Global X (UK) Market Value
| BKCH Etf | 17.09 1.32 8.37% |
| Symbol | Global |
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.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in Global X on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Global X Blockchain or generate 0.0% return on investment in Global X over 30 days. Global X is related to or competes with Global X, Global X, Global X, Global X, Global X, Global X, and Global X. 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 Blockchain upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 23.9 | |||
| Value At Risk | (8.48) | |||
| Potential Upside | 8.37 |
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 | (0.03) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | (0.23) |
Global X Blockchain Backtested Returns
Global X Blockchain holds Efficiency (Sharpe) Ratio of -0.0513, which attests that the entity had a -0.0513 % return per unit of risk over the last 3 months. Global X Blockchain exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global X's Market Risk Adjusted Performance of (0.22), standard deviation of 5.38, and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 1.27, 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 | -0.29 |
Weak reverse predictability
Global X Blockchain has weak reverse predictability. Overlapping area represents the amount of predictability between Global X time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th of January 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 Blockchain price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Global X Blockchain lagged returns against current returns
Autocorrelation, which is Global X etf'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 Global X's etf expected returns. We can calculate the autocorrelation of Global X returns to help us make a trade decision. For example, suppose you find that Global X has exhibited high autocorrelation historically, and you observe that the etf 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 |
Global X 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 Global X etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global X etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global X etf over time.
Current vs Lagged Prices |
| Timeline |
Global X Lagged Returns
When evaluating Global X's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global X etf have on its future price. Global X 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, Global X autocorrelation shows the relationship between Global X etf current value and its past values and can show if there is a momentum factor associated with investing in Global X Blockchain.
Regressed Prices |
| Timeline |
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Check out Global X Correlation, Global X Volatility and Global X Alpha and Beta module to complement your research on Global X. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Global X technical etf 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, etf market cycles, or different charting patterns.