Innovator Sp 500 Etf Market Value
| PAPR Etf | USD 39.34 0.02 0.05% |
| Symbol | Innovator |
The market value of Innovator SP 500 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's value that differs from its market value or its book value, called intrinsic value, which is Innovator'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's market value can be influenced by many factors that don't directly affect Innovator's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic 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. Meanwhile, Innovator's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Innovator on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator SP 500 or generate 0.0% return on investment in Innovator over 90 days. Innovator is related to or competes with Innovator, Innovator, FT Cboe, Innovator, FT Cboe, Innovator, and First Trust. The fund invests at least 80 percent of its net assets in FLexible EXchange Options that reference the SPDR SP 500 ETF T... 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 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1615 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 0.7991 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.3083 |
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 | 0.1163 | |||
| Jensen Alpha | 0.0154 | |||
| Total Risk Alpha | 0.0119 | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.1555 |
Innovator 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 | 0.1163 | |||
| Market Risk Adjusted Performance | 0.1655 | |||
| Mean Deviation | 0.1132 | |||
| Downside Deviation | 0.1615 | |||
| Coefficient Of Variation | 475.95 | |||
| Standard Deviation | 0.1569 | |||
| Variance | 0.0246 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0154 | |||
| Total Risk Alpha | 0.0119 | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.1555 | |||
| Maximum Drawdown | 0.7991 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.3083 | |||
| Downside Variance | 0.0261 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.05) | |||
| Kurtosis | 1.11 |
Innovator SP 500 Backtested Returns
Currently, Innovator SP 500 is very steady. Innovator SP 500 holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Innovator SP 500, which you can use to evaluate the volatility of the entity. Please check out Innovator's Market Risk Adjusted Performance of 0.1655, risk adjusted performance of 0.1163, and Coefficient Of Variation of 475.95 to validate if the risk estimate we provide is consistent with the expected return of 0.033%. The etf retains a Market Volatility (i.e., Beta) of 0.15, 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 | 0.63 |
Good predictability
Innovator SP 500 has good predictability. Overlapping area represents the amount of predictability between Innovator 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 SP 500 price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Innovator price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pair Trading with Innovator
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 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 will appreciate offsetting losses from the drop in the long position's value.Moving together with Innovator Etf
| 0.94 | INOV | Innovator ETFs Trust | PairCorr |
| 0.83 | BUFR | First Trust Cboe Sell-off Trend | PairCorr |
| 0.99 | BUFD | FT Cboe Vest | PairCorr |
| 0.98 | PSEP | Innovator SP 500 | PairCorr |
| 0.99 | PJAN | Innovator SP 500 | PairCorr |
The ability to find closely correlated positions to Innovator 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 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 - 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 SP 500 to buy it.
The correlation of Innovator 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 moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Innovator SP 500 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 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 Correlation, Innovator Volatility and Innovator Performance module to complement your research on Innovator. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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.