Innovator Sp Investment Etf Market Value
| EPRF Etf | USD 17.67 0.08 0.45% |
| Symbol | Innovator |
Understanding Innovator SP Investment requires distinguishing between market price and book value, where the latter reflects Innovator's accounting equity. The concept of intrinsic value - what Innovator's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push Innovator's price substantially above or below its fundamental value.
It's important to distinguish between Innovator's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Innovator should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Innovator's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Innovator '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'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 Innovator.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Innovator on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator SP Investment or generate 0.0% return on investment in Innovator over 90 days. Innovator is related to or competes with First Trust, First Trust, AltShares Trust, Simplify Exchange, First Trust, RiverFront Dynamic, and First Trust. The fund normally invests at least 90 percent of its total assets in the securities that comprise the index More
Innovator 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'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 Innovator SP Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4666 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.6318 |
Innovator Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovator's standard deviation. In reality, there are many statistical measures that can use Innovator historical prices to predict the future Innovator's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.10) |
Innovator February 18, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.3368 | |||
| Semi Deviation | 0.4258 | |||
| Downside Deviation | 0.4666 | |||
| Coefficient Of Variation | 432442.18 | |||
| Standard Deviation | 0.4413 | |||
| Variance | 0.1947 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.10) | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.6318 | |||
| Downside Variance | 0.2177 | |||
| Semi Variance | 0.1813 | |||
| Expected Short fall | (0.38) | |||
| Skewness | (0.11) | |||
| Kurtosis | 0.3612 |
Innovator SP Investment Backtested Returns
At this point, Innovator is very steady. Innovator SP Investment holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Innovator SP Investment, which you can use to evaluate the volatility of the entity. Please check out Innovator's Market Risk Adjusted Performance of (0.09), risk adjusted performance of (0.01), and Downside Deviation of 0.4666 to validate if the risk estimate we provide is consistent with the expected return of 0.0515%. The etf retains a Market Volatility (i.e., Beta) of 0.0948, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovator's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Innovator SP Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Innovator time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 SP Investment price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Innovator price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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Check out Innovator Correlation, Innovator Volatility and Innovator Performance module to complement your research on Innovator. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Innovator 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.