Global X Funds Etf Key Fundamental Indicators
| RSSL Etf | 102.97 1.25 1.23% |
As of the 15th of February 2026, Global X retains the Market Risk Adjusted Performance of 0.1078, downside deviation of 1.14, and Risk Adjusted Performance of 0.0881. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Global X Funds, as well as the relationship between them. Please check out Global X Funds variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Global X is priced fairly, providing market reflects its last-minute price of 102.97 per share.
Global X's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Global X's valuation are provided below:Global X Funds does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Investors evaluate Global X Funds using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Global X's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Global X's market price to deviate significantly from intrinsic value.
It's important to distinguish between Global X's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Global X should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Global X's market price signifies the transaction level at which participants voluntarily complete trades.
Global X '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 Global X's etf 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 Global X.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Global X on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Global X Funds or generate 0.0% return on investment in Global X over 90 days. Global X is related to or competes with IShares Consumer, JPMorgan Emerging, Vanguard Russell, Nuveen ESG, Schwab International, IShares MSCI, and Invesco SP. Global X is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Global X 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 Global X's etf 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 Global X Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0466 | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.02 |
Global X Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global X's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global X's standard deviation. In reality, there are many statistical measures that can use Global X historical prices to predict the future Global X's volatility.| Risk Adjusted Performance | 0.0881 | |||
| Jensen Alpha | 0.0448 | |||
| Total Risk Alpha | 0.0269 | |||
| Sortino Ratio | 0.0487 | |||
| Treynor Ratio | 0.0978 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global X'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.
Global X February 15, 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 | 0.0881 | |||
| Market Risk Adjusted Performance | 0.1078 | |||
| Mean Deviation | 0.9224 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.14 | |||
| Coefficient Of Variation | 950.77 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.43 | |||
| Information Ratio | 0.0466 | |||
| Jensen Alpha | 0.0448 | |||
| Total Risk Alpha | 0.0269 | |||
| Sortino Ratio | 0.0487 | |||
| Treynor Ratio | 0.0978 | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 1.31 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.1706 | |||
| Kurtosis | 0.3771 |
Global X Funds Backtested Returns
Global X appears to be very steady, given 3 months investment horizon. Global X Funds holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Global X Funds, which you can use to evaluate the volatility of the entity. Please utilize Global X's Market Risk Adjusted Performance of 0.1078, risk adjusted performance of 0.0881, and Downside Deviation of 1.14 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.18, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Global X will likely underperform.
Auto-correlation | 0.73 |
Good predictability
Global X Funds has good predictability. Overlapping area represents the amount of predictability between Global X time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Global X Funds price movement. The serial correlation of 0.73 indicates that around 73.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 3.03 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Global X Funds has an One Year Return of 17.5%. This is much higher than that of the family and significantly higher than that of the Small Blend category. The one year return for all United States etfs is notably lower than that of the firm.
Global One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Global X's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Global X could also be used in its relative valuation, which is a method of valuing Global X by comparing valuation metrics of similar companies.Global X is currently under evaluation in one year return as compared to similar ETFs.
About Global X Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Global X Funds's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Global X using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Global X Funds based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Global X is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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Investors evaluate Global X Funds using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Global X's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Global X's market price to deviate significantly from intrinsic value.
It's important to distinguish between Global X's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Global X should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Global X's market price signifies the transaction level at which participants voluntarily complete trades.