T Rowe Price Fund Technical Analysis
| OTCFX Fund | USD 58.41 0.65 1.13% |
Market data as of the 26th of March shows T ROWE priced at 58.41 per share. Measured indicators report Market Risk Adjusted Performance of 0.0323, risk adjusted performance of 0.0287, and Downside Deviation of 1.4. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
T ROWE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as OTCFX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to OTCFXOTCFX |
What if' Analysis
Historical what-if analysis for T Rowe Price is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/26/2025 |
| 03/26/2026 |
Investing 0.00 in T ROWE starting December 26, 2025 and holding to today would realize 0.00 in total gains. This translates to a 0.0% return on investment in T ROWE for the period across 90 trading days. The competitive set for T ROWE includes T ROWE, T ROWE, T ROWE, T ROWE, CLEARBRIDGE DIVIDEND, BARON PARTNERS, and BlackRock Alternative. The fund normally invests at least 80 percent of its net assets in stocks of small companies More
T ROWE Momentum Range Indicators Overview
Directional momentum for T ROWE is captured through indicators that track upside and downside price ranges. The data frames how the price has moved within recent directional ranges.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.0699 | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | -2.24 | |||
| Potential Upside | 1.64 |
Volatility and Risk Indicators for T ROWE Signals
For T ROWE, these risk indicators capture historical volatility and return dispersion patterns. Market-based inputs including price and volume form the foundation of this dataset.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.0932 | |||
| Total Risk Alpha | 0.1061 | |||
| Sortino Ratio | 0.0587 | |||
| Treynor Ratio | 0.0223 |
Mean reversion is the tendency of T ROWE's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing T ROWE's price extremes to fundamental value.
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 | 0.0287 | |||
| Market Risk Adjusted Performance | 0.0323 | |||
| Mean Deviation | 0.8918 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 3203.9 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.38 | |||
| Information Ratio | 0.0699 | |||
| Jensen Alpha | 0.0932 | |||
| Total Risk Alpha | 0.1061 | |||
| Sortino Ratio | 0.0587 | |||
| Treynor Ratio | 0.0223 | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | -2.24 | |||
| Potential Upside | 1.64 | |||
| Downside Variance | 1.96 | |||
| Semi Variance | 1.71 | |||
| Expected Short fall | -0.79 | |||
| Skewness | -0.38 | |||
| Kurtosis | 0.4711 |
T Rowe Price Backtested Returns
T ROWE currently shows a very low volatility profile across the evaluation window. It shows a risk-adjusted return measure of 0.0127, signaling dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-seven metrics shaping volatility behavior. Please assess metrics such as market risk-adjusted performance of 0.0323, risk-adjusted performance of 0.0287, and Downside Deviation of 1.4 to validate implied volatility levels. The fund maintains a Market Sensitivity (Beta) of 1.2, which means elevated sensitivity to broad market movements. Market upswings tend to lift T ROWE more than average, but downturns carry a proportionally larger impact on returns.
Auto-correlation | -0.33 |
Poor reverse predictability
Comparing T ROWE's price behavior from 26th of December 2025 to 9th of February 2026 with the period from 9th of February 2026 to 26th of March 2026 produces poor reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of T Rowe Price may be projected. The coefficient of -0.33 links nearly 33.0% of T ROWE's present price action to its own historical movements. Given that T Rowe Price has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 4.03 |
Technical analysis for T ROWE examines price and volume patterns over time. All inputs are derived from historical price and volume observations.
Technical Analysis
This analysis covers forty-seven data points across the selected time horizon. 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 T Rowe Price volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of T ROWE focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Support and resistance levels frame risk boundaries for observed price regimes.
For T Rowe Price, this section uses fund disclosures and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardT ROWE Technical Indicators
Technical indicators tied to T Rowe Price help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0287 | |||
| Market Risk Adjusted Performance | 0.0323 | |||
| Mean Deviation | 0.8918 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 3203.9 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.38 | |||
| Information Ratio | 0.0699 | |||
| Jensen Alpha | 0.0932 | |||
| Total Risk Alpha | 0.1061 | |||
| Sortino Ratio | 0.0587 | |||
| Treynor Ratio | 0.0223 | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | -2.24 | |||
| Potential Upside | 1.64 | |||
| Downside Variance | 1.96 | |||
| Semi Variance | 1.71 | |||
| Expected Short fall | -0.79 | |||
| Skewness | -0.38 | |||
| Kurtosis | 0.4711 |
T Rowe Price One Year Return
T ROWE's One Year Return of 12.1775% compares much above the T. Rowe Price family. Relative to the Small Growth category, the figure is notably above. The all United States funds average is notably below T ROWE's level.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 26, 2026 Daily Trend Indicators
Technical indicators tied to T Rowe Price help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 58.41 | ||
| Day Typical Price | 58.41 | ||
| Price Action Indicator | 0.32 |