That is what I have been thinking as well.So I assume there is something magnetic keeping the head on the body, and there must be a drive mechanism in the head that allow it to move around. I also assume there is another weighted drive mechanism inside the ball that drives it's motion.
I am picturing a magnet and wheels much like an old mouse ball in the head. Inside the body would be another magnet connected to an elongated shaft with a counter weight at the end.