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Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Icahn Enterprises Lp. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.
We show how IEP stock compares to 2,000+ US-based stocks, and to peers in the Management of Companies and Enterprises sector and Offices of Bank Holding Companies industry.
Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.
Icahn Enterprises L.P., a master limited partnership, is a diversified holding company engaged in eight primary business segments: Investment, Energy, Automotive, Food Packaging, Metals, Real Estate, Home Fashion and Pharma.
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.
Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)
Stocks with higher market capitalization often have lower risk. (↑↓)
Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)
Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)
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