Irobot Stock Alpha and Beta Analysis
| IRBT Stock | USD 3.28 0.12 3.80% |
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. Key technical indicators related to IRobot's market risk premium analysis include:
Beta 2.85 | Alpha (0.82) | Risk 9.93 | Sharpe Ratio (0.08) | Expected Return (0.81) |
Enterprise Value |
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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.
IRobot |
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 | -0.82 | β | 2.85 |
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 Sun, Dec 22, 2024 and Sat, Mar 22, 2025 is 7.91 with a coefficient of variation of 25.71. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 7.74, and mean deviation of 1.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | iRobot shares pressured on lowered Q4 outlook ahead of ICR presentation | 01/13/2025 |
2 | Disposition of 9312 shares by Faris Habbaba of IRobot at 38.7 subject to Rule 16b-3 | 01/29/2025 |
3 | iRobots Roomba j9 is over 400 off right now | 02/07/2025 |
4 | Acquisition by Karian Wong of 125000 shares of IRobot subject to Rule 16b-3 | 02/21/2025 |
5 | Acquisition by Kao Ruey Bin of 20986 shares of IRobot subject to Rule 16b-3 | 03/06/2025 |
6 | Disposition of 10117 shares by Karian Wong of IRobot at 7.08 subject to Rule 16b-3 | 03/07/2025 |
7 | Disposition of 822 shares by Jean Blanc of IRobot at 6.48 subject to Rule 16b-3 | 03/10/2025 |
8 | iRobot Stock Plummets Amid Financial Concerns | 03/12/2025 |
9 | Roomba maker says substantial doubt about future of company | 03/13/2025 |
10 | iRobots understated new fleet of Roombas nails what I actually want from a robot vacuum | 03/14/2025 |
11 | Roborock Pips iRobot To Robo Cleaner Top Spot | 03/19/2025 |
12 | iRobot Announces Inducement Grant under Nasdaq Listing Rule 5635 | 03/21/2025 |
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.
| 2016 | 2022 | 2023 | 2025 (projected) | |
| Days Sales Outstanding | 40.36 | 20.36 | 26.69 | 19.35 |
| PTB Ratio | 4.16 | 2.75 | 3.84 | 2.89 |
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.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for IRobot Stock Analysis
When running IRobot's 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 the 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.