Innovator Equity Managed Etf Performance
| SFLR Etf | USD 33.30 0.09 0.27% |
The etf retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovator Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator Equity is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Innovator Equity Managed are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Even with relatively abnormal essential indicators, Innovator Equity may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Innovator Equity Relative Risk vs. Return Landscape
If you would invest 3,088 in Innovator Equity Managed on September 3, 2024 and sell it today you would earn a total of 242.00 from holding Innovator Equity Managed or generate 7.84% return on investment over 90 days. Innovator Equity Managed is currently generating 0.1193% in daily expected returns and assumes 0.5159% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than Innovator, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Innovator Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator Equity's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Innovator Equity Managed, and traders can use it to determine the average amount a Innovator Equity'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 = 0.2312
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Estimated Market Risk
| 0.52 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Innovator Equity is performing at about 18% 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 Innovator Equity by adding it to a well-diversified portfolio.
About Innovator Equity Performance
Assessing Innovator Equity's fundamental ratios provides investors with valuable insights into Innovator Equity's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Innovator Equity is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Innovator Equity is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Latest headline from thelincolnianonline.com: First Commonwealth Financial Corp PA Has 1.58 Million Stock Holdings in Innovator U.S. Equity Power Buffer ETF August |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Innovator Equity Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
The market value of Innovator Equity Managed is measured differently than its book value, which is the value of Innovator that is recorded on the company's balance sheet. Investors also form their own opinion of Innovator Equity's value that differs from its market value or its book value, called intrinsic value, which is Innovator Equity's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Innovator Equity's market value can be influenced by many factors that don't directly affect Innovator Equity's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Innovator Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Innovator Equity's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.