Global X Data Etf Market Value
| VPN Etf | USD 26.21 2.61 11.06% |
| Symbol | Global |
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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Global X on November 20, 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 Advisors Inner, Xtrackers, Draco Evolution, Pacer Small, VanEck ETF, Horizon Kinetics, and Brendan Wood. 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 | 4.44 | |||
| Information Ratio | 0.0611 | |||
| 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 | 0.0672 | |||
| Jensen Alpha | 0.2606 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0547 | |||
| Treynor Ratio | 0.4951 |
Global X February 18, 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 | 0.0672 | |||
| Market Risk Adjusted Performance | 0.5051 | |||
| Mean Deviation | 2.3 | |||
| Semi Deviation | 3.86 | |||
| Downside Deviation | 4.44 | |||
| Coefficient Of Variation | 1343.31 | |||
| Standard Deviation | 3.97 | |||
| Variance | 15.75 | |||
| Information Ratio | 0.0611 | |||
| Jensen Alpha | 0.2606 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0547 | |||
| Treynor Ratio | 0.4951 | |||
| Maximum Drawdown | 23.72 | |||
| Value At Risk | (8.60) | |||
| Potential Upside | 8.27 | |||
| Downside Variance | 19.67 | |||
| Semi Variance | 14.93 | |||
| Expected Short fall | (2.17) | |||
| Skewness | 0.0609 | |||
| Kurtosis | 3.56 |
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 0.0931, which attests that the entity had a 0.0931 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Global X Data, which you can use to evaluate the volatility of the entity. Please utilize Global X's Risk Adjusted Performance of 0.0672, downside deviation of 4.44, and Market Risk Adjusted Performance of 0.5051 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.58, 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 | 0.26 |
Poor predictability
Global X Data has poor predictability. Overlapping area represents the amount of predictability between Global X time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 0.26 indicates that nearly 26.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
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 against Global Etf
| 0.41 | HHH | Howard Hughes Holdings Earnings Call Tomorrow | 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 Global X Correlation, Global X Volatility and Global X Performance module to complement your research on Global X. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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.