Innovator Etfs Trust Etf Key Fundamental Indicators
| IOCT Etf | USD 36.26 0.04 0.11% |
As of the 10th of February, Innovator ETFs retains the Downside Deviation of 0.4544, risk adjusted performance of 0.1752, and Market Risk Adjusted Performance of 0.2284. Innovator ETFs technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Analyzing historical trends in various income statement and balance sheet accounts from Innovator ETFs' financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Innovator ETFs' valuation are summarized below:Innovator ETFs Trust does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Innovator | Build AI portfolio with Innovator Etf |
Understanding Innovator ETFs Trust requires distinguishing between market price and book value, where the latter reflects Innovator's accounting equity. The concept of intrinsic value - what Innovator ETFs' is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Innovator ETFs' price substantially above or below its fundamental value.
Please note, there is a significant difference between Innovator ETFs' value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator ETFs is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, Innovator ETFs' trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Innovator ETFs '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 Innovator ETFs' 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 Innovator ETFs.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Innovator ETFs on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator ETFs Trust or generate 0.0% return on investment in Innovator ETFs over 90 days. Innovator ETFs is related to or competes with Innovator, Innovator Russell, Innovator Russell, Innovator Equity, Innovator, Innovator Equity, and Innovator MSCI. The fund invests at least 80 percent of its net assets in FLexible EXchange Options that reference the iShares MSCI EAFE... More
Innovator ETFs 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 Innovator ETFs' 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 Innovator ETFs Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4544 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7456 |
Innovator ETFs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator ETFs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovator ETFs' standard deviation. In reality, there are many statistical measures that can use Innovator ETFs historical prices to predict the future Innovator ETFs' volatility.| Risk Adjusted Performance | 0.1752 | |||
| Jensen Alpha | 0.0519 | |||
| Total Risk Alpha | 0.0406 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2184 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovator ETFs' 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.
Innovator ETFs February 10, 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 | 0.1752 | |||
| Market Risk Adjusted Performance | 0.2284 | |||
| Mean Deviation | 0.3374 | |||
| Semi Deviation | 0.2494 | |||
| Downside Deviation | 0.4544 | |||
| Coefficient Of Variation | 435.51 | |||
| Standard Deviation | 0.4234 | |||
| Variance | 0.1792 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0519 | |||
| Total Risk Alpha | 0.0406 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2184 | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7456 | |||
| Downside Variance | 0.2065 | |||
| Semi Variance | 0.0622 | |||
| Expected Short fall | (0.37) | |||
| Skewness | (0.33) | |||
| Kurtosis | (0.45) |
Innovator ETFs Trust Backtested Returns
Currently, Innovator ETFs Trust is very steady. Innovator ETFs Trust holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Innovator ETFs Trust, which you can use to evaluate the volatility of the entity. Please check out Innovator ETFs' Market Risk Adjusted Performance of 0.2284, risk adjusted performance of 0.1752, and Downside Deviation of 0.4544 to validate if the risk estimate we provide is consistent with the expected return of 0.0792%. The etf retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovator ETFs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator ETFs is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Innovator ETFs Trust has good predictability. Overlapping area represents the amount of predictability between Innovator ETFs time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 Innovator ETFs Trust price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Innovator ETFs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Innovator ETFs Trust has a Beta of 0.32. This is much higher than that of the Innovator ETFs family and significantly higher than that of the Defined Outcome category. The beta for all United States etfs is notably lower than that of the firm.
Innovator Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Innovator ETFs' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Innovator ETFs could also be used in its relative valuation, which is a method of valuing Innovator ETFs by comparing valuation metrics of similar companies.Innovator ETFs is currently under evaluation in beta as compared to similar ETFs.
Innovator Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Innovator ETFs's current stock value. Our valuation model uses many indicators to compare Innovator ETFs value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Innovator ETFs competition to find correlations between indicators driving Innovator ETFs's intrinsic value. More Info.Innovator ETFs Trust is rated below average in beta as compared to similar ETFs. It is rated second overall ETF in one year return as compared to similar ETFs reporting about 59.38 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Innovator ETFs by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Innovator ETFs
The fund invests 217.57% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides Innovator ETFs' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
As returns on the market increase, Innovator ETFs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator ETFs is expected to be smaller as well.
Innovator Fundamentals
| Beta | 0.32 | |||
| Total Asset | 13.41 M | |||
| One Year Return | 19.00 % | |||
| Three Year Return | 13.10 % | |||
| Net Asset | 13.41 M | |||
| Equity Positions Weight | 217.57 % |
About Innovator ETFs Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Innovator ETFs Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Innovator ETFs using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Innovator ETFs Trust based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests at least 80 percent of its net assets in FLexible EXchange Options that reference the iShares MSCI EAFE ETF. Innovator International is traded on NYSEARCA Exchange in the United States.
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Understanding Innovator ETFs Trust requires distinguishing between market price and book value, where the latter reflects Innovator's accounting equity. The concept of intrinsic value - what Innovator ETFs' is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Innovator ETFs' price substantially above or below its fundamental value.
Please note, there is a significant difference between Innovator ETFs' value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator ETFs is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, Innovator ETFs' trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.