T. Rowe Price Group Inc (TROW) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to TROW's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: -2.33%.   Win rate: 42.86%.   Sharpe Ratio: -0.568.
Mean CAGR of winning trades: 13.02%. Time in market: 1340 days.   Average win: 14.00% Average loss: -14.58%.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for T. Rowe Price Group

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 7 signal(s): (42.86% * 14.00%) - (57.14% * 14.58%) = -2.33%.
Wins: 3 Losses: 4

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

T. Rowe Price Group Analysis

Market sector: Financials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Rate of Change Backtest Summary (Trailing Stops System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change entry signal and held until the initial 20% stop loss or the trailing stop loss was triggered.

Key:   electric_bolt : high CAGR trade schedule : open trade

Signal Date Price CAGR Profit / Loss Running Avg
29 October 2018 bubble_chart   MEDIUM   $90.67 20.28% electric_bolt 27.93% 27.93 %
03 March 2020 bubble_chart   MEDIUM   $122.95 -100.00% -23.85% 2.04 %
07 October 2021   MEDIUM   $195.17 -27.20% -8.09% -1.34 %
26 January 2022   MEDIUM   smart_toy0.97 $158.38 -59.94% -20.79% -6.2 %
01 November 2023   MEDIUM   $90.98 18.42% electric_bolt 13.75% -2.21 %
17 March 2025   MEDIUM   smart_toy0.978 $93.80 0.36% 0.32% -1.79 %
18 February 2026   MEDIUM   $94.60 -38.50% schedule -5.57% -2.33 %

 

The data for T. Rowe Price Group Inc (exchange: XNAS symbol: TROW) was last updated 10 Apr 2026 04:47. Data for this stock is available from 19 Feb 2016 - 09 Apr 2026.