Dexus Stock Market Value
| DEXSF Stock | USD 4.68 0.14 3.08% |
| Symbol | DEXUS |
DEXUS 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to DEXUS's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of DEXUS.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in DEXUS on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding DEXUS or generate 0.0% return on investment in DEXUS over 30 days. DEXUS is related to or competes with British Land, Fibra UNO, GPT, Land Securities, LondonMetric Property, Mapletree Logistics, and Land Securities. Dexus is one of Australias leading real estate groups, proudly managing a high-quality Australian property portfolio val... More
DEXUS Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure DEXUS's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess DEXUS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 15.2 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 3.08 |
DEXUS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DEXUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DEXUS's standard deviation. In reality, there are many statistical measures that can use DEXUS historical prices to predict the future DEXUS's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DEXUS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
DEXUS Backtested Returns
DEXUS secures Sharpe Ratio (or Efficiency) of -0.0137, which denotes the company had a -0.0137 % return per unit of volatility over the last 3 months. DEXUS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DEXUS's Standard Deviation of 1.96, mean deviation of 0.7304, and Market Risk Adjusted Performance of (0.18) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, DEXUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding DEXUS is expected to be smaller as well. At this point, DEXUS has a negative expected return of -0.0269%. Please make sure to confirm DEXUS's treynor ratio and rate of daily change , to decide if DEXUS performance from the past will be repeated at future time.
Auto-correlation | -0.02 |
Very weak reverse predictability
DEXUS has very weak reverse predictability. Overlapping area represents the amount of predictability between DEXUS time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DEXUS price movement. The serial correlation of -0.02 indicates that only 2.0% of current DEXUS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DEXUS lagged returns against current returns
Autocorrelation, which is DEXUS pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting DEXUS's pink sheet expected returns. We can calculate the autocorrelation of DEXUS returns to help us make a trade decision. For example, suppose you find that DEXUS has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
DEXUS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If DEXUS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DEXUS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DEXUS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DEXUS Lagged Returns
When evaluating DEXUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DEXUS pink sheet have on its future price. DEXUS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, DEXUS autocorrelation shows the relationship between DEXUS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DEXUS.
Regressed Prices |
| Timeline |
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Other Information on Investing in DEXUS Pink Sheet
DEXUS financial ratios help investors to determine whether DEXUS Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in DEXUS with respect to the benefits of owning DEXUS security.