T Rowe Price Fund Technical Analysis
| PRUFX Fund | USD 102.30 1.24 1.23% |
Market data as of the 9th of March shows T Rowe priced at 102.30 per share. Measured indicators report Downside Deviation of 1.13, market risk adjusted performance of 0.0996, and Risk Adjusted Performance of 0.0499. 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 PRUFX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PRUFXPRUFX |
T Rowe '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.
| 12/09/2025 |
| 03/09/2026 |
If you invested 0.00 in T Rowe on December 9, 2025 and closed the position today, you would earn 0.00 in cumulative gains. Overall, this is a 0.0% return on investment in T Rowe in aggregate over 90 days.. T Rowe is related to or competes with T Rowe, T Rowe, T Rowe, Amcap Fund, T Rowe, Amcap Fund, and T Rowe. The comparison helps frame competitive context. The fund normally invests at least 80 percent of its net assets in stocks of companies with growth characteristics More
T Rowe Upside and Downside Indicators Summary
Upside and downside indicators for T Rowe summarize momentum balance and potential range context for the fund. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0515 | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.37 |
T Rowe Market Risk Indicators Summary
Market risk indicators summarize volatility and return dispersion for T Rowe. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.1087 | |||
| Total Risk Alpha | 0.109 | |||
| Sortino Ratio | 0.0958 | |||
| Treynor Ratio | 0.0896 |
Mean reversion in T Rowe's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
T Rowe 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 | 0.0499 | |||
| Market Risk Adjusted Performance | 0.0996 | |||
| Mean Deviation | 0.9504 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 1780.69 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.44 | |||
| Information Ratio | 0.0515 | |||
| Jensen Alpha | 0.1087 | |||
| Total Risk Alpha | 0.109 | |||
| Sortino Ratio | 0.0958 | |||
| Treynor Ratio | 0.0896 | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 1.01 | |||
| Expected Short fall | -1.01 | |||
| Skewness | 5.8 | |||
| Kurtosis | 42.06 |
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 0.0641, signaling dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-eight metrics shaping volatility behavior. Please assess metrics such as market risk-adjusted performance of 0.0996, risk-adjusted performance of 0.0499, and Downside Deviation of 1.13 to validate implied volatility levels. The fund shows a Beta (market volatility) of 1.21, which alludes to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, T Rowe will likely underperform.
Auto-correlation | -0.37 |
Poor reverse predictability
T Rowe Price exhibits poor reverse predictability. Autocorrelation measures the degree of predictability between T Rowe time series from 9th of December 2025 to 23rd of January 2026 and from 23rd of January 2026 to 9th of March 2026. 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. A serial correlation of -0.37 indicates that just about 37.0% 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 | -0.37 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 4.53 |
T Rowe technical mutual fund analysis uses price and volume transformations to study behavior. The view references moving averages, RSI, regressions, and chart pattern signals.
T Rowe Price 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 T Rowe Price volatility. High ATR values indicate high volatility, and low values indicate low volatility.
T Rowe Technical Analysis Overview
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. This analysis reviews how T Rowe integrates into a multi-asset portfolio across market cycles.
Methodology
Unless otherwise specified, data for T Rowe Price is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. PRUFX (USA Stocks:PRUFX) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Technical and fundamental diagnostic scores are rule-based values computed from historical price and fundamental inputs.
Assumptions
Information for T Rowe Price is compiled from public fund disclosures, holdings reports, and market data feeds and official sources including U.S. Securities and Exchange Commission (SEC) via EDGAR. Reporting latency may occur in some cases. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
T Rowe Price may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
T 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 | 0.0499 | |||
| Market Risk Adjusted Performance | 0.0996 | |||
| Mean Deviation | 0.9504 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 1780.69 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.44 | |||
| Information Ratio | 0.0515 | |||
| Jensen Alpha | 0.1087 | |||
| Total Risk Alpha | 0.109 | |||
| Sortino Ratio | 0.0958 | |||
| Treynor Ratio | 0.0896 | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 1.01 | |||
| Expected Short fall | -1.01 | |||
| Skewness | 5.8 | |||
| Kurtosis | 42.06 |
T Rowe Price One Year Return
Based on the recorded statements, T Rowe Price has an One Year Return of 14.1853%. This is much higher than that of the T. Rowe Price family and significantly higher than that of the Large Growth category. The one year return for all United States funds is notably lower than that of the firm.
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.T Rowe March 9, 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 | 1.01 | ||
| Day Median Price | 102.30 | ||
| Day Typical Price | 102.30 | ||
| Price Action Indicator | 0.62 |
Additional Resources for PRUFX Mutual Fund Analysis
Other Information on Investing in PRUFX Mutual Fund
T Rowe financial ratios help frame valuation context across profits, cash flow, and enterprise value. They help compare PRUFX across measures in a consistent way.
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