TIAA Cref Emerging Markets Fund Technical Analysis
| TEDLX Fund | USD 9.16 -0.02 -0.22% |
As of the 13th of March 2026, TIAA Cref is valued at 9.16 per share. Indicator levels currently stand at risk adjusted performance of 0.0454, and Downside Deviation of 0.3115. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
TIAA Cref Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as TIAA, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TIAATIAA |
What if' Analysis
Running a what-if backtest on TIAA Cref Emerging Markets gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether TIAA Cref's historical reward profile was stable enough to support the current thesis.
| 12/13/2025 |
| 03/13/2026 |
An initial 0.00 allocation to TIAA Cref on December 13, 2025 held through today would generate 0.00 in cumulative gains. Overall, this is a 0.0% total return in TIAA Cref in aggregate over 90 days. TIAA Cref is often compared with Saat Moderate, STRATEGIC ALLOCATION:, BlackRock Moderate, HARTFORD MODERATE, VANGUARD TARGET, QS MODERATE, and JP Morgan based on sector and business overlap. The comparison helps frame competitive context. Under normal market conditions, the fund invests at least 80 percent of its assets in fixed-income securities of emergin... More
TIAA Cref Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize TIAA Cref price behavior. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 0.3115 | |||
| Information Ratio | 0.295 | |||
| Maximum Drawdown | 0.9772 | |||
| Value At Risk | -0.33 | |||
| Potential Upside | 0.2217 |
TIAA Cref Volatility and Risk Indicators Summary
This section presents risk metrics that describe TIAA Cref's historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0454 | |||
| Jensen Alpha | 0.0072 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | 0.1806 | |||
| Treynor Ratio | -0.32 |
The mean reversion effect in TIAA Cref is stronger when the initial deviation was driven by sentiment rather than fundamental change. Identifying the root cause of TIAA Cref's price dislocation is essential before acting.
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 | 0.0454 | |||
| Market Risk Adjusted Performance | -0.31 | |||
| Mean Deviation | 0.1306 | |||
| Semi Deviation | 0.1192 | |||
| Downside Deviation | 0.3115 | |||
| Coefficient Of Variation | 1031.54 | |||
| Standard Deviation | 0.1907 | |||
| Variance | 0.0364 | |||
| Information Ratio | 0.295 | |||
| Jensen Alpha | 0.0072 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | 0.1806 | |||
| Treynor Ratio | -0.32 | |||
| Maximum Drawdown | 0.9772 | |||
| Value At Risk | -0.33 | |||
| Potential Upside | 0.2217 | |||
| Downside Variance | 0.097 | |||
| Semi Variance | 0.0142 | |||
| Expected Short fall | -0.18 | |||
| Skewness | -0.77 | |||
| Kurtosis | 2.42 |
TIAA Cref Emerging Backtested Returns
TIAA Cref demonstrates a very low volatility profile under current market conditions. It shows an Efficiency (Sharpe) Ratio of 0.0956, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please assess metrics such as risk-adjusted performance of 0.0454, and Downside Deviation of 0.3115 to confirm statistical stability. The fund maintains a market beta of -0.0267, which means relatively modest fluctuations relative to the market. As returns on the market increase, returns on TIAA Cref tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, TIAA Cref is likely to outperform the market.
Auto-correlation | -0.01 |
Very weak reverse predictability
TIAA Cref Emerging Markets exhibits very weak reverse predictability. Autocorrelation measures the degree of predictability between TIAA Cref time series from 13th of December 2025 to 27th of January 2026 and from 27th of January 2026 to 13th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in TIAA Cref that may carry forward. The measured coefficient of -0.01 means just 1.0% of TIAA Cref's recent price variance traces back to prior period behavior. Given that TIAA Cref Emerging Markets has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Technical analysis for TIAA Cref examines price and volume behavior across market regimes. The view references moving averages, RSI, regressions, and chart pattern signals.
Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of TIAA Cref Emerging volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of TIAA Cref focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Range expansion increases sensitivity to execution and spread conditions.
Unless otherwise specified, data for TIAA Cref Emerging Markets is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardTIAA Cref Technical Indicators
A technical review of TIAA Cref Emerging Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0454 | |||
| Market Risk Adjusted Performance | -0.31 | |||
| Mean Deviation | 0.1306 | |||
| Semi Deviation | 0.1192 | |||
| Downside Deviation | 0.3115 | |||
| Coefficient Of Variation | 1031.54 | |||
| Standard Deviation | 0.1907 | |||
| Variance | 0.0364 | |||
| Information Ratio | 0.295 | |||
| Jensen Alpha | 0.0072 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | 0.1806 | |||
| Treynor Ratio | -0.32 | |||
| Maximum Drawdown | 0.9772 | |||
| Value At Risk | -0.33 | |||
| Potential Upside | 0.2217 | |||
| Downside Variance | 0.097 | |||
| Semi Variance | 0.0142 | |||
| Expected Short fall | -0.18 | |||
| Skewness | -0.77 | |||
| Kurtosis | 2.42 |
March 13, 2026 Daily Trend Indicators
A technical review of TIAA Cref Emerging Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.16 | ||
| Day Typical Price | 9.16 | ||
| Price Action Indicator | -0.01 |