Icahn Enterprises Lp Stock Alpha and Beta Analysis
| IEP Stock | USD 7.81 0.05 0.64% |
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 0.93 | Alpha (0.06) | Risk 2.03 | Sharpe Ratio 0.0088 | Expected Return 0.0178 |
Enterprise Value |
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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 | -0.06 | β | 0.93 |
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 Sun, Oct 19, 2025 and Sat, Jan 17, 2026 is 7.75 with a coefficient of variation of 3.73. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 7.81, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 11/03/2025 |
2 | Icahn Enterprises Surges 13.4 percent After Strong Q3 Earnings and Asset Value Gains Has the Narrative Shifted | 11/07/2025 |
3 | Acquisition by Icahn Carl C of 3520975 shares of Icahn Enterprises at 50.41 subject to Rule 16b-3 | 11/28/2025 |
4 | Price-Driven Insight from for Rule-Based Strategy - news.stocktradersdaily.com | 12/03/2025 |
5 | Has Icahn Enterprises Fallen Too Far After Short Seller Scrutiny And Distribution Cuts | 12/09/2025 |
6 | Premier Inn targeted by activist investor after Budget tax blow | 12/19/2025 |
| Icahn Enterprises dividend paid on 24th of December 2025 | 12/24/2025 |
8 | Icahn Enterprises Is Up 6.7 percent After Carl Icahn Deepens Control With Major Unit Purchase | 01/07/2026 |
9 | Conduent Names New Chief Executive, Board Chair | 01/16/2026 |
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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.0468 | 0.0968 | 0.11 | 0.12 | Price To Sales Ratio | 0.55 | 0.4 | 0.46 | 0.43 |
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 | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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.