Innovator Small Cap Etf Market Value
| RBUF Etf | 29.66 0.06 0.20% |
| Symbol | Innovator |
The market value of Innovator Small Cap 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 Small's value that differs from its market value or its book value, called intrinsic value, which is Innovator Small's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Innovator Small's market value can be influenced by many factors that don't directly affect Innovator Small's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Innovator Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Innovator Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Innovator Small on October 26, 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 Dimensional ETF, Vanguard Small, RBB Fund, First Trust, Vanguard, Vanguard, and Vanguard. Innovator Small is entity of United States 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 | 0.5117 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.3 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7212 |
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 | 0.0507 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0538 |
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 24, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0507 | |||
| Market Risk Adjusted Performance | 0.0638 | |||
| Mean Deviation | 0.3687 | |||
| Semi Deviation | 0.4269 | |||
| Downside Deviation | 0.5117 | |||
| Coefficient Of Variation | 1304.02 | |||
| Standard Deviation | 0.4727 | |||
| Variance | 0.2234 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0538 | |||
| Maximum Drawdown | 2.3 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7212 | |||
| Downside Variance | 0.2619 | |||
| Semi Variance | 0.1822 | |||
| Expected Short fall | (0.38) | |||
| Skewness | (0.12) | |||
| Kurtosis | 0.2679 |
Innovator Small Cap Backtested Returns
At this point, Innovator Small is very steady. Innovator Small Cap holds Efficiency (Sharpe) Ratio of 0.0653, which attests that the entity had a 0.0653 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Innovator Small Cap, which you can use to evaluate the volatility of the entity. Please check out Innovator Small's Downside Deviation of 0.5117, market risk adjusted performance of 0.0638, and Risk Adjusted Performance of 0.0507 to validate if the risk estimate we provide is consistent with the expected return of 0.0313%. The etf retains a Market Volatility (i.e., Beta) of 0.49, 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 | 0.61 |
Good predictability
Innovator Small Cap has good predictability. Overlapping area represents the amount of predictability between Innovator Small time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 0.61 indicates that roughly 61.0% of current Innovator Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Currently Active Assets on Macroaxis
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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.