Global X Msci Etf Market Value
| SDEM Etf | USD 33.23 0.07 0.21% |
| Symbol | Global |
Investors evaluate Global X MSCI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Global X's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Global X's market price to deviate significantly 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. Conversely, Global X's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Global X on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Global X MSCI or generate 0.0% return on investment in Global X over 90 days. Global X is related to or competes with Global X, Invesco MSCI, Hartford Multifactor, First Trust, Cambria ETF, Franklin FTSE, and Themes Generative. The fund invests at least 80 percent of its total assets in the securities of the underlying index and in American Depos... 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 MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6342 | |||
| Information Ratio | 0.2496 | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.25 |
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 | 0.2471 | |||
| Jensen Alpha | 0.1979 | |||
| Total Risk Alpha | 0.1707 | |||
| Sortino Ratio | 0.2627 | |||
| Treynor Ratio | 0.5593 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global X's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Global X January 29, 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 | 0.2471 | |||
| Market Risk Adjusted Performance | 0.5693 | |||
| Mean Deviation | 0.5426 | |||
| Semi Deviation | 0.2956 | |||
| Downside Deviation | 0.6342 | |||
| Coefficient Of Variation | 292.82 | |||
| Standard Deviation | 0.6674 | |||
| Variance | 0.4454 | |||
| Information Ratio | 0.2496 | |||
| Jensen Alpha | 0.1979 | |||
| Total Risk Alpha | 0.1707 | |||
| Sortino Ratio | 0.2627 | |||
| Treynor Ratio | 0.5593 | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.4022 | |||
| Semi Variance | 0.0874 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.70) |
Global X MSCI Backtested Returns
Global X appears to be very steady, given 3 months investment horizon. Global X MSCI holds Efficiency (Sharpe) Ratio of 0.34, which attests that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Global X MSCI, which you can use to evaluate the volatility of the entity. Please utilize Global X's Risk Adjusted Performance of 0.2471, market risk adjusted performance of 0.5693, and Downside Deviation of 0.6342 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.39, 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 | 0.20 |
Weak predictability
Global X MSCI has weak predictability. Overlapping area represents the amount of predictability between Global X time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Global X MSCI price movement. The serial correlation of 0.2 indicates that over 20.0% of current Global X price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.65 |
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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.