T Rowe Price Fund Technical Analysis
| PRISX Fund | USD 42.42 0.03 0.07% |
As of the 15th of March 2026, T ROWE indicates a price level of 42.42 per share. Price-based signals reflect Standard Deviation of 1.37, market risk adjusted performance of -0.01, and Risk Adjusted Performance of -0.0045. The model quantifies price stability and directional movement. Relative volatility positioning is benchmarked against peers.
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 PRISX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PRISXPRISX |
What if' Analysis
Running a what-if backtest on T Rowe Price 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 T ROWE's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
A 0.00 position in T ROWE initiated on December 15, 2025 and held to today would record 0.00 in total gains. That corresponds to a 0.0% cumulative return in T ROWE overall over 90 days. T ROWE competes with or is related to LSV VALUE, Virtus Dividend, AMG RIVER, SPECTRUM INTERNATIONAL, Touchstone Sustainability, T ROWE, and PRINCIPAL LIFETIME. Peer context helps frame relative positioning. The fund normally invests at least 80 percent of its net assets in the common stocks of companies in the financial servi... More
Momentum Range Indicators for T ROWE Overview
Upside/downside measures for T ROWE frame directional pressure and range behavior. They compare current price to recent trend and sentiment readings.
| Information Ratio | 0.0145 | |||
| Maximum Drawdown | 9.42 | |||
| Value At Risk | -1.90 | |||
| Potential Upside | 1.82 |
Volatility and Risk Indicators for T ROWE Overview
These indicators track T ROWE's volatility and return range dynamics. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | -0.0045 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | 0.0521 | |||
| Treynor Ratio | -0.02 |
Mean reversion in T ROWE is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
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 | -0.0045 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.9731 | |||
| Coefficient Of Variation | -9,136 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.87 | |||
| Information Ratio | 0.0145 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | 0.0521 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 9.42 | |||
| Value At Risk | -1.90 | |||
| Potential Upside | 1.82 | |||
| Skewness | 0.7314 | |||
| Kurtosis | 4.29 |
T Rowe Price Backtested Returns
T ROWE posts a very low volatility profile during the defined timeframe. It shows a risk-adjusted return measure of -0.0526, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-one metrics shaping volatility behavior. Please review metrics such as risk-adjusted performance of -0.0045, market risk-adjusted performance of -0.01, and standard deviation of 1.37 to examine volatility dispersion. The fund maintains a market beta of 1.13, which implies a somewhat significant risk relative to the market. Returns on T ROWE closely shadow the overall market, offering near-index exposure without significant amplification or dampening.
Auto-correlation | 0.26 |
Poor predictability
T Rowe Price shows poor predictability when comparing price series from 15th of December 2025 to 29th of January 2026 against from 29th of January 2026 to 15th 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 0.26, nearly 26.0% of T ROWE's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
Technical analysis for T ROWE evaluates price and volume patterns over time. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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. Technical signals complement fundamental exposure context.
The analytics block for T Rowe Price relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardT ROWE Technical Indicators
A technical review of T Rowe Price 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 | -0.0045 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.9731 | |||
| Coefficient Of Variation | -9,136 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.87 | |||
| Information Ratio | 0.0145 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | 0.0521 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 9.42 | |||
| Value At Risk | -1.90 | |||
| Potential Upside | 1.82 | |||
| Skewness | 0.7314 | |||
| Kurtosis | 4.29 |
T Rowe Price One Year Return
Based on the recorded statements, T Rowe Price has an One Year Return of 10.0101%. This is 348.88% higher than that of the T. Rowe Price family and significantly higher than that of the Financial category. The one year return for all United States funds is notably lower than that of the fund.
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 15, 2026 Daily Trend Indicators
A technical review of T Rowe Price 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 | 42.42 | ||
| Day Typical Price | 42.42 | ||
| Price Action Indicator | 0.02 |