Innovator Small Cap Etf Market Value
| KFEB Etf | 29.13 0.10 0.34% |
| Symbol | Innovator |
Investors evaluate Innovator Small Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Innovator Small's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Innovator Small's market price to deviate significantly from intrinsic value.
Understanding that Innovator Small's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Innovator Small represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Innovator Small's market price signifies the transaction level at which participants voluntarily complete trades.
Innovator Small '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 Small'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 Small.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Innovator Small on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator Small Cap or generate 0.0% return on investment in Innovator Small over 90 days. Innovator Small is related to or competes with FT Vest, Northern Lights, Diamond Hill, Dimensional International, JPMorgan Fundamental, Davis Select, and Dimensional ETF. More
Innovator Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.759 | |||
| Information Ratio | 0.0655 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.25 |
Innovator Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovator Small's standard deviation. In reality, there are many statistical measures that can use Innovator Small historical prices to predict the future Innovator Small's volatility.| Risk Adjusted Performance | 0.122 | |||
| Jensen Alpha | 0.0652 | |||
| Total Risk Alpha | 0.0479 | |||
| Sortino Ratio | 0.0645 | |||
| Treynor Ratio | 0.1519 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovator Small's 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 Small January 29, 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 | 0.122 | |||
| Market Risk Adjusted Performance | 0.1619 | |||
| Mean Deviation | 0.5936 | |||
| Semi Deviation | 0.5875 | |||
| Downside Deviation | 0.759 | |||
| Coefficient Of Variation | 603.29 | |||
| Standard Deviation | 0.747 | |||
| Variance | 0.558 | |||
| Information Ratio | 0.0655 | |||
| Jensen Alpha | 0.0652 | |||
| Total Risk Alpha | 0.0479 | |||
| Sortino Ratio | 0.0645 | |||
| Treynor Ratio | 0.1519 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.576 | |||
| Semi Variance | 0.3452 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.22) |
Innovator Small Cap Backtested Returns
At this point, Innovator Small is very steady. Innovator Small Cap holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Innovator Small Cap, which you can use to evaluate the volatility of the entity. Please check out Innovator Small's Risk Adjusted Performance of 0.122, downside deviation of 0.759, and Market Risk Adjusted Performance of 0.1619 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovator Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator Small is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
Innovator Small Cap has good predictability. Overlapping area represents the amount of predictability between Innovator Small time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Small Cap price movement. The serial correlation of 0.76 indicates that around 76.0% of current Innovator Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Innovator Small Cap is a strong investment it is important to analyze Innovator Small's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Innovator Small's future performance. For an informed investment choice regarding Innovator Etf, refer to the following important reports:Check out Innovator Small Correlation, Innovator Small Volatility and Innovator Small Alpha and Beta module to complement your research on Innovator Small. 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 Small 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.