Innovator Russell 2000 Etf Performance
| KJAN Etf | USD 37.53 0.06 0.16% |
The etf retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovator Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovator Russell is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Innovator Russell 2000 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, Innovator Russell is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Innovator U.S. Small Cap Power Buffer ETF January Shares Sold by ODonnell Financial Services LLC | 10/23/2024 |
2 | When Moves Investors should Listen - Stock Traders Daily | 11/27/2024 |
| In Threey Sharp Ratio | 0.12 |
Innovator |
Innovator Russell Relative Risk vs. Return Landscape
If you would invest 3,714 in Innovator Russell 2000 on October 11, 2024 and sell it today you would earn a total of 39.00 from holding Innovator Russell 2000 or generate 1.05% return on investment over 90 days. Innovator Russell 2000 is currently generating 0.0204% in daily expected returns and assumes 0.8522% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% 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 Russell Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovator Russell's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Innovator Russell 2000, and traders can use it to determine the average amount a Innovator Russell'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 = 0.024
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| Negative Returns | KJAN |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Innovator Russell is performing at about 1% of its full potential. 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 Russell by adding it to a well-diversified portfolio.
Innovator Russell Fundamentals Growth
Innovator Etf prices reflect investors' perceptions of the future prospects and financial health of Innovator Russell, and Innovator Russell 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 | 100.14 M | |||
About Innovator Russell Performance
By examining Innovator Russell's fundamental ratios, stakeholders can obtain critical insights into Innovator Russell'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 Russell 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 Russell 2000 ETF . Innovator Russell is traded on BATS Exchange in the United States.Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Innovator Russell 2000. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
The market value of Innovator Russell 2000 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 Russell's value that differs from its market value or its book value, called intrinsic value, which is Innovator Russell'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 Russell's market value can be influenced by many factors that don't directly affect Innovator Russell'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 Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovator Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Innovator Russell'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.