Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3f1ab33f-0895-40ca-b140-d4b657d9c20f/
IEP
Icahn Enterprises LPSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
Div 6.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/S
0.4×
P/B
2.2×
FCF Yield
0.086
EBITDA/EV
0.081
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
31.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 8.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
-0.166
ROA
-0.025
Net Margin
-0.032
Op Margin
-0.001
GPA
0.065
D/E
5.43
Current
3.05
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.010
Stability
1.756
lower=better
Accruals
-0.046
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.43 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
6.5%
12M Return
12.2%
12-1 Mom
13.9%
Risk-Adj
0.60
Vol 252d
23.3%
Vol 60d
47.4%
↑ Expanding
Max DD 12M
-10.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.44
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
49.8%
Sector Quality %ile
3.1%
P/B z-score
-0.07
Sector Avg OS
72.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (74th value) but weak quality (3th). Classic value trap risk.
Strong Capital Return
Shareholder yield 6.8% backed by 8.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.9% avg (5 factors)
Quality
F
26.4% avg (8 factors)
Momentum
C
46.1% avg (4 factors)
Risk
A
77.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.440 | —0 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.030 | —1 | — | |
| Momentum %ile | 0.310 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.233 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.42
Price / Book
2.19
Price / Cash Flow
16.02
FCF Yield
8.6%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
1.3695
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-16.6%
Return on Assets
-2.5%
Net Margin
-3.2%
Operating Margin
-0.1%
Gross Profit / Assets
Novy-Marx GPA
6.5%
Debt / Equity
5.43
Current Ratio
3.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.046
MomentumPrice trend strength over different horizons
6M Return
6.5%
12M Return
12.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.0%
Earnings Stability (CV)
Lower = more stable
1.756
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.8%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
31
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity