Innovator MSCI Alpha and Beta Analysis

EJUL -- USA Etf  

USD 25.20  0.01  0.0397%

This module allows you to check different measures of market premium for Innovator MSCI Emerging Markets Power Buffer ETF as well as systematic risk associated with investing in Innovator MSCI over a specified time horizon. Additionally see Innovator MSCI Backtesting, Portfolio Optimization, Innovator MSCI Correlation, Innovator MSCI Hype Analysis, Innovator MSCI Volatility, Innovator MSCI History and analyze Innovator MSCI Performance.
Horizon     30 Days    Login   to change
Run Premiums

Innovator MSCI Market Premiums

α0.0074   β0.08
30 days against DJI

Innovator MSCI expected buy-and-hold returns

Innovator MSCI Market Price Analysis

Innovator MSCI Return and Market Media

The median price of Innovator MSCI for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 24.69 with a coefficient of variation of 34.73. The daily time series for the period is distributed with a sample standard deviation of 7.67, arithmetic mean of 22.09, and mean deviation of 4.69. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)