IRobot Stock Alpha and Beta Analysis

IRBT
 Stock
  

USD 52.88  0.61  1.17%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IRobot. It also helps investors analyze the systematic and unsystematic risks associated with investing in IRobot over a specified time horizon. Remember, high IRobot's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please see IRobot Backtesting, IRobot Valuation, IRobot Correlation, IRobot Hype Analysis, IRobot Volatility, IRobot History and analyze IRobot Performance.
  
Please note that although IRobot alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, IRobot did 0.21  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of IRobot stock's relative risk over its benchmark. IRobot has a beta of 0.14  . 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.
Price to Book Value is likely to gain to 3.45 in 2022, whereas Book Value per Share is likely to drop 21.01 in 2022.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

1.59 Billion

IRobot Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IRobot market risk premium is the additional return an investor will receive from holding IRobot long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in IRobot. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate IRobot's performance over market.
α-0.21   β0.14
90 days against NYA

IRobot expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of IRobot's Buy-and-hold return. Our buy-and-hold chart shows how IRobot performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

IRobot Market Price Analysis

Market price analysis indicators help investors to evaluate how IRobot stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IRobot shares will generate the highest return on investment. By understating and applying IRobot stock market price indicators, traders can identify IRobot position entry and exit signals to maximize returns.

IRobot Return and Market Media

The median price of IRobot for the period between Sat, Sep 3, 2022 and Fri, Dec 2, 2022 is 56.23 with a coefficient of variation of 4.07. The daily time series for the period is distributed with a sample standard deviation of 2.27, arithmetic mean of 55.89, and mean deviation of 1.82. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Amazon.com deal for iRobot blasted by pro-privacy, labor gro...09/09/2022
2
iRobot EXPLANATORY NOTE - Form 8-K - Marketscreener.com09/19/2022
3
30 percent Cheaper, Is Amazon Stock A Buy - Investing.com09/26/2022
4
EPS Estimate09/30/2022
5
Amazons IRobot Acquisition Faces Shareholder And Consumer Re...10/21/2022
6
Sharon Bowen, Chair of the Board of the New York Stock Excha...11/01/2022
7
EPS Reported11/02/2022
8
IROBOT CORP Managements Discussion and Analysis of Financial...11/10/2022

About IRobot Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including IRobot or other stocks. Alpha measures the amount that position in IRobot has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2012 2016 2017 2022 (projected)
Receivables Turnover9.487.448.199.3
PPandE Turnover20.1924.3624.5223.53

IRobot Upcoming Company Events

As portrayed in its financial statements, the presentation of IRobot's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IRobot's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IRobot's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IRobot. Please utilize our Beneish M Score to check the likelihood of IRobot's management manipulating its earnings.
Upcoming Quarterly Report9th of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End9th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with IRobot

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see IRobot Backtesting, IRobot Valuation, IRobot Correlation, IRobot Hype Analysis, IRobot Volatility, IRobot History and analyze IRobot Performance. 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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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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...