Innovator Russell 2000 Etf Market Value
| KAPR Etf | USD 35.69 0.06 0.17% |
| Symbol | Innovator |
The market value of Innovator Russell 2000 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 Russell's value that differs from its market value or its book value, called intrinsic value, which is Innovator Russell's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Innovator Russell's market value can be influenced by many factors that don't directly affect Innovator Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Innovator Russell's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Innovator Russell represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Innovator Russell's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Innovator Russell '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 Russell'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 Russell.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Innovator Russell on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator Russell 2000 or generate 0.0% return on investment in Innovator Russell over 90 days. Innovator Russell is related to or competes with Innovator Russell, Innovator, Innovator, Innovator, Innovator, Innovator Equity, and Innovator ETFs. The fund invests at least 80 percent of its net assets in FLexible EXchange Options that reference the iShares Russell 2... More
Innovator Russell 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 Russell'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 Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3502 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.5351 |
Innovator Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovator Russell's standard deviation. In reality, there are many statistical measures that can use Innovator Russell historical prices to predict the future Innovator Russell's volatility.| Risk Adjusted Performance | 0.1097 | |||
| Jensen Alpha | 0.0246 | |||
| Total Risk Alpha | 0.0162 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1518 |
Innovator Russell February 16, 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 | 0.1097 | |||
| Market Risk Adjusted Performance | 0.1618 | |||
| Mean Deviation | 0.2232 | |||
| Semi Deviation | 0.2235 | |||
| Downside Deviation | 0.3502 | |||
| Coefficient Of Variation | 649.74 | |||
| Standard Deviation | 0.3288 | |||
| Variance | 0.1081 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0246 | |||
| Total Risk Alpha | 0.0162 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1518 | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.5351 | |||
| Downside Variance | 0.1226 | |||
| Semi Variance | 0.05 | |||
| Expected Short fall | (0.25) | |||
| Skewness | (0.31) | |||
| Kurtosis | 2.96 |
Innovator Russell 2000 Backtested Returns
Currently, Innovator Russell 2000 is very steady. Innovator Russell 2000 holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Innovator Russell 2000, which you can use to evaluate the volatility of the entity. Please check out Innovator Russell's Downside Deviation of 0.3502, market risk adjusted performance of 0.1618, and Risk Adjusted Performance of 0.1097 to validate if the risk estimate we provide is consistent with the expected return of 0.08%. The etf retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovator Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator Russell is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Innovator Russell 2000 has very good predictability. Overlapping area represents the amount of predictability between Innovator Russell time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Russell 2000 price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Innovator Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pair Trading with Innovator Russell
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Innovator Russell position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Innovator Russell will appreciate offsetting losses from the drop in the long position's value.Moving together with Innovator Etf
| 0.89 | INOV | Innovator ETFs Trust | PairCorr |
| 0.97 | BUFR | First Trust Cboe | PairCorr |
| 0.97 | BUFD | FT Cboe Vest | PairCorr |
| 0.96 | PSEP | Innovator SP 500 | PairCorr |
| 0.97 | PJAN | Innovator SP 500 | PairCorr |
The ability to find closely correlated positions to Innovator Russell could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Innovator Russell when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Innovator Russell - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Innovator Russell 2000 to buy it.
The correlation of Innovator Russell is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Innovator Russell moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Innovator Russell 2000 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Innovator Russell can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Innovator Russell Correlation, Innovator Russell Volatility and Innovator Russell Performance module to complement your research on Innovator Russell. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Innovator Russell 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.