TIAA Cref Large Cap Value Fund Technical Analysis
| TRCPX Fund | USD 24.47 -0.08 -0.33% |
As of the 11th of March 2026, TIAA-CREF LARGE-CAP registers 24.47 per share in market pricing. Volatility and momentum metrics display downside deviation of 0.7411, and Risk Adjusted Performance of 0.1244. Quantitative signals are calculated from volatility clustering and momentum shifts. Relative strength metrics are assessed within peer group data.
TIAA-CREF LARGE-CAP 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-CREF, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TIAA-CREFTIAA-CREF |
TIAA-CREF LARGE-CAP 'What if' Analysis
Running a what-if backtest on TIAA Cref Large Cap Value 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 LARGE-CAP's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
Starting with 0.00 in TIAA-CREF LARGE-CAP on December 11, 2025 and exiting today would produce 0.00 in aggregate gains. The change equals a 0.0% net return in TIAA-CREF LARGE-CAP on balance over a 90 day window.. TIAA-CREF LARGE-CAP has comparable peers such as SMALL CAP, SPECTRUM GROWTH, EIP GROWTH, GROWTH INCOME, BAIRD MIDCAP, and CONGRESS MID. Peer context can support comparative analysis. Under normal circumstances, the fund invests at least 80 percent of the sum of its net assets and the amount of any borr... More
Upside and Downside Indicators for TIAA-CREF LARGE-CAP Signals
These indicators describe how TIAA-CREF LARGE-CAP momentum evolves across recent price ranges. The signals are presented as informational context for recent price movement.
| Downside Deviation | 0.7411 | |||
| Information Ratio | 0.1601 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | -1.14 | |||
| Potential Upside | 1.35 |
Market Risk Indicators for TIAA-CREF LARGE-CAP Signals
Risk measures here provide context on TIAA-CREF LARGE-CAP's return distribution and drawdown behavior. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.1244 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1798 | |||
| Sortino Ratio | 0.2355 | |||
| Treynor Ratio | 0.2346 |
The mean reversion framework for TIAA-CREF LARGE-CAP is built on the premise that markets are not perfectly efficient and that prices periodically overshoot their intrinsic value in both directions.
TIAA-CREF LARGE-CAP 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 | 0.1244 | |||
| Market Risk Adjusted Performance | 0.2446 | |||
| Mean Deviation | 0.6183 | |||
| Semi Deviation | 0.4608 | |||
| Downside Deviation | 0.7411 | |||
| Coefficient Of Variation | 634.26 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.1601 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1798 | |||
| Sortino Ratio | 0.2355 | |||
| Treynor Ratio | 0.2346 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | -1.14 | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 0.5492 | |||
| Semi Variance | 0.2123 | |||
| Expected Short fall | -0.69 | |||
| Skewness | 3.72 | |||
| Kurtosis | 23.49 |
TIAA-CREF LARGE-CAP Backtested Returns
TIAA-CREF LARGE-CAP reflects a very low volatility profile across the analytical window. It has a Sharpe Ratio of 0.15, evidencing risk-calibrated returns. We identified twenty-seven technical indicators influencing the company's volatility profile. Please analyze metrics such as risk-adjusted performance of 0.1244, and Downside Deviation of 0.7411 to evaluate coherence across risk measures. The fund secures a Beta (Market Risk) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, TIAA-CREF LARGE-CAP's returns are expected to increase less than the market. However, during a bear market, the loss from holding TIAA-CREF LARGE-CAP is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
TIAA Cref Large Cap Value exhibits weak predictability. Autocorrelation measures the degree of predictability between TIAA-CREF LARGE-CAP time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of TIAA-CREF LARGE-CAP may be projected. A serial correlation of 0.2 indicates that over 20.0% of current TIAA-CREF LARGE-CAP price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
This technical analysis view for TIAA-CREF LARGE-CAP focuses on price, volume, and trend behavior. The model references moving averages, relative strength, and price correlation signals.
TIAA-CREF LARGE-CAP 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 LARGE-CAP volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About TIAA-CREF LARGE-CAP Technical Analysis
Technical analysis of TIAA-CREF LARGE-CAP focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Lower liquidity may increase execution variability.
Unless otherwise specified, financial data for TIAA Cref Large Cap Value is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
TIAA-CREF LARGE-CAP Technical Indicators
A technical review of TIAA Cref Large Cap Value 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 | 0.1244 | |||
| Market Risk Adjusted Performance | 0.2446 | |||
| Mean Deviation | 0.6183 | |||
| Semi Deviation | 0.4608 | |||
| Downside Deviation | 0.7411 | |||
| Coefficient Of Variation | 634.26 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.1601 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1798 | |||
| Sortino Ratio | 0.2355 | |||
| Treynor Ratio | 0.2346 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | -1.14 | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 0.5492 | |||
| Semi Variance | 0.2123 | |||
| Expected Short fall | -0.69 | |||
| Skewness | 3.72 | |||
| Kurtosis | 23.49 |
TIAA-CREF LARGE-CAP March 11, 2026 Daily Trend Indicators
A technical review of TIAA Cref Large Cap Value 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 | 24.47 | ||
| Day Typical Price | 24.47 | ||
| Price Action Indicator | -0.04 |