T Rowe Price Fund Technical Analysis
| PRTAX Fund | USD 9.27 -0.04 -0.43% |
As of the 25th of March, T ROWE trades at 9.27 per share. Key technical indicators include Market Risk Adjusted Performance of -0.20, risk adjusted performance of -0.04, and Standard Deviation of 0.1961. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
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 PRTAX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PRTAXPRTAX |
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. Used properly, this review provides context for deciding whether T ROWE's historical reward profile was stable enough to support the current thesis.
| 12/25/2025 |
| 03/25/2026 |
If you invested 0.00 in T ROWE on December 25, 2025 and closed the position today, you would record 0.00 in aggregate return. This reflects a 0.0% return on investment in T ROWE in aggregate across 90 days. Related fund peers for T ROWE include T ROWE, PRUDENTIAL FLOATING, T Rowe, AMERICAN FUNDS, Gabelli Dividend, HIGH INCOME, and MARYLAND TAX-FREE. Normally, at least 80 percent of the funds income will be exempt from federal income taxes More
T ROWE Momentum Range Indicators Summary
Recent price range behavior for T ROWE is summarized through upside and downside momentum indicators. These signals organize short-term price behavior into a structured momentum view.
| Information Ratio | 0.2654 | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | -0.43 | |||
| Potential Upside | 0.2141 |
T ROWE Volatility and Risk Indicators Snapshot
The risk context for T ROWE is expressed through volatility and drawdown-related metrics. The figures are grounded in exchange-reported price and volume records.| Risk Adjusted Performance | -0.04 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0038 | |||
| Treynor Ratio | -0.21 |
Experienced market participants anticipate that T ROWE's price will even out over time. Periods when T ROWE's deviates significantly from its historical mean may warrant further fundamental analysis.
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 | -0.04 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 0.1185 | |||
| Coefficient Of Variation | -13,581 | |||
| Standard Deviation | 0.1961 | |||
| Variance | 0.0385 | |||
| Information Ratio | 0.2654 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0038 | |||
| Treynor Ratio | -0.21 | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | -0.43 | |||
| Potential Upside | 0.2141 | |||
| Skewness | -1.40 | |||
| Kurtosis | 4.19 |
T Rowe Price Backtested Returns
T ROWE appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It shows a risk-adjusted return measure of close to zero, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-one metrics shaping volatility behavior. Please review metrics such as market risk-adjusted performance of -0.20, risk-adjusted performance of -0.04, and standard deviation of 0.1961 to confirm whether our risk estimates align with your expectations. The fund holds a Beta of 0.0558, which means very low measured sensitivity to broad market movements. 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 | -0.45 |
Modest reverse predictability
The autocorrelation profile for T Rowe Price registers modest reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling T Rowe Price's near-term price behavior. A serial correlation of -0.45 indicates that just about 45.0% of current T ROWE price fluctuations can be explained by its historical price 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 | -0.45 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
The model reviews T ROWE using price movement and volume trends. The data reflects past price movement and volume trends.
Technical Analysis
This analysis covers thirty-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. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Inputs for T Rowe Price come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag.
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. 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 | -0.04 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 0.1185 | |||
| Coefficient Of Variation | -13,581 | |||
| Standard Deviation | 0.1961 | |||
| Variance | 0.0385 | |||
| Information Ratio | 0.2654 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0038 | |||
| Treynor Ratio | -0.21 | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | -0.43 | |||
| Potential Upside | 0.2141 | |||
| Skewness | -1.40 | |||
| Kurtosis | 4.19 |
T Rowe Price One Year Return
T ROWE's One Year Return of 3.5683% compares 60.01% above the T. Rowe Price family. Relative to the Muni National Long 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 25, 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. 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 | 1.00 | ||
| Day Median Price | 9.27 | ||
| Day Typical Price | 9.27 | ||
| Price Action Indicator | -0.02 |