Themes Global Systemically Etf Market Value
| GSIB Etf | 54.14 0.37 0.69% |
| Symbol | Themes |
Themes Global System's market price often diverges from its book value, the accounting figure shown on Themes's balance sheet. Smart investors calculate Themes Global's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Themes Global's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Themes Global on November 19, 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 | 1.07 | |||
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.69 |
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 | 0.1263 | |||
| Jensen Alpha | 0.1089 | |||
| Total Risk Alpha | 0.0973 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.1457 |
Themes Global 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 | 0.1263 | |||
| Market Risk Adjusted Performance | 0.1557 | |||
| Mean Deviation | 0.8478 | |||
| Semi Deviation | 0.9239 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 641.83 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.11 | |||
| Information Ratio | 0.1056 | |||
| Jensen Alpha | 0.1089 | |||
| Total Risk Alpha | 0.0973 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.1457 | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 1.14 | |||
| Semi Variance | 0.8536 | |||
| Expected Short fall | (0.92) | |||
| Skewness | (0.19) | |||
| Kurtosis | 0.2882 |
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 0.22, which indicates the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Themes Global Systemically, which you can use to evaluate the volatility of the etf. Please review Themes Global's Semi Deviation of 0.9239, risk adjusted performance of 0.1263, and Coefficient Of Variation of 641.83 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.06, which indicates a somewhat significant risk relative to the market. 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 | 0.65 |
Good predictability
Themes Global Systemically has good predictability. Overlapping area represents the amount of predictability between Themes Global 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 Themes Global System price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Themes Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Themes Global System offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Themes Global's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Themes Global Systemically Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Themes Global Systemically Etf:Check out Themes Global Correlation, Themes Global Volatility and Themes Global Performance module to complement your research on Themes Global. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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.