QREARX Fund Volatility

QREARX
 Fund
  

USD 572.44  0.11  0.0192%   

We consider TIAA Real very steady. TIAA Real Estate retains Efficiency (Sharpe Ratio) of 0.38, which indicates the fund had 0.38% 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 risk adjusted performance of 0.4507, and Coefficient Of Variation of 234.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.0511%.
  
TIAA Real Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of QREARX daily returns, and it is calculated using variance and standard deviation. We also use QREARX's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of TIAA Real volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as TIAA Real can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of TIAA Real at lower prices. For example, an investor can purchase QREARX stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of TIAA Real's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving against TIAA Real

0.53PROAXProbabilities Fund ClassPairCorr
0.51HWGAXHotchkis Wiley GlobalPairCorr

TIAA Real Market Sensitivity And Downside Risk

TIAA Real's beta coefficient measures the volatility of QREARX fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents QREARX fund's returns against your selected market. In other words, TIAA Real's beta of -0.0085 provides an investor with an approximation of how much risk TIAA Real fund can potentially add to one of your existing portfolios.
TIAA Real Estate exhibits very low volatility with skewness of 3.06 and kurtosis of 16.34. However, we advise investors to further study TIAA Real Estate technical indicators to make sure all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure TIAA Real's fund risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact TIAA Real's fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.

TIAA Real Implied Volatility

TIAA Real's implied volatility exposes the market's sentiment of TIAA Real Estate stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if TIAA Real's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that TIAA Real stock will not fluctuate a lot when TIAA Real's options are near their expiration.
3 Months Beta |Analyze TIAA Real Estate Demand Trend
Check current 90 days TIAA Real correlation with market (DOW)

QREARX Beta

    
  -0.0085  
QREARX standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.14  
It is essential to understand the difference between upside risk (as represented by TIAA Real's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of TIAA Real stock's daily returns or price. Since the actual investment returns on holding a position in TIAA Real stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in TIAA Real.

TIAA Real Estate Fund Volatility Analysis

Volatility refers to the frequency at which TIAA Real stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with TIAA Real's price changes. Investors will then calculate the volatility of TIAA Real's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of TIAA Real's volatility:

Historical Volatility

This type of stock volatility measures TIAA Real's fluctuations based on previous trends. It's commonly used to predict TIAA Real's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for TIAA Real's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. TIAA Real Estate Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
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TIAA Real Projected Return Density Against Market

Assuming the 90 days trading horizon TIAA Real Estate has a beta of -0.0085 indicating as returns on benchmark increase, returns on holding TIAA Real are expected to decrease at a much lower rate. During the bear market, however, TIAA Real Estate is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to TIAA Real or TIAA Real Estate sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that TIAA Real stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a QREARX stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.0464, implying that it can generate a 0.0464 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
TIAA Real's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how TIAA Real stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

TIAA Real Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to TIAA Real or TIAA Real Estate sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that TIAA Real stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a QREARX stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days trading horizon the coefficient of variation of TIAA Real is 266.17. The daily returns are distributed with a variance of 0.02 and standard deviation of 0.14. The mean deviation of TIAA Real Estate is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
0.0464
β
Beta against DOW-0.0085
σ
Overall volatility
0.14
Ir
Information ratio 0.45

TIAA Real Fund Return Volatility

TIAA Real historical daily return volatility represents how much TIAA Real stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund assumes 0.136% volatility of returns over the 90 days investment horizon. By contrast, DOW inherits 1.2715% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About TIAA Real Volatility

Volatility is a rate at which the price of TIAA Real or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of TIAA Real may increase or decrease. In other words, similar to QREARX's beta indicator, it measures the risk of TIAA Real and helps estimate the fluctuations that may happen in a short period of time. So if prices of TIAA Real fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.

TIAA Real Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 9.07 times more volatile than TIAA Real Estate. of all equities and portfolios are less risky than TIAA Real. Compared to the overall equity markets, volatility of historical daily returns of TIAA Real Estate is lower than 1 () of all global equities and portfolios over the last 90 days.
Use TIAA Real Estate to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The fund experiences a normal upward fluctuation. Check odds of TIAA Real to be traded at $601.06 in 90 days. .

Good diversification

The correlation between TIAA Real Estate Account and DJI is Good diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TIAA Real Estate Account and DJI in the same portfolio, assuming nothing else is changed.

TIAA Real Additional Risk Indicators

The analysis of TIAA Real's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in TIAA Real's investment and either accepting that risk or mitigating it. Along with some common measures of TIAA Real stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.4507
Market Risk Adjusted Performance(5.47)
Mean Deviation0.0716
Downside Deviation0.1329
Coefficient Of Variation234.13
Standard Deviation0.1324
Variance0.0175
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

TIAA Real Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against TIAA Real as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. TIAA Real's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, TIAA Real's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to TIAA Real Estate.
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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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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.