Icahn Enterprises Lp Stock Alpha and Beta Analysis

IEP Stock  USD 11.33  0.31  2.81%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Icahn Enterprises LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Icahn Enterprises over a specified time horizon. Remember, high Icahn Enterprises' 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 Icahn Enterprises' market risk premium analysis include:
Beta
1.75
Alpha
(0.54)
Risk
4.18
Sharpe Ratio
(0.06)
Expected Return
(0.23)
Please note that although Icahn Enterprises alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Icahn Enterprises did 0.54  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Icahn Enterprises LP stock's relative risk over its benchmark. Icahn Enterprises has a beta of 1.75  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Icahn Enterprises will likely underperform. At this time, Icahn Enterprises' Book Value Per Share is relatively stable compared to the past year. As of 11/22/2024, Tangible Book Value Per Share is likely to grow to 24.59, while Price Book Value Ratio is likely to drop 1.57.

Enterprise Value

17.31 Billion

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 Icahn Enterprises Backtesting, Icahn Enterprises Valuation, Icahn Enterprises Correlation, Icahn Enterprises Hype Analysis, Icahn Enterprises Volatility, Icahn Enterprises History and analyze Icahn Enterprises Performance.

Icahn Enterprises Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Icahn Enterprises market risk premium is the additional return an investor will receive from holding Icahn Enterprises 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 Icahn Enterprises. 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 Icahn Enterprises' performance over market.
α-0.54   β1.75

Icahn Enterprises expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Icahn Enterprises' Buy-and-hold return. Our buy-and-hold chart shows how Icahn Enterprises performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Icahn Enterprises Market Price Analysis

Market price analysis indicators help investors to evaluate how Icahn Enterprises stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Icahn Enterprises shares will generate the highest return on investment. By understating and applying Icahn Enterprises stock market price indicators, traders can identify Icahn Enterprises position entry and exit signals to maximize returns.

Icahn Enterprises Return and Market Media

The median price of Icahn Enterprises for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 12.74 with a coefficient of variation of 10.74. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 12.68, and mean deviation of 1.03. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Icahn Enterprises L.P. Being Investigated on Behalf of Icahn Enterprises L.P. Investors. Contact Levi Korsinsky For Details.
09/03/2024
2
ICAHN ENTERPRISES VINDICATED BY DISMISSAL OF MERITLESS LAWSUIT THAT PARROTED FALSE AND MISLEADING CLAIMS PUBLISHED BY HINDENBURG RESEARCH
09/16/2024
 
Icahn Enterprises dividend paid on 25th of September 2024
09/25/2024
4
Acquisition by Ted Papapostolou of 30579 shares of Icahn Enterprises subject to Rule 16b-3
10/18/2024
5
Icahn Enterprises L.P. Announces Q3 2024 Earnings Conference Call
10/25/2024
6
Icahn Enterprises Q3 2024 Earnings Preview
11/07/2024
7
Icahn Enterprises GAAP EPS of 0.05 misses by 0.16, revenue of 2.79B beats by 470M
11/08/2024
8
Icahn Enterprises announces pricing of senior notes
11/13/2024
9
Icahn Enterprises Announces Conditional Partial Redemption of 6.250 percent Senior Notes due 2026
11/15/2024
10
Acquisition by Icahn Carl C of 6202053 shares of Icahn Enterprises at 61.5433 subject to Rule 16b-3
11/20/2024

About Icahn Enterprises 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 Icahn or other stocks. Alpha measures the amount that position in Icahn Enterprises 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 2024 (projected)
Dividend Yield0.01410.04680.0491
Price To Sales Ratio1.130.550.52

Icahn Enterprises Upcoming Company Events

As portrayed in its financial statements, the presentation of Icahn Enterprises' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Icahn Enterprises' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Icahn Enterprises' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Icahn Enterprises. Please utilize our Beneish M Score to check the likelihood of Icahn Enterprises' management manipulating its earnings.
23rd of February 2024
Upcoming Quarterly Report
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8th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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23rd of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Additional Tools for Icahn Stock Analysis

When running Icahn Enterprises' price analysis, check to measure Icahn Enterprises' 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 Icahn Enterprises is operating at the current time. Most of Icahn Enterprises' value examination focuses on studying past and present price action to predict the probability of Icahn Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Icahn Enterprises' price. Additionally, you may evaluate how the addition of Icahn Enterprises to your portfolios can decrease your overall portfolio volatility.