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: 0.69%.   Win rate: 81.25%.   Sharpe Ratio: -0.898.   Maximum drawdown: 48.10% on 30 October 2023.
Mean CAGR: 206.11%. Time in market: 2351 days.   Hypothetical return: $1000 would be worth $948.91 on 03 November 2023.
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 16 signal(s) occurring before 11 March 2024 for a 5% profit target: (81.25% * 6.84%) + (0% * 0%) - (18.75% * 25.96%) = 0.69%.
Wins: 13 Breakevens: 0 Losses: 3

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

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.

 

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
18 March 2026   50 $ 87.48 schedule schedule schedule schedule schedule
07 April 2025   50 $ 80.61 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
04 April 2025   50 $ 83.54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 March 2025   40 $ 92.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 October 2023   40 $ 90.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 June 2022   60 $ 106.66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 June 2022   30 $ 107.58 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 June 2022   60 $ 109.20 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
09 May 2022   30 $ 123.06 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
02 May 2022   60 $ 124.79 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
28 April 2022   30 $ 130.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 February 2022   55 $ 143.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
14 February 2022   55 $ 144.22 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
04 February 2022   25 $ 148.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2022   15 $ 172.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 March 2020  bubble_chart   100 $ 87.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
12 March 2020  bubble_chart   90 $ 93.62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
09 March 2020  bubble_chart   100 $ 104.02 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 December 2018  bubble_chart   80 $ 82.59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 October 2018  bubble_chart   40 $ 91.90 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for T. Rowe Price Group Inc (exchange: XNAS symbol: TROW) was last updated 19 Mar 2026 13:54. Data for this stock is available from 19 Feb 2016 - 18 Mar 2026.