IRobot Stock Market Value

IRBT
 Stock
  

USD 51.60  1.32  2.49%   

IRobot's market value is the price at which a share of IRobot stock trades on a public exchange. It measures the collective expectations of IRobot investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IRobot and determine expected loss or profit from investing in IRobot over a given investment horizon. Please see IRobot Correlation, IRobot Volatility and IRobot Alpha and Beta module to complement your research on IRobot.
Symbol


Is IRobot's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of IRobot. If investors know IRobot will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about IRobot listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.37) 
Market Capitalization
1.4 B
Quarterly Revenue Growth YOY
(0.37) 
Return On Assets
(0.10) 
Return On Equity
(0.36) 
The market value of IRobot is measured differently than its book value, which is the value of IRobot that is recorded on the company's balance sheet. Investors also form their own opinion of IRobot's value that differs from its market value or its book value, called intrinsic value, which is IRobot'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 IRobot's market value can be influenced by many factors that don't directly affect IRobot'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 IRobot's value and its price as these two are different measures arrived at by different means. Investors typically determine IRobot value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IRobot'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.

IRobot '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 IRobot's stock 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 IRobot.
0.00
11/07/2022
No Change 0.00  0.0 
In 30 days
12/07/2022
0.00
If you would invest  0.00  in IRobot on November 7, 2022 and sell it all today you would earn a total of 0.00 from holding IRobot or generate 0.0% return on investment in IRobot over 30 days. IRobot is related to or competes with Investor, Apollo Global, Atlas Corp, Principal Financial, Julius Br, State Street, and Veolia Environnement. iRobot Corporation designs, builds, and sells robots and home innovation products in the United States, Europe, the Midd... More

IRobot 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 IRobot's stock 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 IRobot upside and downside potential and time the market with a certain degree of confidence.

IRobot Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IRobot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IRobot's standard deviation. In reality, there are many statistical measures that can use IRobot historical prices to predict the future IRobot's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of IRobot'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. Please use the tools below to analyze the current value of IRobot in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
50.8751.7252.57
Details
Intrinsic
Valuation
LowReal ValueHigh
46.4459.8260.67
Details
Naive
Forecast
LowNext ValueHigh
52.8453.6954.54
Details
6 Analysts
Consensus
LowTarget PriceHigh
74.0082.75100.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IRobot. Your research has to be compared to or analyzed against IRobot's peers to derive any actionable benefits. When done correctly, IRobot's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in IRobot.

IRobot Backtested Returns

IRobot holds Efficiency (Sharpe) Ratio of -0.24, which attests that the entity had -0.24% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. IRobot exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IRobot risk adjusted performance of (0.37), and Market Risk Adjusted Performance of (1.36) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of 0.1533, which attests to not very significant fluctuations relative to the market. Let's try to break down what IRobot's beta means in this case. As returns on the market increase, IRobot returns are expected to increase less than the market. However, during the bear market, the loss on holding IRobot will be expected to be smaller as well. Even though it is essential to pay attention to IRobot current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IRobot exposes twenty-one different technical indicators, which can help you to evaluate its performance. IRobot has an expected return of -0.21%. Please be advised to check out IRobot standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if IRobot performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.06  

Virtually no predictability

IRobot has virtually no predictability. Overlapping area represents the amount of predictability between IRobot time series from 7th of November 2022 to 22nd of November 2022 and 22nd of November 2022 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IRobot price movement. The serial correlation of 0.06 indicates that barely 6.0% of current IRobot price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.23

IRobot lagged returns against current returns

Autocorrelation, which is IRobot stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting IRobot's stock expected returns. We can calculate the autocorrelation of IRobot returns to help us make a trade decision. For example, suppose you find that IRobot stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

IRobot regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If IRobot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IRobot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IRobot stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

IRobot Lagged Returns

When evaluating IRobot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IRobot stock have on its future price. IRobot autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, IRobot autocorrelation shows the relationship between IRobot stock current value and its past values and can show if there is a momentum factor associated with investing in IRobot.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in IRobot without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see IRobot Correlation, IRobot Volatility and IRobot Alpha and Beta module to complement your research on IRobot. Note that the IRobot information on this page should be used as a complementary analysis to other IRobot's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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When running IRobot price analysis, check to measure IRobot's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IRobot is operating at the current time. Most of IRobot's value examination focuses on studying past and present price action to predict the probability of IRobot's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move IRobot's price. Additionally, you may evaluate how the addition of IRobot to your portfolios can decrease your overall portfolio volatility.
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IRobot technical stock 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, stock market cycles, or different charting patterns.
A focus of IRobot technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IRobot trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...