Global X Msci Etf Market Value
| EFAS Etf | USD 20.82 0.31 1.51% |
| Symbol | Global |
The market value of Global X MSCI 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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. 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.
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. 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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Global X on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Global X MSCI or generate 0.0% return on investment in Global X over 90 days. Global X is related to or competes with Global X, IShares ESG, Global X, Aztlan Global, Sprott Copper, Xtrackers RREEF, and First Trust. The fund invests at least 80 percent of its total assets in the securities of the underlying index 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 MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.608 | |||
| Information Ratio | 0.1823 | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.09 |
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 | 0.2575 | |||
| Jensen Alpha | 0.1605 | |||
| Total Risk Alpha | 0.1329 | |||
| Sortino Ratio | 0.1913 | |||
| Treynor Ratio | 0.4405 |
Global X February 9, 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 | 0.2575 | |||
| Market Risk Adjusted Performance | 0.4505 | |||
| Mean Deviation | 0.5241 | |||
| Semi Deviation | 0.281 | |||
| Downside Deviation | 0.608 | |||
| Coefficient Of Variation | 309.79 | |||
| Standard Deviation | 0.6381 | |||
| Variance | 0.4072 | |||
| Information Ratio | 0.1823 | |||
| Jensen Alpha | 0.1605 | |||
| Total Risk Alpha | 0.1329 | |||
| Sortino Ratio | 0.1913 | |||
| Treynor Ratio | 0.4405 | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.09 | |||
| Downside Variance | 0.3697 | |||
| Semi Variance | 0.079 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.40) |
Global X MSCI Backtested Returns
Currently, Global X MSCI is very steady. Global X MSCI holds Efficiency (Sharpe) Ratio of 0.31, which attests that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Global X MSCI, which you can use to evaluate the volatility of the entity. Please check out Global X's Risk Adjusted Performance of 0.2575, downside deviation of 0.608, and Market Risk Adjusted Performance of 0.4505 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The etf retains a Market Volatility (i.e., Beta) of 0.44, 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 | 0.81 |
Very good predictability
Global X MSCI has very good predictability. Overlapping area represents the amount of predictability between Global X time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 MSCI price movement. The serial correlation of 0.81 indicates that around 81.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Thematic Opportunities
Explore Investment Opportunities
Check out Global X Correlation, Global X Volatility and Global X Performance module to complement your research on Global X. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
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.