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Stock Risk Measures for Irobot Corp

A quantitative factor review as of December 31, 2020.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
face pic by Paul Alan Davis, CFA
Updated: January 03, 2021
See how we arrive at an overall risk score of 54 for IRBT below.

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IRBT Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Irobot Corp. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how IRBT stock compares to 2,000+ US-based stocks, and to peers in the Manufacturing sector and Small Electrical Appliance Manufacturing industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo iRobot Corporation is an American technology company that designs and builds consumer robots. It was founded in 1990 by three members of MIT's Artificial Intelligence Lab who designed robots for space exploration and military defense. Incorporated in Delaware, the company's products include a range of autonomous home vacuum cleaners , floor moppers , and other autonomous cleaning devices. iRobot was founded in 1990 by Rodney Brooks, Colin Angle, and Helen Greiner after working in MIT's Artificial Intelligence Lab.

Identity

Sector and Industry

Share Data

Shares

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

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IRBT stock risk
IROBOT CORP stock beta
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IROBOT CORP credit risk
IRBT liquidity risk
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IRBT valuation
IRBT systematic risk
IRBT specific risk
IROBOT CORP volatility
IRBT analysis
IRBT financial ratio

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