QREARX Fund Manager Performance Evaluation

QREARX
 Fund
  

USD 571.80  0.02  0.0035%   

The entity owns a Beta (Systematic Risk) of -0.0083, 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 0.0433% will be sustainable into the future.
  
QREARX Performance
24 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in TIAA Real Estate are ranked lower than 24 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, TIAA Real is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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QREARX Price Channel

TIAA Real Relative Risk vs. Return Landscape

If you would invest  55,693  in TIAA Real Estate on May 18, 2022 and sell it today you would earn a total of  1,487  from holding TIAA Real Estate or generate 2.67% return on investment over 90 days. TIAA Real Estate is generating 0.0433% of daily returns assuming 0.1368% volatility of returns over the 90 days investment horizon. Simply put, 1% of all funds have less volatile historical return distribution than TIAA Real, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon TIAA Real is expected to generate 2.97 times less return on investment than the market. But when comparing it to its historical volatility, the company is 8.63 times less risky than the market. It trades about 0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.11 of returns per unit of risk over similar time horizon.

TIAA Real Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for TIAA Real's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as TIAA Real Estate, and traders can use it to determine the average amount a TIAA Real's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.3165

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Estimated Market Risk
 0.14
  actual daily
 
 1 %
of total potential
 
11
Expected Return
 0.04
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.32
  actual daily
 
 24 %
of total potential
 
2424
Based on monthly moving average TIAA Real is performing at about 24% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of TIAA Real by adding it to a well-diversified portfolio.

About TIAA Real Performance

To evaluate TIAA Real Estate Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when TIAA Real generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare QREARX Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand TIAA Real Estate stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents QREARX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about TIAA Real Estate

Checking the ongoing alerts about TIAA Real for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for TIAA Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Please see Your Equity Center. 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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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.
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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.