Global X CSI 300 ETF chart

Last update: 2022-12-23
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/AHK$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores 32.5

Company description

Sector: N/A - Industry: N/A

Financial data

Diluted earning per share

Net income vs Operating income

Asset vs Liabilities

Similar Companies
no companies found

Financial Statements

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Insider Transactions

Here are the insider transactions of stock shares related to Global X CSI 300 ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Global X CSI 300 ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Global X CSI 300 ETF

Here is the result of two systematic investment strategies applied to Global X CSI 300 ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Global X CSI 300 ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Global X CSI 300 ETF:

Global X CSI 300 ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of -3.45% on the backtest period.

Performance at glance

Performance

-3.45 %

Latent gain

-17.08 HK$

Invested capital

494.76 HK$

Annualized return

-4.54 %
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Momentum strategy results on Global X CSI 300 ETF

This is the result of two momentum investment strategies applied to Global X CSI 300 ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Global X CSI 300 ETF

The following chart shows all the entries opened by the momentum investment system on Global X CSI 300 ETF:

Global X CSI 300 ETF momentum entries
  • The first momentum investment strategy would give -1.3% of return on Global X CSI 300 ETF. That represents -19.62HK$ of latent gain with 1503.84HK$ of employed capital.
  • The second momentum investment strategy would give -0.18% of return on Global X CSI 300 ETF. That represents -0.9HK$ of latent gain with 512.7HK$ of employed capital.
Performance at glance (1Q Momentum)

Performance

-1.3 %

Latent gain

-19.62 HK$

Invested capital

1503.84 HK$

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

-0.18 %

Latent gain

-0.9 HK$

Invested capital

512.7 HK$

Annualized return

-0.64 %

Momentum equity curve on Global X CSI 300 ETF

The following chart shows the equity curve of the two momentum strategies applied to Global X CSI 300 ETF:

Global X CSI 300 ETF momentum equity

Note: the dividends potentially given by Global X CSI 300 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Global X CSI 300 ETF

The following chart shows the employed capital evolution of the two momentum strategies on Global X CSI 300 ETF since the beginning:

Global X CSI 300 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250HK$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000HK$.


Buy the dip strategy result on Global X CSI 300 ETF

Buy the dip entry openings on Global X CSI 300 ETF

Global X CSI 300 ETF

The performance achieved by the robo-advisor on Global X CSI 300 ETF is 0%. That represents 0.0$ of latent gain with 0.0HK$ of employed capital. The following chart shows Global X CSI 300 ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Global X CSI 300 ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 HK$

Invested capital

0.0 HK$

Annualized return

-0.0 %

Equity curve of the strategy applied to Global X CSI 300 ETF

The following chart shows the result of the investment strategy applied to Global X CSI 300 ETF:

Global X CSI 300 ETF

Note: the dividends potentially given by Global X CSI 300 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Global X CSI 300 ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Global X CSI 300 ETF:

Global X CSI 300 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Global X CSI 300 ETF

In this section, I will compare the three previous investment strategies applied to Global X CSI 300 ETF.

Equity curve comparison on Global X CSI 300 ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Global X CSI 300 ETF investment strategy comparison

Employed capital comparison on Global X CSI 300 ETF

Global X CSI 300 ETF investment comparison

Performance comparison on Global X CSI 300 ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment -3.45% -17.08HK$ 494.76HK$ -4.54%
Momentum 1 quarter -1.3% -19.62HK$ 1503.84HK$ -2.5%
Momentum 2 quarters -0.18% -0.9HK$ 512.7HK$ -0.64%
Non-directional 0% 0.0HK$ 0.0HK$ -0.0%
Annualized return comparison

Automatic investment

-4.54 %

Momentum 1Q

-0.64 %

Momentum 2Q

-0.64 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Global X CSI 300 ETF:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between Global X CSI 300 ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Global X CSI 300 ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Global X CSI 300 ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XHKG
Ticker 83127.XHKG
Market

Global X CSI 300 ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 7.2
Peer Environment Performance 6.7025170068027
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 12.2
Peer Social Performance 11.20074829932
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count yes

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 10.5
Peer Governance Performance 9.4505782312925
Governance Percentile unknown

ESG at glance
Total ESG Scores: 32.5
Environment Score: 7.2
Social Score: 12.2
Governance Score: 10.5

ESG Performance: UNDER_PERF

Peer Group: EAA Fund China Equity - A Shares

Peer Esg Score Performance: 31.80338762215

Rating Year: 2020

Rating Month: 12

Max Age: 86400

Percentile: unknown