(ZALT) Innovator U.S. Equity 10 - Overview
Etf: Options, SPDR, S&P500, Buffer
| Risk 5d forecast | |
|---|---|
| Volatility | 6.62% |
| Relative Tail Risk | -0.65% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.52 |
| Alpha | -0.44 |
| Character TTM | |
|---|---|
| Beta | 0.416 |
| Beta Downside | 0.469 |
| Drawdowns 3y | |
|---|---|
| Max DD | 8.19% |
| CAGR/Max DD | 1.37 |
Description: ZALT Innovator U.S. Equity 10 December 27, 2025
The Innovator U.S. Equity 10 Buffer ETF (ZALT) is a Defined-Outcome ETF that allocates at least 80% of its net assets to Flexible Exchange® Options linked to the SPDR® S&P 500® ETF Trust, providing a built-in 10% downside buffer while capping upside participation. The fund is classified as non-diversified, meaning its risk profile is concentrated in the S&P 500 index exposure.
Key quantitative points to watch: (1) the buffer level (10%) translates to a maximum loss of roughly 10% before the option structure is exhausted, assuming normal market conditions; (2) the upside participation rate typically hovers around 70-80% of S&P 500 gains, which can be confirmed in the prospectus’s performance tables; and (3) the fund’s implied volatility is closely tied to the VIX, making macro-economic drivers such as Federal Reserve policy and earnings season particularly relevant for its return dynamics.
For a deeper, data-driven assessment of how ZALT fits into a broader portfolio, you might explore ValueRay’s analytical tools for a more granular view of risk-adjusted performance.
What is the price of ZALT shares?
Over the past week, the price has changed by +0.00%, over one month by +0.46%, over three months by +2.34% and over the past year by +8.53%.
Is ZALT a buy, sell or hold?
What are the forecasts/targets for the ZALT price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 34.7 | 5.8% |
ZALT Fundamental Data Overview February 02, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 650.9m USD (650.9m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 650.9m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 650.9m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.45% (E(650.9m)/V(650.9m) * Re(7.45%) + (debt-free company))
Discount Rate = 7.45% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)