Irobot Stock Market Value

IRBT
 Stock
  

USD 56.61  0.13  0.23%   

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


Is Irobot Corp'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 Corp. 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 Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Irobot Corp 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 Corp's value that differs from its market value or its book value, called intrinsic value, which is Irobot Corp'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 Corp's market value can be influenced by many factors that don't directly affect Irobot Corp'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 Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Irobot Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Irobot Corp'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 Corp '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 Corp'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 Corp.
0.00
09/04/2022
No Change 0.00  0.0 
In 31 days
10/04/2022
0.00
If you would invest  0.00  in Irobot Corp on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding Irobot Corp or generate 0.0% return on investment in Irobot Corp over 30 days. Irobot Corp is related to or competes with Amazon. iRobot Corporation designs, builds, and sells robots and home innovation products in the United States, Europe, the Midd... More

Irobot Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.

Irobot Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Irobot Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Irobot Corp's standard deviation. In reality, there are many statistical measures that can use Irobot Corp historical prices to predict the future Irobot Corp'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 Corp'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 Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
53.3956.6659.93
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Intrinsic
Valuation
LowReal ValueHigh
50.9172.3075.57
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 Corp. Your research has to be compared to or analyzed against Irobot Corp's peers to derive any actionable benefits. When done correctly, Irobot Corp'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 Corp.

Irobot Corp Backtested Returns

Irobot Corp appears to be very steady, given 3 months investment horizon. Irobot Corp holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had 0.19% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By evaluating Irobot Corp technical indicators you can presently evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Irobot Corp's Downside Deviation of 1.5, market risk adjusted performance of 0.9553, and Risk Adjusted Performance of 0.2593 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Irobot Corp holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.7334, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Irobot's beta means in this case. As returns on the market increase, Irobot Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Irobot Corp will be expected to be smaller as well. Although it is vital to follow Irobot Corp current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-eight technical indicators for Irobot Corp, which you can use to evaluate the performance of the firm. Please utilizes Irobot Corp maximum drawdown, as well as the relationship between the expected short fall and rate of daily change to make a quick decision on whether Irobot Corp current trending patterns will revert.

Auto-correlation

    
  0.80  

Very good predictability

Irobot Corp has very good predictability. Overlapping area represents the amount of predictability between Irobot Corp time series from 4th of September 2022 to 19th of September 2022 and 19th of September 2022 to 4th of October 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 Corp price movement. The serial correlation of 0.8 indicates that around 80.0% of current Irobot Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.8
Spearman Rank Test0.93
Residual Average0.0
Price Variance0.37

Irobot Corp lagged returns against current returns

Autocorrelation, which is Irobot Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Irobot Corp returns to help us make a trade decision. For example, suppose you find that Irobot Corp 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   
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Irobot Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Irobot Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Irobot Corp stock over time.
   Current vs Lagged Prices   
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Irobot Corp Lagged Returns

When evaluating Irobot Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Irobot Corp stock have on its future price. Irobot Corp 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 Corp autocorrelation shows the relationship between Irobot Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Irobot Corp.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Irobot Corp 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 Corp Correlation, Irobot Corp Volatility and Irobot Corp Alpha and Beta module to complement your research on Irobot Corp. Note that the Irobot Corp information on this page should be used as a complementary analysis to other Irobot Corp'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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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When running Irobot Corp price analysis, check to measure Irobot Corp'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 Corp is operating at the current time. Most of Irobot Corp's value examination focuses on studying past and present price action to predict the probability of Irobot Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Irobot Corp's price. Additionally, you may evaluate how the addition of Irobot Corp to your portfolios can decrease your overall portfolio volatility.
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Irobot Corp 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 Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Irobot Corp 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...