Global X Data Etf Key Fundamental Indicators
| VPN Etf | USD 23.84 0.10 0.42% |
As of the 17th of February 2026, Global X retains the Market Risk Adjusted Performance of 0.7718, risk adjusted performance of 0.0854, and Downside Deviation of 4.18. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Global X Data, as well as the relationship between them.
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 Data 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. The market value of Global X Data is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global X's value that differs from its market value or its book value, called intrinsic value, which is Global X's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Global X's market value can be influenced by many factors that don't directly affect Global X's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Global X's value and its price as these two are different measures arrived at by different means. Investors typically determine if Global X is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Global X's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Global X on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Global X Data or generate 0.0% return on investment in Global X over 90 days. Global X is related to or competes with Ecofin Global, International Drawdown, and Invesco Bloomberg. The fund invests at least 80 percent of its total assets, plus borrowings for investments purposes, in the securities of... 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 Data upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.18 | |||
| Information Ratio | 0.0779 | |||
| Maximum Drawdown | 23.72 | |||
| Value At Risk | (8.60) | |||
| Potential Upside | 8.27 |
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 | 0.0854 | |||
| Jensen Alpha | 0.3316 | |||
| Total Risk Alpha | 0.0737 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | 0.7618 |
Global X February 17, 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 | 0.0854 | |||
| Market Risk Adjusted Performance | 0.7718 | |||
| Mean Deviation | 2.24 | |||
| Semi Deviation | 3.51 | |||
| Downside Deviation | 4.18 | |||
| Coefficient Of Variation | 1041.65 | |||
| Standard Deviation | 3.85 | |||
| Variance | 14.85 | |||
| Information Ratio | 0.0779 | |||
| Jensen Alpha | 0.3316 | |||
| Total Risk Alpha | 0.0737 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | 0.7618 | |||
| Maximum Drawdown | 23.72 | |||
| Value At Risk | (8.60) | |||
| Potential Upside | 8.27 | |||
| Downside Variance | 17.45 | |||
| Semi Variance | 12.32 | |||
| Expected Short fall | (2.19) | |||
| Skewness | 0.1614 | |||
| Kurtosis | 3.97 |
Global X Data Backtested Returns
Global X appears to be not too volatile, given 3 months investment horizon. Global X Data holds Efficiency (Sharpe) Ratio of 0.0856, which attests that the entity had a 0.0856 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global X Data, which you can use to evaluate the volatility of the entity. Please utilize Global X's Downside Deviation of 4.18, market risk adjusted performance of 0.7718, and Risk Adjusted Performance of 0.0854 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global X's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global X is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Global X Data has below average predictability. Overlapping area represents the amount of predictability between Global X time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Data price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Global X Data has a Beta of 1.18. This is much higher than that of the Global X Funds family and significantly higher than that of the Real Estate category. The beta for all United States etfs is notably lower than that of the firm.
Global Beta 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 Beta 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 beta as compared to similar ETFs.
Global Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Global X's current stock value. Our valuation model uses many indicators to compare Global X value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Global X competition to find correlations between indicators driving Global X's intrinsic value. More Info.Global X Data is rated first in beta as compared to similar ETFs. It is rated first in one year return as compared to similar ETFs reporting about 41.02 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Global X's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Global X
The fund invests 99.86% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Global X's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Global X will likely underperform.
Global Fundamentals
| Beta | 1.18 | |||
| Total Asset | 63.37 M | |||
| One Year Return | 48.40 % | |||
| Three Year Return | 26.00 % | |||
| Five Year Return | 12.00 % | |||
| Net Asset | 63.37 M | |||
| Equity Positions Weight | 99.86 % |
About Global X Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Global X Data'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 Data 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.The fund invests at least 80 percent of its total assets, plus borrowings for investments purposes, in the securities of the Solactive Data Center REITs Digital Infrastructure Index and in ADRs and GDRs based on the securities in the index. Gx Data is traded on NASDAQ Exchange in the United States.
Pair Trading with Global X
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Global X position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Global X will appreciate offsetting losses from the drop in the long position's value.Moving together with Global Etf
| 0.74 | VNQ | Vanguard Real Estate | PairCorr |
| 0.73 | XLRE | Real Estate | PairCorr |
| 0.74 | IYR | iShares Real Estate | PairCorr |
| 0.71 | ICF | iShares Cohen Steers Low Volatility | PairCorr |
Moving against Global Etf
| 0.36 | HHH | Howard Hughes Holdings Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Global X could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Global X when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Global X - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Global X Data to buy it.
The correlation of Global X is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Global X moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Global X Data moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Global X can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
The market value of Global X Data is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global X's value that differs from its market value or its book value, called intrinsic value, which is Global X's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Global X's market value can be influenced by many factors that don't directly affect Global X's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Global X's value and its price as these two are different measures arrived at by different means. Investors typically determine if Global X is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Global X's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.