Innovator Equity Defined Etf Market Value
| AJUL Etf | 29.24 0.03 0.10% |
| Symbol | Innovator |
Innovator Equity Defined's market price often diverges from its book value, the accounting figure shown on Innovator's balance sheet. Smart investors calculate Innovator Equity's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Innovator Equity's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Innovator Equity's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Innovator Equity represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, Innovator Equity'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 Equity '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 Equity'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 Equity.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Innovator Equity on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Innovator Equity Defined or generate 0.0% return on investment in Innovator Equity over 90 days. More
Innovator Equity 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 Equity'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 Equity Defined upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2051 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 0.8298 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2766 |
Innovator Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovator Equity's standard deviation. In reality, there are many statistical measures that can use Innovator Equity historical prices to predict the future Innovator Equity's volatility.| Risk Adjusted Performance | 0.0869 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.1076 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovator Equity'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 Equity 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 | 0.0869 | |||
| Market Risk Adjusted Performance | 0.1176 | |||
| Mean Deviation | 0.127 | |||
| Semi Deviation | 0.0549 | |||
| Downside Deviation | 0.2051 | |||
| Coefficient Of Variation | 604.66 | |||
| Standard Deviation | 0.1684 | |||
| Variance | 0.0283 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.1076 | |||
| Maximum Drawdown | 0.8298 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2766 | |||
| Downside Variance | 0.0421 | |||
| Semi Variance | 0.003 | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.58) | |||
| Kurtosis | 0.528 |
Innovator Equity Defined Backtested Returns
As of now, Innovator Etf is very steady. Innovator Equity Defined 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 Equity Defined, which you can use to evaluate the volatility of the entity. Please check out Innovator Equity's Market Risk Adjusted Performance of 0.1176, downside deviation of 0.2051, and Risk Adjusted Performance of 0.0869 to validate if the risk estimate we provide is consistent with the expected return of 0.0278%. The etf retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovator Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator Equity is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Innovator Equity Defined has average predictability. Overlapping area represents the amount of predictability between Innovator Equity 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 Equity Defined price movement. The serial correlation of 0.49 indicates that about 49.0% of current Innovator Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out Innovator Equity Correlation, Innovator Equity Volatility and Innovator Equity Performance module to complement your research on Innovator Equity. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Innovator Equity 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.