Global X Robotics Etf Volatility
| RBOT Etf | CAD 33.00 -0.40 -1.20% |
Global X Robotics continues to trade with a minimal volatility profile through the current horizon. Global X Robotics indicates a Sharpe Ratio (Efficiency) of -0.0217, supporting negative efficiency readings over the last 3 months. We reviewed 24 technical indicators influencing the latest risk profile.
Sharpe Ratio = -0.0217
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RBOT |
Estimated Market Risk
| 1.3 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Global X Robotics's financial profile includes a Market Risk Adjusted Performance of -0.03%, a Risk of 1.30, and a Risk Adjusted Performance of -0.01%. Global X has not reached its return potential based on moving average analysis. Including it in a well-diversified portfolio can reduce portfolio-level risk.
Key indicators related to Global X's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Investors holding Global X should monitor Global X's rolling volatility as part of ongoing risk management. A sudden spike in Global X volatility, even without a directional price move, can signal increased uncertainty and potential for larger price swings ahead.
Global |
Volatility Strategy
Volatility clustering in Global X Robotics may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 1.3% with a beta coefficient of 0.86, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0217, evaluates return per unit of total risk. An alpha value of 0.002812 reflects performance relative to systematic market exposure. Expected return estimates near -0.0281% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying asset liquidity impacts pricing efficiency.
Main indicators related to Global X's market risk premium analysis include:
Beta 0.86 | Alpha 0.002812 | Risk 1.3 | Sharpe Ratio -0.02 | Expected Return -0.03 |
Moving together with Global Etf
| 0.77 | CWW | iShares Global Water | PairCorr |
| 0.78 | HBGD | Global X Big | PairCorr |
| 0.71 | EQL-U | Invesco SAMPP 500 | PairCorr |
Moving against Global Etf
Sensitivity To Market
Global X'sThe systematic risk of Global X Robotics is captured by a beta reading of 0.86, indicating responsiveness to overall market fluctuations. Observed volatility is near 1.3%.Volatility measures for Global X Robotics summarize how wide the trading range has been over time. Downside deviation is about 0.0%. Premium/discount metrics are commonly used alongside volatility to describe ETF price behavior. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Global X Robotics Demand TrendCheck current 90 days Global X correlation with market (Dow Jones Industrial)Downside Risk
Global standard deviation is a volatility measure that captures how far daily prices deviate from their mean over the selected period. Volatile instruments have high standard deviations; stable instruments have low.
Standard Deviation | 1.3 |
Standard deviation captures Global X's total volatility, including favorable price movements that most investors don't consider risky. Downside deviation isolates the true loss risk in Global X's daily returns. Global X Robotics's financial profile includes a Maximum Drawdown of 6.52.
Etf Volatility Analysis
Volatility in Global X reflects the degree of uncertainty around Global X's etf price. When Global X experiences high volatility, its etf price can shift dramatically in a short period. Conversely, low Global X's volatility suggests price stability and predictability.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Global X Robotics Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Global X Projected Return Density Against Market
Assuming the 90-day trading horizon Global X has a beta of 0.8559 indicating Global X Robotics market returns are highly reactive to returns on the market. As the market goes up or down, Global X is expected to follow.Global X volatility reflects broader etf market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Global X Robotics's financial profile includes a Mean Deviation of 1.04 and a Standard Deviation of 1.30.
Predicted Return Density |
| Returns |
What Drives a Global X Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Global X is -4617.06. The daily returns are distributed with a variance of 1.68 and standard deviation of 1.3. The mean deviation of Global X Robotics is currently at 1.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.0028 | |
β | Beta against Dow Jones | 0.86 | |
σ | Overall volatility | 1.30 | |
Ir | Information ratio | 0.01 |
Etf Return Volatility
Global X historical daily return volatility represents how much of Global X etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF accepts 1.2962% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7916% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Global X Competition Risk-Adjusted Indicators
There is a big difference between Global Etf performing well and Global X ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Global X's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.45 | 0.03 | 0.03 | 0.00 | 1.76 | 2.30 | 13.69 | |||
| MSFT | 1.28 | -0.25 | 0.00 | -0.77 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.51 | -0.23 | 0.00 | -0.81 | 0.00 | 2.70 | 11.09 | |||
| F | 1.33 | -0.15 | 0.00 | -0.20 | 0.00 | 3.61 | 10.01 | |||
| T | 1.13 | 0.13 | 0.14 | -0.58 | 1.21 | 3.87 | 8.53 | |||
| A | 1.28 | -0.32 | 0.00 | -0.43 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.74 | -0.36 | 0.00 | -0.66 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.24 | -0.08 | 0.00 | -0.10 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.18 | 0.27 | 0.19 | 0.49 | 1.27 | 2.54 | 7.29 | |||
| XOM | 1.34 | 0.43 | 0.32 | 14.65 | 1.12 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility for Global X reflects price dispersion, spread stability, and underlying basket liquidity conditions. Market stress typically elevates dispersion and correlation risk.
This section for Global X Robotics is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardGlobal X Investment Opportunity
Measured over the selected horizon, Global X Robotics carries roughly 1.65 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Global X Robotics to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Global X to be traded at C$32.01 in 90 days.Poor diversification
Across the chosen horizon, RBOT and DJI show a correlation of 0.78 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Global X Additional Risk Indicators
Risk analysis around Global X Robotics becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 1.04 | |||
| Coefficient Of Variation | -4,617 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.0075 |
Global X Suggested Diversification Pairs
Pair trading with Global X can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Global X as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Global X's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Global X's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Global X Robotics.
More Resources for Global Etf Analysis
A comprehensive view of Global X Robotics starts with financial statements and ratio context. Ratios and trend metrics help frame Global X's operating context. Highlighted below are reports that provide context for Global X Robotics Etf:Review Your Equity Center to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Global X Robotics inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.Analysis related to Global X should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.