Irobot Stock Beta

IRBT Stock

USD 7.27 0.32 4.22%

iRobot fundamentals help investors to digest information that contributes to IRobot's financial success or failures. It also enables traders to predict the movement of IRobot Stock. The fundamental analysis module provides a way to measure IRobot's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to IRobot stock.

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iRobot Company Beta Analysis

IRobot's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current IRobot Beta

1.19

Most of IRobot's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, iRobot is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

IRobot Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for IRobot is extremely important. It helps to project a fair market value of IRobot Stock properly, considering its historical fundamentals such as Beta. Since IRobot's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of IRobot's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of IRobot's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Total Liab	Total Current Assets	Accounts Payable	Long Term Debt	Common Stock	Property Plant Equipment	Current Deferred Revenue	Retained Earnings	Net Receivables	Short Term Debt	Short Term Investments	Good Will	Intangible Assets	Net Tangible Assets	Capital Surpluse	Long Term Investments	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		0.83	-0.32	0.6	0.99	0.78	0.71	0.52	0.94	0.64	0.65	0.84	-0.22	-0.15	0.68	0.13	0.75	0.14	0.81	0.64	0.62	0.04
Total Stockholder Equity	0.83		-0.7	0.2	0.87	0.45	0.39	0.44	0.71	0.29	0.92	0.85	-0.18	0.15	0.32	0.35	0.83	-0.2	0.42	0.84	0.81	0.2
Net Debt	-0.32	-0.7		0.44	-0.43	0.25	0.27	-0.2	-0.13	0.32	-0.81	-0.4	-0.02	-0.54	0.41	-0.3	-0.53	0.42	0.16	-0.71	-0.71	-0.57
Total Liab	0.6	0.2	0.44		0.55	0.93	0.88	0.37	0.67	0.9	-0.13	0.39	-0.19	-0.57	0.96	-0.3	0.4	0.44	0.81	0.06	0.11	-0.65
Total Current Assets	0.99	0.87	-0.43	0.55		0.72	0.65	0.53	0.9	0.58	0.7	0.84	-0.21	-0.07	0.6	0.1	0.8	0.08	0.74	0.7	0.69	0.06
Accounts Payable	0.78	0.45	0.25	0.93	0.72		0.89	0.39	0.84	0.91	0.15	0.58	-0.21	-0.46	0.95	-0.09	0.5	0.32	0.84	0.27	0.26	-0.51
Long Term Debt	0.71	0.39	0.27	0.88	0.65	0.89		0.27	0.76	0.78	0.14	0.53	-0.13	-0.47	0.89	-0.35	0.56	0.26	0.87	0.3	0.34	-0.44
Common Stock	0.52	0.44	-0.2	0.37	0.53	0.39	0.27		0.41	0.39	0.15	0.39	-0.05	-0.57	0.41	0.22	0.27	0.41	0.29	0.0	0.02	-0.14
Property Plant Equipment	0.94	0.71	-0.13	0.67	0.9	0.84	0.76	0.41		0.65	0.54	0.75	-0.11	-0.23	0.72	0.1	0.67	0.17	0.85	0.59	0.52	-0.05
Current Deferred Revenue	0.64	0.29	0.32	0.9	0.58	0.91	0.78	0.39	0.65		-0.02	0.34	-0.19	-0.55	0.93	-0.08	0.37	0.52	0.77	0.1	0.13	-0.55
Retained Earnings	0.65	0.92	-0.81	-0.13	0.7	0.15	0.14	0.15	0.54	-0.02		0.75	-0.11	0.46	0.0	0.41	0.71	-0.45	0.22	0.88	0.83	0.48
Net Receivables	0.84	0.85	-0.4	0.39	0.84	0.58	0.53	0.39	0.75	0.34	0.75		-0.3	0.15	0.49	0.32	0.75	-0.24	0.52	0.66	0.66	0.06
Short Term Debt	-0.22	-0.18	-0.02	-0.19	-0.21	-0.21	-0.13	-0.05	-0.11	-0.19	-0.11	-0.3		-0.22	-0.27	0.0	-0.15	-0.07	-0.16	0.01	0.0	0.09
Short Term Investments	-0.15	0.15	-0.54	-0.57	-0.07	-0.46	-0.47	-0.57	-0.23	-0.55	0.46	0.15	-0.22		-0.57	0.2	0.16	-0.63	-0.39	0.43	0.41	0.46
Good Will	0.68	0.32	0.41	0.96	0.6	0.95	0.89	0.41	0.72	0.93	0.0	0.49	-0.27	-0.57		-0.1	0.41	0.43	0.83	0.1	0.12	-0.57
Intangible Assets	0.13	0.35	-0.3	-0.3	0.1	-0.09	-0.35	0.22	0.1	-0.08	0.41	0.32	0.0	0.2	-0.1		-0.01	-0.16	-0.25	0.14	0.05	0.28
Net Tangible Assets	0.75	0.83	-0.53	0.4	0.8	0.5	0.56	0.27	0.67	0.37	0.71	0.75	-0.15	0.16	0.41	-0.01		-0.11	0.5	0.87	0.91	-0.07
Capital Surpluse	0.14	-0.2	0.42	0.44	0.08	0.32	0.26	0.41	0.17	0.52	-0.45	-0.24	-0.07	-0.63	0.43	-0.16	-0.11		0.32	-0.36	-0.35	-0.31
Long Term Investments	0.81	0.42	0.16	0.81	0.74	0.84	0.87	0.29	0.85	0.77	0.22	0.52	-0.16	-0.39	0.83	-0.25	0.5	0.32		0.31	0.32	-0.18
Net Invested Capital	0.64	0.84	-0.71	0.06	0.7	0.27	0.3	0.0	0.59	0.1	0.88	0.66	0.01	0.43	0.1	0.14	0.87	-0.36	0.31		0.98	0.26
Net Working Capital	0.62	0.81	-0.71	0.11	0.69	0.26	0.34	0.02	0.52	0.13	0.83	0.66	0.0	0.41	0.12	0.05	0.91	-0.35	0.32	0.98		0.19
Capital Stock	0.04	0.2	-0.57	-0.65	0.06	-0.51	-0.44	-0.14	-0.05	-0.55	0.48	0.06	0.09	0.46	-0.57	0.28	-0.07	-0.31	-0.18	0.26	0.19

