UiPath Stock Surges 5.9% on Q2 Gains but Ranks 273rd in $390M Trading Volume as AI Concerns Loom

Generated by AI AgentAinvest Volume Radar
Friday, Sep 5, 2025 8:01 pm ET1min read
Aime RobotAime Summary

- UiPath's stock surged 5.9% on Sept 5, 2025, with $390M trading volume, ranking 273rd in market activity.

- Q2 results showed 14.4% revenue growth to $362M and tripled adjusted EPS, with $1.834B–$1.839B ARR guidance.

- Despite gains, the stock fell 11% YTD due to AI disruption concerns and delayed agentic automation revenue (expected 2027).

- CEO Daniel Dines highlighted agentic AI as a competitive edge, but net new ARR dropped 30% to $31M, and GAAP losses widened.

, 2025, , ranking 273rd in market activity. The stock’s rally followed the release of second-quarter results, , . , indicating double-digit growth at the midpoint. Despite these positive metrics, , reflecting broader market skepticism toward software firms amid generative AI disruption concerns.

UiPath’s performance highlights its integration of agentic AI into automation solutions, which CEO emphasized as a competitive edge in winning deals. However, , . Analysts remain divided, . , . .

UiPath’s stock has underperformed the S&P 500 and its software peers, . , investors face uncertainty over its ability to execute its AI-driven strategy. Strategic shifts toward cloud adoption and agentic automation remain unproven in the short term, leaving the stock in a holding pattern between growth optimism and execution risks.

I understand the strategy you have in mind: • Every trading day, rank the entire stock

by that day’s dollar-trading-volume (or share volume), • Go long the top 500 names at the next day’s open (or close), • Close all positions after exactly one trading day, • Measure aggregate portfolio performance from 2022-01-03 through today. At present, the back-testing tools available in this chat environment can only evaluate strategies on a single ticker or on event dates supplied per ticker. They do not yet support a dynamic, cross-sectional portfolio that re-selects hundreds of tickers each day. To move forward, we have a couple of practical options: 1. Approximate the idea with a static high-liquidity universe (e.g., the S&P 500 or Russell 1000) and back-test a daily equal-weight rotation within that fixed list. 2. Focus on a representative ETF whose holdings concentrate in the most actively traded names (e.g., SPY or VTI) and back-test a 1-day hold strategy on that single instrument. 3. Export the detailed data and run a custom cross-sectional back-test offline (outside this chat), then bring the results back for interpretation. Please let me know which direction (or any other) you’d like to pursue, and I’ll proceed accordingly.

Comments



Add a public comment...
No comments

No comments yet