds that invests in Class R6 shares of other funds of the Trust and in other investment pools or... 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 Lifestyle Aggressive upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
20.4721.0821.69
Details
Intrinsic
Valuation
LowRealHigh
20.3921.0021.61
Details
Naive
Forecast
LowNextHigh
20.5721.1721.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
20.3520.8521.35
Details

Tiaa Cref Lifestyle Backtested Returns

At this stage we consider Tiaa Mutual Fund to be very steady. Tiaa Cref Lifestyle 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-seven technical indicators for Tiaa Cref Lifestyle Aggressive, which you can use to evaluate the volatility of the fund. Please validate Tiaa Cref's Risk Adjusted Performance of 0.1196, coefficient of variation of 595.03, and Semi Deviation of 0.4162 to confirm if the risk estimate we provide is consistent with the expected return of 0.0672%. The entity has a beta of 0.0899, which indicates not very significant fluctuations relative to the market. 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

    
  -0.75  

Almost perfect reverse predictability

Tiaa Cref Lifestyle Aggressive has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Tiaa Cref time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Lifestyle price movement. The serial correlation of -0.75 indicates that around 75.0% of current Tiaa Cref price fluctuation can be explain by its past prices.
Correlation Coefficient-0.75
Spearman Rank Test0.03
Residual Average0.0
Price Variance0.01

Tiaa Cref Lifestyle lagged returns against current returns

Autocorrelation, which is Tiaa Cref 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's mutual fund expected returns. We can calculate the autocorrelation of Tiaa Cref returns to help us make a trade decision. For example, suppose you find that Tiaa Cref 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa Cref 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 mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Tiaa Cref Lagged Returns

When evaluating Tiaa Cref's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa Cref mutual fund have on its future price. Tiaa Cref 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 autocorrelation shows the relationship between Tiaa Cref mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Lifestyle Aggressive.
   Regressed Prices   
       Timeline  

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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.
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