Irobot Stock Performance

IRBT
 Stock
  

USD 52.20  0.37  0.71%   

The company retains a Market Volatility (i.e., Beta) of 0.1168, 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 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. Even though it is essential to pay attention to Irobot Corp 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 Corp exposes twenty-one different technical indicators, which can help you to evaluate its performance. Irobot Corp has an expected return of -0.2%. Please be advised to check out Irobot Corp standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Irobot Corp performance from the past will be repeated at some point in the near future.
  
Irobot Performance
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Over the last 90 days Irobot Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's fundamental drivers remain comparatively stable which may send shares a bit higher in December 2022. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more

Irobot Price Channel

Quick Ratio0.55
Fifty Two Week Low35.41
Target High Price61.00
Fifty Two Week High85.20
Target Low Price32.00

Irobot Corp Relative Risk vs. Return Landscape

If you would invest  5,888  in Irobot Corp on August 31, 2022 and sell it today you would lose (705.00)  from holding Irobot Corp or give up 11.97% of portfolio value over 90 days. Irobot Corp is currently does not generate positive expected returns and assumes 0.7603% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of stocks are less volatile than Irobot, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Irobot Corp is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.84 times less risky than the market. the firm trades about -0.27 of its potential returns per unit of risk. The DOW is currently generating roughly 0.09 of returns per unit of risk over similar time horizon.

Irobot Corp Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Irobot Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Irobot Corp, and traders can use it to determine the average amount a Irobot Corp'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 = -0.2665

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Estimated Market Risk
 0.76
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 -0.2
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.27
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Irobot Corp is performing at about 0% 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 Irobot Corp by adding it to a well-diversified portfolio.

About Irobot Corp Performance

To evaluate Irobot Corp Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Irobot Corp generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Irobot Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Irobot Corp market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Irobot's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-2.6 M-1.3 M
Return on Investment(0.14)  8.83 
Return on Average Assets 2.56  5.82 
Return on Average Equity 4.00  8.35 
Return on Invested Capital 0.07  0.26 
Return on Sales 0.018  0.06 

Things to note about Irobot Corp

Checking the ongoing alerts about Irobot Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Irobot Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Irobot Corp Alerts

Equity Alerts and Improvement Suggestions

Irobot Corp generated a negative expected return over the last 90 days
Irobot Corp is unlikely to experience financial distress in the next 2 years
The company reported the previous year's revenue of 1.44 B. Net Loss for the year was (48.12 M) with profit before overhead, payroll, taxes, and interest of 551.52 M.
Irobot Corp currently holds about 63.41 M in cash with (220.28 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.33.
Over 98.0% of the company shares are owned by institutional investors
Latest headline from news.google.com: IROBOT CORP Managements Discussion and Analysis of Financial Condition and Results of Operations - Marketscreener.com
Please see Risk vs Return Analysis. 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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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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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.
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 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.