T Rowe Price Fund Technical Analysis
| PPIPX Fund | USD 20.44 0.12 0.59% |
As of the 26th of March, T Rowe registers 20.44 per share in market pricing. Volatility and momentum metrics display Risk Adjusted Performance of 0.0081, downside deviation of 0.5194, and Market Risk Adjusted Performance of 0.0077. Quantitative signals are calculated from volatility clustering and momentum shifts. Relative strength metrics are assessed within peer group data.
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 PPIPX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PPIPXPPIPX |
What if' Analysis
Backtesting a what-if scenario on T Rowe Price shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/26/2025 |
| 03/26/2026 |
A 0.00 entry into T Rowe on December 26, 2025 held to the present would gain 0.00 in total return. This amounts to a 0.0% net return in T Rowe in total across a 90 day span. Comparable fund peers for T Rowe include T Rowe, GOLDMAN SACHS, Brandes International, HARBOR SMALL, Income Growth, ONE CHOICE, and SIIT DYNAMIC. The fund invests in a diversified portfolio typically consisting of approximately 40 percent of its net assets in stocks... More
Momentum Range Indicators for T Rowe Snapshot
Momentum range indicators for T Rowe reflect the balance between upside and downside price pressure. Values are derived from observed market activity and price data.
| Downside Deviation | 0.5194 | |||
| Information Ratio | 0.1307 | |||
| Maximum Drawdown | 2.04 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.5906 |
Market Risk Indicators for T Rowe Overview
These indicators track T Rowe's volatility and return range dynamics. This view summarizes available data without implying outcomes.| Risk Adjusted Performance | 0.0081 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | 0.0272 | |||
| Sortino Ratio | 0.1051 | |||
| Treynor Ratio | -0.0023 |
Experienced investors tracking T Rowe's watch for mean reversion setups where price has deviated from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in T Rowe.
Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0081 | |||
| Market Risk Adjusted Performance | 0.0077 | |||
| Mean Deviation | 0.3132 | |||
| Semi Deviation | 0.4642 | |||
| Downside Deviation | 0.5194 | |||
| Coefficient Of Variation | 4619.62 | |||
| Standard Deviation | 0.4174 | |||
| Variance | 0.1742 | |||
| Information Ratio | 0.1307 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | 0.0272 | |||
| Sortino Ratio | 0.1051 | |||
| Treynor Ratio | -0.0023 | |||
| Maximum Drawdown | 2.04 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.5906 | |||
| Downside Variance | 0.2697 | |||
| Semi Variance | 0.2155 | |||
| Expected Short fall | -0.30 | |||
| Skewness | -0.74 | |||
| Kurtosis | 0.7204 |
T Rowe Price Backtested Returns
T Rowe reflects a very low volatility profile across the analytical window. It shows a risk-adjusted return measure of -0.0165, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-seven metrics shaping volatility behavior. Please analyze metrics such as risk-adjusted performance of 0.0081, downside deviation of 0.5194, and market risk-adjusted performance of 0.0077 to evaluate coherence across risk measures. The fund shows a market beta of 0.43, which means generally lower market sensitivity than the broad market. As returns on the market increase, T Rowe's returns are expected to increase less than the market. However, during a bear market, the loss from holding T Rowe is expected to be smaller as well.
Auto-correlation | -0.61 |
Very good reverse predictability
T Rowe Price shows very good reverse predictability when comparing price series from 26th of December 2025 to 9th of February 2026 against from 9th of February 2026 to 26th of March 2026. A strong serial relationship would imply that T Rowe's recent trajectory contains information about its near-term direction. With a serial correlation of -0.61, roughly 61.0% of T Rowe's price variation is attributable to patterns in preceding intervals. 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 | -0.61 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Price behavior for T Rowe is studied within a technical framework. All figures are based on reported data and are informational in nature.
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. Reduced trading volume may increase short-term pricing variability.
Data shown for T Rowe Price is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardT Rowe Technical Indicators
Investors following T Rowe Price often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0081 | |||
| Market Risk Adjusted Performance | 0.0077 | |||
| Mean Deviation | 0.3132 | |||
| Semi Deviation | 0.4642 | |||
| Downside Deviation | 0.5194 | |||
| Coefficient Of Variation | 4619.62 | |||
| Standard Deviation | 0.4174 | |||
| Variance | 0.1742 | |||
| Information Ratio | 0.1307 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | 0.0272 | |||
| Sortino Ratio | 0.1051 | |||
| Treynor Ratio | -0.0023 | |||
| Maximum Drawdown | 2.04 | |||
| Value At Risk | -0.78 | |||
| Potential Upside | 0.5906 | |||
| Downside Variance | 0.2697 | |||
| Semi Variance | 0.2155 | |||
| Expected Short fall | -0.30 | |||
| Skewness | -0.74 | |||
| Kurtosis | 0.7204 |
T Rowe Price One Year Return
T Rowe's One Year Return of 8.6534% compares 288.04% above the T. Rowe Price family. Relative to the Allocation--30% to 50% Equity 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
Investors following T Rowe Price often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 20.44 | ||
| Day Typical Price | 20.44 | ||
| Price Action Indicator | 0.06 |