Global X (Brazil) Performance
| BOTZ39 Stock | 48.80 0.15 0.31% |
On a scale of 0 to 100, Global X holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.51, 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. Please check Global X's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Global X's current trending patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Global X Funds are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Global X may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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Global X Relative Risk vs. Return Landscape
If you would invest 4,344 in Global X Funds on August 28, 2024 and sell it today you would earn a total of 536.00 from holding Global X Funds or generate 12.34% return on investment over 90 days. Global X Funds is generating 0.1969% of daily returns and assumes 1.5583% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Global, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Global X Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global X's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Global X Funds, and traders can use it to determine the average amount a Global X's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1263
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Estimated Market Risk
| 1.56 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Global X is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Global X by adding it to a well-diversified portfolio.
Things to note about Global X Funds performance evaluation
Checking the ongoing alerts about Global X for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Global X Funds help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Global X's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Global X's stock performance include:- Analyzing Global X's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Global X's stock is overvalued or undervalued compared to its peers.
- Examining Global X's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Global X's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Global X's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Global X's stock. These opinions can provide insight into Global X's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Global Stock analysis
When running Global X's price analysis, check to measure Global X's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Global X is operating at the current time. Most of Global X's value examination focuses on studying past and present price action to predict the probability of Global X's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global X's price. Additionally, you may evaluate how the addition of Global X to your portfolios can decrease your overall portfolio volatility.
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