Innovator Sp 500 Etf Market Value
| PDEC Etf | USD 43.68 0.09 0.21% |
| Symbol | Innovator |
Investors evaluate Innovator SP 500 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Innovator's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Innovator's market price to deviate significantly 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. Conversely, Innovator's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Innovator on November 2, 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 Equity, Innovator, Innovator, Innovator, Innovator, Innovator, and FT Cboe. 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 | 0.4701 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 2.5 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.6014 |
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 | 0.0602 | |||
| Jensen Alpha | 0.014 | |||
| Total Risk Alpha | 0.0086 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0687 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovator'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 January 31, 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 | 0.0602 | |||
| Market Risk Adjusted Performance | 0.0787 | |||
| Mean Deviation | 0.2804 | |||
| Semi Deviation | 0.3766 | |||
| Downside Deviation | 0.4701 | |||
| Coefficient Of Variation | 1066.11 | |||
| Standard Deviation | 0.4095 | |||
| Variance | 0.1677 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.014 | |||
| Total Risk Alpha | 0.0086 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0687 | |||
| Maximum Drawdown | 2.5 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.6014 | |||
| Downside Variance | 0.221 | |||
| Semi Variance | 0.1418 | |||
| Expected Short fall | (0.27) | |||
| Skewness | (0.11) | |||
| Kurtosis | 2.17 |
Innovator SP 500 Backtested Returns
At this point, Innovator is very steady. Innovator SP 500 holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty 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 0.0787, downside deviation of 0.4701, and Risk Adjusted Performance of 0.0602 to validate if the risk estimate we provide is consistent with the expected return of 0.0424%. The etf retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. 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 | 0.38 |
Below average predictability
Innovator SP 500 has below average predictability. Overlapping area represents the amount of predictability between Innovator time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 0.38 indicates that just about 38.0% of current Innovator price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Also Currently Popular
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 SP 500 is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Innovator Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Innovator Sp 500 Etf. Highlighted below are key reports to facilitate an investment decision about Innovator Sp 500 Etf:Check out Innovator Correlation, Innovator Volatility and Innovator Performance module to complement your research on Innovator. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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.