T Rowe (Germany) Market Value
| TR1 Stock | EUR 85.87 2.21 2.64% |
| Symbol | TR1 |
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 stock 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in T Rowe on December 17, 2024 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 Veolia Environnement, Singapore Telecommunicatio, China Communications, MAANSHAN IRON, and COMBA TELECOM. Rowe Price Group, Inc. is a publicly owned investment manager 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 stock 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.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.99 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 1.92 |
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 | (0.21) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (1.62) |
T Rowe Price Backtested Returns
T Rowe Price owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the company had a -0.23 % return per unit of standard deviation over the last 3 months. T Rowe Price exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate T Rowe's Standard Deviation of 1.73, risk adjusted performance of (0.21), and Market Risk Adjusted Performance of (1.61) to confirm the risk estimate we provide. The firm has a beta of 0.26, which indicates not very significant fluctuations relative to the market. 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. At this point, T Rowe Price has a negative expected return of -0.42%. Please make sure to validate T Rowe's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if T Rowe Price performance from the past will be repeated at some future date.
Auto-correlation | 0.09 |
Virtually no predictability
T Rowe Price has virtually no predictability. Overlapping area represents the amount of predictability between T Rowe time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. 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 0.09 indicates that less than 9.0% of current T Rowe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 44.06 |
T Rowe Price lagged returns against current returns
Autocorrelation, which is T Rowe stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting T Rowe's stock expected returns. We can calculate the autocorrelation of T Rowe returns to help us make a trade decision. For example, suppose you find that T Rowe has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
T Rowe regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If T Rowe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T Rowe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T Rowe stock over time.
Current vs Lagged Prices |
| Timeline |
T Rowe Lagged Returns
When evaluating T Rowe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T Rowe stock have on its future price. T Rowe autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, T Rowe autocorrelation shows the relationship between T Rowe stock current value and its past values and can show if there is a momentum factor associated with investing in T Rowe Price.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in TR1 Stock
When determining whether T Rowe Price is a strong investment it is important to analyze T Rowe's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact T Rowe's future performance. For an informed investment choice regarding TR1 Stock, refer to the following important reports:Check out T Rowe Correlation, T Rowe Volatility and T Rowe Alpha and Beta module to complement your research on T Rowe. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
T Rowe technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.