Global X (Brazil) Performance
| BOTZ39 Stock | 43.36 0.16 0.37% |
The company retains a Market Volatility (i.e., Beta) of 0.49, 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. At this point, Global X Funds has a negative expected return of -0.21%. Please make sure to check out Global X's total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Global X Funds performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Global X Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Global |
Global X Relative Risk vs. Return Landscape
If you would invest 4,966 in Global X Funds on December 23, 2024 and sell it today you would lose (630.00) from holding Global X Funds or give up 12.69% of portfolio value over 90 days. Global X Funds is generating negative expected returns and assumes 1.7611% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Global, and 99% 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 = -0.1195
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BOTZ39 |
Estimated Market Risk
| 1.76 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Global X is not performing at its full potential. However, 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 Global X 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.| Global X Funds generated a negative expected return over the last 90 days |
- 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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