Innovator Msci Eafe Etf Performance
| IJUL Etf | USD 28.20 0.22 0.79% |
The etf retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovator MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Innovator MSCI EAFE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Innovator MSCI is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
1 | Long Term Investment Analysis - Stock Traders Daily | 09/30/2024 |
2 | Strategic Blueprint LLC Decreases Holdings in Innovator MSCI EAFE Power Buffer ETF July | 10/30/2024 |
Innovator |
Innovator MSCI Relative Risk vs. Return Landscape
If you would invest 2,895 in Innovator MSCI EAFE on September 2, 2024 and sell it today you would lose (75.00) from holding Innovator MSCI EAFE or give up 2.59% of portfolio value over 90 days. Innovator MSCI EAFE is currently does not generate positive expected returns and assumes 0.5107% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than Innovator, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Innovator MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Innovator MSCI EAFE, and traders can use it to determine the average amount a Innovator MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0778
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| Negative Returns | IJUL |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Innovator MSCI is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Innovator MSCI by adding Innovator MSCI to a well-diversified portfolio.
Innovator MSCI Fundamentals Growth
Innovator Etf prices reflect investors' perceptions of the future prospects and financial health of Innovator MSCI, and Innovator MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Innovator Etf performance.
| Total Asset | 155.21 M | |||
About Innovator MSCI Performance
By examining Innovator MSCI's fundamental ratios, stakeholders can obtain critical insights into Innovator MSCI's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Innovator MSCI is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund invests at least 80 percent of its net assets in FLexible EXchange Options that reference the iShares MSCI EAFE ETF. Innovator MSCI is traded on NYSEARCA Exchange in the United States.| Innovator MSCI EAFE generated a negative expected return over the last 90 days | |
| The fund retains 204.61% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Innovator MSCI EAFE. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
The market value of Innovator MSCI EAFE 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is Innovator MSCI'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 MSCI's market value can be influenced by many factors that don't directly affect Innovator MSCI'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 MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Innovator MSCI'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.