T Rowe Price Fund Market Value
| PRMSX Fund | USD 51.02 0.21 0.41% |
| Symbol | PRMSX |
T Rowe 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to T Rowe's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of T Rowe.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in T Rowe on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding T Rowe Price or generate 0.0% return on investment in T Rowe over 90 days. T Rowe is related to or competes with T Rowe, T Rowe, T Rowe, T Rowe, T Rowe, T Rowe, and T Rowe. The fund normally invests at least 80 percent of its net assets in stocks of companies in emerging markets More
T Rowe Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure T Rowe's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess T Rowe Price upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7787 | |||
| Information Ratio | 0.237 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.95 |
T Rowe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T Rowe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T Rowe's standard deviation. In reality, there are many statistical measures that can use T Rowe historical prices to predict the future T Rowe's volatility.| Risk Adjusted Performance | 0.2609 | |||
| Jensen Alpha | 0.2347 | |||
| Total Risk Alpha | 0.1967 | |||
| Sortino Ratio | 0.2681 | |||
| Treynor Ratio | 0.4277 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of T Rowe's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
T Rowe March 1, 2026 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 | 0.2609 | |||
| Market Risk Adjusted Performance | 0.4377 | |||
| Mean Deviation | 0.6993 | |||
| Semi Deviation | 0.253 | |||
| Downside Deviation | 0.7787 | |||
| Coefficient Of Variation | 294.89 | |||
| Standard Deviation | 0.8807 | |||
| Variance | 0.7756 | |||
| Information Ratio | 0.237 | |||
| Jensen Alpha | 0.2347 | |||
| Total Risk Alpha | 0.1967 | |||
| Sortino Ratio | 0.2681 | |||
| Treynor Ratio | 0.4277 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.95 | |||
| Downside Variance | 0.6064 | |||
| Semi Variance | 0.064 | |||
| Expected Short fall | (0.80) | |||
| Skewness | 0.2583 | |||
| Kurtosis | 0.14 |
T Rowe Price Backtested Returns
T Rowe appears to be very steady, given 3 months investment horizon. T Rowe Price owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the fund had a 0.31 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for T Rowe Price, which you can use to evaluate the volatility of the entity. Please review T Rowe's Market Risk Adjusted Performance of 0.4377, risk adjusted performance of 0.2609, and Downside Deviation of 0.7787 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, T Rowe's returns are expected to increase less than the market. However, during the bear market, the loss of holding T Rowe is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
T Rowe Price has very good predictability. Overlapping area represents the amount of predictability between T Rowe time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of T Rowe Price price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current T Rowe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in PRMSX Mutual Fund
T Rowe financial ratios help investors to determine whether PRMSX Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PRMSX with respect to the benefits of owning T Rowe security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |