QREARX Fund Market Value

QREARX
 Fund
  

USD 574.03  0.63  0.11%   

TIAA Real's market value is the price at which a share of TIAA Real stock trades on a public exchange. It measures the collective expectations of TIAA Real Estate investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of TIAA Real Estate and determine expected loss or profit from investing in TIAA Real over a given investment horizon. Please see TIAA Real Correlation, TIAA Real Volatility and TIAA Real Alpha and Beta module to complement your research on TIAA Real.
Symbol

Please note, there is a significant difference between TIAA Real's value and its price as these two are different measures arrived at by different means. Investors typically determine TIAA Real value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TIAA Real'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 Real '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 Real's 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 Real.
0.00
12/04/2021
No Change 0.00  0.0 
In 11 months and 27 days
11/29/2022
0.00
If you would invest  0.00  in TIAA Real on December 4, 2021 and sell it all today you would earn a total of 0.00 from holding TIAA Real Estate or generate 0.0% return on investment in TIAA Real over 360 days. TIAA Real is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Index, Vanguard Index, Vanguard Index, and Vanguard 500. More

TIAA Real 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 Real's 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 Real Estate upside and downside potential and time the market with a certain degree of confidence.

TIAA Real Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for TIAA Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TIAA Real's standard deviation. In reality, there are many statistical measures that can use TIAA Real historical prices to predict the future TIAA Real's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of TIAA Real'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. Please use the tools below to analyze the current value of TIAA Real in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
573.97574.03574.09
Details
Intrinsic
Valuation
LowReal ValueHigh
528.40528.46631.43
Details
Naive
Forecast
LowNext ValueHigh
573.42573.48573.54
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
573.88574.81575.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as TIAA Real. Your research has to be compared to or analyzed against TIAA Real's peers to derive any actionable benefits. When done correctly, TIAA Real's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in TIAA Real Estate.

TIAA Real Estate Backtested Returns

We consider TIAA Real very steady. TIAA Real Estate retains Efficiency (Sharpe Ratio) of 0.0094, which indicates the fund had 0.0094% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty technical indicators for TIAA Real, which you can use to evaluate the future volatility of the fund. Please validate TIAA Real Estate coefficient of variation of 1605.34, and Risk Adjusted Performance of (0.14) to confirm if the risk estimate we provide is consistent with the expected return of 6.0E-4%.
The entity owns a Beta (Systematic Risk) of -0.0045, which indicates not very significant fluctuations relative to the market. Let's try to break down what QREARX's beta means in this case. As returns on the market increase, returns on owning TIAA Real are expected to decrease at a much lower rate. During the bear market, TIAA Real is likely to outperform the market. Although it is important to respect TIAA Real Estate existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating TIAA Real Estate technical indicators, you can today evaluate if the expected return of 6.0E-4% will be sustainable into the future.

Auto-correlation

    
  0.83  

Very good predictability

TIAA Real Estate has very good predictability. Overlapping area represents the amount of predictability between TIAA Real time series from 4th of December 2021 to 2nd of June 2022 and 2nd of June 2022 to 29th of November 2022. 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 Real Estate price movement. The serial correlation of 0.83 indicates that around 83.0% of current TIAA Real price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.86
Residual Average0.0
Price Variance9.81

TIAA Real Estate lagged returns against current returns

Autocorrelation, which is TIAA Real 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 Real's fund expected returns. We can calculate the autocorrelation of TIAA Real returns to help us make a trade decision. For example, suppose you find that TIAA Real fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

TIAA Real 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 Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TIAA Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TIAA Real fund over time.
   Current vs Lagged Prices   
Share
       Timeline  

TIAA Real Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in TIAA Real without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Portfolio Volatility Now

   

Portfolio Volatility

Check portfolio volatility and analyze historical return density to properly model market risk
All  Next Launch Module

Currently Active Assets on Macroaxis

Please see TIAA Real Correlation, TIAA Real Volatility and TIAA Real Alpha and Beta module to complement your research on TIAA Real. Note that the TIAA Real Estate information on this page should be used as a complementary analysis to other TIAA Real's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for QREARX Fund analysis

When running TIAA Real Estate price analysis, check to measure TIAA Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy TIAA Real is operating at the current time. Most of TIAA Real's value examination focuses on studying past and present price action to predict the probability of TIAA Real's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move TIAA Real's price. Additionally, you may evaluate how the addition of TIAA Real to your portfolios can decrease your overall portfolio volatility.
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
TIAA Real technical fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of TIAA Real technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of TIAA Real trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...