Irobot Stock Alpha and Beta Analysis
| IRBT Stock | USD 0.17 0.18 52.63% |
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 (1.00) | Alpha (2.09) | Risk 21.97 | Sharpe Ratio (0.12) | Expected Return (2.73) |
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.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. 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 | -2.09 | β | -1 |
IRobot Fundamentals Vs Peers
Comparing IRobot's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze IRobot's direct or indirect competition across all of the common fundamentals between IRobot and the related equities. This way, we can detect undervalued stocks with similar characteristics as IRobot or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of IRobot's fundamental indicators could also be used in its relative valuation, which is a method of valuing IRobot by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare IRobot to competition |
| Fundamentals | IRobot | Peer Average |
| Return On Equity | 0.04 | -0.31 |
| Return On Asset | 0.0076 | -0.14 |
| Profit Margin | 0.02 % | (1.27) % |
| Operating Margin | (0.12) % | (5.51) % |
| Current Valuation | 208.6 M | 16.62 B |
| Shares Outstanding | 31.83 M | 571.82 M |
| Shares Owned By Insiders | 3.20 % | 10.09 % |
IRobot Opportunities
IRobot Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 9740 shares by Jules Connelly of IRobot at 3.69 subject to Rule 16b-3 | 12/05/2025 |
2 | Nvidia, SoftBank Target Robot Brain Maker In Potential 14 Billion Deal | 12/08/2025 |
3 | iRobots bankruptcy could change your Roomba forever - heres how and why | 12/15/2025 |
4 | iRobot co-founder says FTCs opposition to Amazon deal was wrong-minded following bankruptcy filing | 12/16/2025 |
5 | iRobot Co-Founder Greiner on The Future of Robotics | 12/17/2025 |
6 | Why Roomba Died Tech Predictions for 2026 A Hard Forkin Xmas Song | 12/19/2025 |
7 | Its a cage match Beleaguered iRobot founder says the biggest reason why the Roomba-maker failed was because of growing Chinese competition | 12/22/2025 |
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.
| 2022 | 2023 | 2025 | 2026 (projected) | Days Sales Outstanding | 20.36 | 32.54 | 37.42 | 48.79 | PTB Ratio | 2.75 | 5.45 | 4.91 | 5.15 |
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 |
Build Portfolio with IRobot
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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.