IPO Risk Score Logo
Latest v0.1.0

Quant-grade IPO risk scoring, without the black box.

IPO Risk Score maps IPO characteristics into a transparent, logistic-bounded score. Built for researchers, quants and operators who need interpretable risk signals in a clean Python API.

Score range

0 – 100

Logistic-bounded output

Validation

Input guards

Ranges, enums, null checks

Latency

< 10 ms

Pure Python, no network calls

Score preview

UPX-style IPO
Case study

Illustrative scoring from the working paper to show how feature stacks roll into the final number.

Risk score

98.94 / 100

Attractiveness

1.06 / 100

Drivers

  • Micro float / liquidity drag
  • Non-Big4 auditor + mid-tier UW
  • Emerging-market exposure

Signals

Features stay monotonic: higher risk inputs always push the score up, avoiding directional surprises.

pip

Install

Install ipo-risk-score

Ship the scorer into notebooks, batch jobs or production services with a single command.

pip install ipo-risk-score

Latest version: 0.1.0 · Logistic-bounded IPO risk scoring framework.

Release signal

Pulled from PyPI in real time

Latest version

0.1.0

Nov 20, 2025

Logistic-bounded IPO risk scoring framework.

Auto-updates after each publish to PyPI.

Pipeline

How the scorer assembles risk

Data quality comes first, then monotonic features, then a bounded logistic transform. Each piece is isolated so you can iterate on signals without changing the contract.

Structured IPO intake

Typed IPO inputs enforce numeric ranges, enums and clean strings before any feature is derived.

Feature stacks

Liquidity, valuation, quality and geography live in isolated modules so each axis can evolve independently.

Logistic scoring

A weighted linear combination flows through a stable logistic transform, returning a risk score in [0, 100].

Capabilities

Built for readability and control

Modular stacks, guarded inputs and a bounded score make it simple to slot into research workflows or production systems.

Model
Bounded, interpretable output
0–100 scale with monotonic weights. Thresholds are easy to calibrate for gating, monitoring or alerts.
Governance
Audit-friendly pipeline
Strict validation, explicit feature weights and deterministic transformations make every score reproducible.
Architecture
Modular by design
Feature stacks are decoupled; extend valuation or quality signals without rewriting the core scorer.
Workflow
Research ready
Docstring-rich API suited for notebooks, batch backtests or realtime scoring inside Python workflows.

Release log

Live version history

Updates pull directly from PyPI so the site stays current whenever a new ipo_risk_score package ships.

Release feed

Pulled live from PyPI

Auto-updated
Latest · 0.1.0 Nov 20, 2025
PyPI file

Logistic-bounded IPO risk scoring framework.

Working paper

Logistic-Bounded Risk Scoring Framework for IPOs

A detailed walk-through of the model, assumptions, feature definitions and case studies.

Repository

Open-source implementation

Transparent, research-friendly Python package. Contributions and issues are welcome.