T Rowe Price Fund Technical Analysis
| TUHIX Fund | USD 8.24 -0.03 -0.36% |
As of the 15th of March 2026, shares of T Rowe change hands at 8.24 per share. Momentum and volatility readings indicate Risk Adjusted Performance of -0.05, market risk adjusted performance of -0.45, and Standard Deviation of 0.1896. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
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 TUHIX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TUHIXTUHIX |
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. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 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 aggregate gains. This reflects a 0.0% net return in T Rowe on balance across 90 days. T Rowe is often compared with Transamerica Intermediate, PACE MUNICIPAL, T ROWE, MUNICIPAL BOND, National Tax, and THE HARTFORD based on sector and business overlap. This provides context for relative positioning. The fund normally invests at least 80 percent of its net assets in U.S More
T Rowe Upside and Downside Indicators Snapshot
These indicators describe how T Rowe momentum evolves across recent price ranges. The signals are presented as informational context for recent price movement.
| Information Ratio | 0.164 | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | -0.24 | |||
| Potential Upside | 0.2395 |
T Rowe Volatility and Risk Indicators Signals
Market risk indicators summarize volatility and return dispersion for T Rowe. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | -0.05 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.003 | |||
| Treynor Ratio | -0.46 |
The mean reversion principle applied to T Rowe's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
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 | -0.05 | |||
| Market Risk Adjusted Performance | -0.45 | |||
| Mean Deviation | 0.1214 | |||
| Coefficient Of Variation | -5,078 | |||
| Standard Deviation | 0.1896 | |||
| Variance | 0.0359 | |||
| Information Ratio | 0.164 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.003 | |||
| Treynor Ratio | -0.46 | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | -0.24 | |||
| Potential Upside | 0.2395 | |||
| Skewness | 0.2165 | |||
| Kurtosis | 3.7 |
T Rowe Price Backtested Returns
T Rowe presents a very low volatility profile within the defined horizon. It shows a risk-adjusted return measure of -0.0197, 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 -0.05, market risk-adjusted performance of -0.45, and standard deviation of 0.1896 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.03, which means relatively modest fluctuations relative to the market. T Rowe moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | -0.27 |
Weak reverse predictability
Serial correlation analysis for T Rowe Price reveals weak reverse predictability across the intervals from 15th of December 2025 to 29th of January 2026 and from 29th of January 2026 to 15th of March 2026. The degree of alignment between past and current intervals shapes expectations about T Rowe Price's price persistence. At -0.27, nearly 27.0% of current T Rowe price movement aligns with historical price trajectory. 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 | -0.27 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Technical analysis for T Rowe examines price and volume behavior across market regimes. Common inputs include moving averages, RSI, regressions, and price-return correlations.
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. Volatility compression can precede expansion in dispersion regimes.
Inputs for T Rowe Price come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsT Rowe Technical Indicators
Technical indicators tied to T Rowe Price help investors translate chart behavior into a more structured framework for entry, exit, and risk control. 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 | -0.05 | |||
| Market Risk Adjusted Performance | -0.45 | |||
| Mean Deviation | 0.1214 | |||
| Coefficient Of Variation | -5,078 | |||
| Standard Deviation | 0.1896 | |||
| Variance | 0.0359 | |||
| Information Ratio | 0.164 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.003 | |||
| Treynor Ratio | -0.46 | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | -0.24 | |||
| Potential Upside | 0.2395 | |||
| Skewness | 0.2165 | |||
| Kurtosis | 3.7 |
T Rowe Price One Year Return
Based on the recorded statements, T Rowe Price has an One Year Return of 6.832%. This is 206.37% higher than that of the T. Rowe Price family and significantly higher than that of the High Yield Bond 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
Technical indicators tied to T Rowe Price help investors translate chart behavior into a more structured framework for entry, exit, and risk control. 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 | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 8.24 | ||
| Day Typical Price | 8.24 | ||
| Price Action Indicator | -0.01 |