Themes Global Systemically Etf Market Value
| GSIB Etf | 54.77 0.99 1.84% |
| Symbol | Themes |
The market value of Themes Global System is measured differently than its book value, which is the value of Themes that is recorded on the company's balance sheet. Investors also form their own opinion of Themes Global's value that differs from its market value or its book value, called intrinsic value, which is Themes Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Themes Global's market value can be influenced by many factors that don't directly affect Themes Global'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 Themes Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Themes Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Themes Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Themes Global '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 Themes Global'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 Themes Global.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Themes Global on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Themes Global Systemically or generate 0.0% return on investment in Themes Global over 90 days. Themes Global is related to or competes with Matthews Emerging, PGIM ETF, PGIM ETF, StockSnips, Virtus ETF, National Security, and JP Morgan. Themes Global is entity of United States More
Themes Global 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 Themes Global'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 Themes Global Systemically upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9323 | |||
| Information Ratio | 0.192 | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.61 |
Themes Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Themes Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Themes Global's standard deviation. In reality, there are many statistical measures that can use Themes Global historical prices to predict the future Themes Global's volatility.| Risk Adjusted Performance | 0.2122 | |||
| Jensen Alpha | 0.1663 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1751 | |||
| Treynor Ratio | 0.2448 |
Themes Global January 27, 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 | 0.2122 | |||
| Market Risk Adjusted Performance | 0.2548 | |||
| Mean Deviation | 0.6619 | |||
| Semi Deviation | 0.6598 | |||
| Downside Deviation | 0.9323 | |||
| Coefficient Of Variation | 348.12 | |||
| Standard Deviation | 0.8502 | |||
| Variance | 0.7229 | |||
| Information Ratio | 0.192 | |||
| Jensen Alpha | 0.1663 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1751 | |||
| Treynor Ratio | 0.2448 | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.61 | |||
| Downside Variance | 0.8692 | |||
| Semi Variance | 0.4353 | |||
| Expected Short fall | (0.75) | |||
| Skewness | (0.70) | |||
| Kurtosis | 0.6538 |
Themes Global System Backtested Returns
Themes Global appears to be very steady, given 3 months investment horizon. Themes Global System owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the etf had a 0.28 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Themes Global Systemically, which you can use to evaluate the volatility of the etf. Please review Themes Global's Risk Adjusted Performance of 0.2122, semi deviation of 0.6598, and Coefficient Of Variation of 348.12 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.96, which indicates possible diversification benefits within a given portfolio. Themes Global returns are very sensitive to returns on the market. As the market goes up or down, Themes Global is expected to follow.
Auto-correlation | 0.49 |
Average predictability
Themes Global Systemically has average predictability. Overlapping area represents the amount of predictability between Themes Global time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Themes Global System price movement. The serial correlation of 0.49 indicates that about 49.0% of current Themes Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
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| HITI | High Tide | |
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Check out Themes Global Correlation, Themes Global Volatility and Themes Global Alpha and Beta module to complement your research on Themes Global. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Themes Global 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.