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: -0.45%.   Win rate: 62.50%.   Sharpe Ratio: -1.481.   Maximum drawdown: -48.09% on 30 October 2023.
Mean CAGR: 141.93%. Time in market: 4115 days.   Hypothetical return: $1000 would be worth $787.65 on 15 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 30 April 2024 for a 7.5% profit target: (62.50% * 9.41%) + (12.50% * 1.04%) - (25.00% * 25.84%) = -0.45%.
Wins: 10 Breakevens: 2 Losses: 4

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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
20 March 2026   MEDIUM   FIRE SALE   smart_toy0.777 Super Oversold $ 86.57 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
18 March 2026   HIGH   FIRE SALE   smart_toy0.705 Super Oversold $ 87.48 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
07 April 2025   HIGH   FIRE SALE   smart_toy0.988 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.997 Super Oversold $ 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   MEDIUM   FIRE SALE   smart_toy0.983 Super Oversold $ 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   MEDIUM   FIRE SALE   smart_toy0.909 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.992 Super Oversold $ 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   MEDIUM   FIRE SALE   smart_toy0.989 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.978 Super Oversold $ 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   MEDIUM   FIRE SALE   smart_toy0.885 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.842 Super Oversold $ 124.79 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
28 April 2022   MEDIUM   FIRE SALE   smart_toy0.799 Super Oversold $ 130.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 February 2022   HIGH     smart_toy0.904 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.932 Super Oversold $ 144.22 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
04 February 2022   MEDIUM   FIRE SALE   smart_toy0.99 Super Oversold $ 148.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2022   MEDIUM     smart_toy0.856 Super Oversold $ 172.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 March 2020   HIGH     smart_toy0.981 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.995 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.991 Super Oversold $ 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   HIGH   FIRE SALE   smart_toy0.981 Super Oversold $ 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   MEDIUM   FIRE SALE   smart_toy0.843 Super Oversold $ 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 08 May 2026 01:35. Data for this stock is available from 19 Feb 2016 - 07 May 2026.