T Rowe Price Fund Technical Analysis
| TRAMX Fund | USD 11.17 -0.22 -1.93% |
As of the 27th of March, T ROWE is trading near 11.17 per share. Technical analytics identify Risk Adjusted Performance of -0.01, market risk adjusted performance of -0.02, and Standard Deviation of 1.19. The analytical framework assesses directional consistency across time frames. Peer-relative positioning is derived from normalized indicator 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 TRAMX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TRAMXTRAMX |
What-If Analysis
What-if analysis for T Rowe Price is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. 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.
| 12/27/2025 |
| 03/27/2026 |
With 0.00 allocated to T ROWE on December 27, 2025 and held through today, you would realize 0.00 in overall gains. That corresponds to a 0.0% total return in T ROWE for the period over 90 days. T ROWE has comparable peers such as SAAT AGGRESSIVE, SAAT AGGRESSIVE, ICON NATURAL, AMERICAN BEACON, AMG MANAGERS, AMG MANAGERS, and ALGER MIDCAP. The fund will normally invest at least 80 percent of its net assets in African and Middle Eastern companies More
Momentum Range Indicators for T ROWE Overview
The momentum profile for T ROWE describes how price movement distributes across upside and downside channels. Trading data across multiple sessions provides the basis for all values shown.
| Information Ratio | 0.0437 | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | -2.06 | |||
| Potential Upside | 1.66 |
Market Risk Indicators for T ROWE Summary
T ROWE's risk profile is reflected through volatility and return variability measures. The information is presented without directional commentary.| Risk Adjusted Performance | -0.01 | |||
| Jensen Alpha | 0.0307 | |||
| Total Risk Alpha | 0.0858 | |||
| Treynor Ratio | -0.03 |
Mean reversion in T ROWE's price occurs when temporary dislocations correct back toward historical fair value. This tendency of T ROWE's price to converge to an average value over time is called mean reversion.
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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.9185 | |||
| Coefficient Of Variation | -8,229 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.42 | |||
| Information Ratio | 0.0437 | |||
| Jensen Alpha | 0.0307 | |||
| Total Risk Alpha | 0.0858 | |||
| Treynor Ratio | -0.03 | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | -2.06 | |||
| Potential Upside | 1.66 | |||
| Skewness | -0.58 | |||
| Kurtosis | 0.5023 |
T Rowe Price Backtested Returns
T ROWE continues to exhibit a very low volatility profile over the designated horizon. It shows a risk-adjusted return measure of -0.0294, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-one metrics shaping volatility behavior. Please examine metrics such as risk-adjusted performance of -0.01, market risk-adjusted performance of -0.02, and standard deviation of 1.19 to validate volatility assumptions. The fund owns a Beta (Market Risk) of 0.72, which implies generally lower market sensitivity than the broad market. T ROWE moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
T Rowe Price shows almost perfect reverse predictability when comparing price series from 27th of December 2025 to 10th of February 2026 against from 10th of February 2026 to 27th 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 -0.73, around 73.0% 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 | -0.73 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Price and volume behavior for T ROWE form the basis of this analysis. 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. Price movements may be comparatively less responsive to macroeconomic volatility.
Reported values for T Rowe Price are derived from fund disclosures and market reference feeds and then standardized for analysis. Refresh timing depends on source availability.
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 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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.9185 | |||
| Coefficient Of Variation | -8,229 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.42 | |||
| Information Ratio | 0.0437 | |||
| Jensen Alpha | 0.0307 | |||
| Total Risk Alpha | 0.0858 | |||
| Treynor Ratio | -0.03 | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | -2.06 | |||
| Potential Upside | 1.66 | |||
| Skewness | -0.58 | |||
| Kurtosis | 0.5023 |
T Rowe Price One Year Return
T ROWE's One Year Return of 12.1804% compares much above the T. Rowe Price family. Relative to the Miscellaneous Region 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 27, 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 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 | 0.98 | ||
| Day Median Price | 11.17 | ||
| Day Typical Price | 11.17 | ||
| Price Action Indicator | -0.11 |