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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict IRobot

In accordance with the recently published financial statements, iRobot has a Beta of 1.188. This is 41.43% higher than that of the Household Durables sector and significantly higher than that of the Consumer Discretionary industry. The beta for all United States stocks is notably lower than that of the firm.

IRobot Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IRobot's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of IRobot could also be used in its relative valuation, which is a method of valuing IRobot by comparing valuation metrics of similar companies.

IRobot is currently under evaluation in beta category among its peers.

IRobot ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, IRobot's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to IRobot's managers, analysts, and investors.

Environmental

Governance

Social

IRobot Institutional Holders

Institutional Holdings refers to the ownership stake in IRobot that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of IRobot's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing IRobot's value.

		Shares
Goldman Sachs Group Inc	2024-12-31	412.8 K
Morgan Stanley - Brokerage Accounts	2024-12-31	405.1 K
Charles Schwab Investment Management Inc	2024-12-31	363.2 K
Mirae Asset Global Etfs Holdings Ltd.	2024-12-31	352.4 K
Bank Of America Corp	2024-12-31	329.7 K
Primecap Management Company	2024-12-31	303.9 K
Susquehanna International Group, Llp	2024-12-31	272.3 K
Northern Trust Corp	2024-12-31	271 K
Ubs Group Ag	2024-12-31	221.4 K
Blackrock Inc	2024-12-31	2.3 M
Vanguard Group Inc	2024-12-31	1.7 M

As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IRobot will likely underperform.

IRobot Fundamentals

	Return On Equity	0.04
	Return On Asset	0.0076
	Profit Margin	0.02 %
	Operating Margin	0.05 %
	Current Valuation	346.54 M
	Shares Outstanding	30.56 M
	Shares Owned By Insiders	4.86 %
	Shares Owned By Institutions	59.75 %
	Number Of Shares Shorted	3.93 M
	Price To Earning	8.75 X
	Price To Book	1.54 X
	Price To Sales	0.14 X
	Revenue	890.58 M
	Gross Profit	551.52 M
	EBITDA	(231.29 M)
	Net Income	(304.71 M)
	Cash And Equivalents	89.59 M
	Cash Per Share	3.28 X
	Total Debt	234.33 M
	Debt To Equity	0.23 %
	Current Ratio	1.73 X
	Book Value Per Share	26.54 X
	Cash Flow From Operations	(114.79 M)
	Short Ratio	1.77 X
	Earnings Per Share	(4.62) X
	Price To Earnings To Growth	2.72 X
	Target Price	11.47
	Number Of Employees	661
	Beta	1.19
	Market Capitalization	222.16 M
	Total Asset	733.7 M
	Retained Earnings	(105.3 M)
	Working Capital	178.34 M
	Current Asset	389.35 M
	Current Liabilities	96.63 M
	Net Asset	733.7 M

About IRobot Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze iRobot's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IRobot using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iRobot based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

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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.

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