Dynex Capital Stock Alpha and Beta Analysis
| DX Stock | USD 12.41 0.09 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dynex Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dynex Capital over a specified time horizon. Remember, high Dynex Capital's 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 Dynex Capital's market risk premium analysis include:
Beta 0.38 | Alpha 0.0182 | Risk 0.96 | Sharpe Ratio 0.05 | Expected Return 0.048 |
Dynex Capital Quarterly Cash And Equivalents |
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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.
Dynex |
Dynex Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dynex Capital market risk premium is the additional return an investor will receive from holding Dynex Capital 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 Dynex Capital. 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 Dynex Capital's performance over market.| α | 0.02 | β | 0.38 |
Dynex Capital 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 Dynex Capital's Buy-and-hold return. Our buy-and-hold chart shows how Dynex Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dynex Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Dynex Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dynex Capital shares will generate the highest return on investment. By understating and applying Dynex Capital stock market price indicators, traders can identify Dynex Capital position entry and exit signals to maximize returns.
Dynex Capital Return and Market Media
The median price of Dynex Capital for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 12.34 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 12.33, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Dynex Capital dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | Disposition of 57 shares by Stephen Benedetti of Dynex Capital at 19.31 subject to Rule 16b-3 | 09/04/2024 |
2 | Disposition of 15207 shares by Byron Boston of Dynex Capital at 12.47 subject to Rule 16b-3 | 09/06/2024 |
3 | Dynex Self Reported Market Capitalization Tops 29.41 Million | 09/18/2024 |
| Dynex Capital dividend paid on 1st of October 2024 | 10/01/2024 |
4 | Dynex Capital, Inc. Declares Common Stock Dividends | 10/14/2024 |
5 | Protocol Village Conduit Launches New G2 Sequencer, Claiming 10x Improvement Over Existing Versions | 10/16/2024 |
6 | Dynex Capital Inc Q3 2024 Everything You Need To Know Ahead Of Earnings | 10/18/2024 |
7 | Dynex Capital, Inc. Announces Third Quarter 2024 Results | 10/21/2024 |
8 | Dynex Capital Inc Q3 2024 Earnings Call Highlights Strong Economic Return and Dividend ... | 10/22/2024 |
9 | Dynex Achieves Self Reported Market Cap of 31.14 Million | 10/31/2024 |
| Dynex Capital dividend paid on 1st of November 2024 | 11/01/2024 |
10 | Ex-Dividend Reminder Dynex Capital, WaFd and Piedmont Office Realty Trust - Nasdaq | 11/20/2024 |
About Dynex Capital 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 Dynex or other stocks. Alpha measures the amount that position in Dynex Capital 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Effective Tax Rate | 0.11 | 0.3 | 0.35 | 0.33 | Operating Profit Margin | 0.8 | 1.06 | 1.21 | 1.15 |
Dynex Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Dynex Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dynex Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dynex Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dynex Capital. Please utilize our Beneish M Score to check the likelihood of Dynex Capital's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Dynex Capital
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Additional Tools for Dynex Stock Analysis
When running Dynex Capital's price analysis, check to measure Dynex Capital's 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 Dynex Capital is operating at the current time. Most of Dynex Capital's value examination focuses on studying past and present price action to predict the probability of Dynex Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dynex Capital's price. Additionally, you may evaluate how the addition of Dynex Capital to your portfolios can decrease your overall portfolio volatility.