Dynex Capital's market value is the price at which a share of Dynex Capital trades on a public exchange. It measures the collective expectations of Dynex Capital investors about its performance. Dynex Capital is trading at 25.75 as of the 6th of January 2026, a 0.08 percent decrease since the beginning of the trading day. The preferred stock's open price was 25.77. With this module, you can estimate the performance of a buy and hold strategy of Dynex Capital and determine expected loss or profit from investing in Dynex Capital over a given investment horizon. Check out Dynex Capital Correlation, Dynex Capital Volatility and Dynex Capital Alpha and Beta module to complement your research on Dynex Capital. For information on how to trade Dynex Preferred Stock refer to our How to Trade Dynex Preferred Stock guide.
Please note, there is a significant difference between Dynex Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dynex Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dynex Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dynex Capital '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 Dynex Capital's preferred stock 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 Dynex Capital.
0.00
12/07/2025
No Change 0.00
0.0
In 30 days
01/06/2026
0.00
If you would invest 0.00 in Dynex Capital on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Dynex Capital or generate 0.0% return on investment in Dynex Capital over 30 days. Dynex Capital is related to or competes with PennyMac Mortgage, Arbor Realty, Apollo Commercial, KKR Real, Franklin BSP, Ellington Financial, and ARMOUR Residential. Dynex Capital, Inc., a mortgage real estate investment trust, invests in mortgage-backed securities on a leveraged basis... More
Dynex Capital 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 Dynex Capital's preferred stock 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 Dynex Capital upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynex Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynex Capital's standard deviation. In reality, there are many statistical measures that can use Dynex Capital historical prices to predict the future Dynex Capital's volatility.
At this point, Dynex Capital is very steady. Dynex Capital secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dynex Capital, which you can use to evaluate the volatility of the firm. Please confirm Dynex Capital's Mean Deviation of 0.3255, coefficient of variation of 838.49, and Downside Deviation of 0.47 to check if the risk estimate we provide is consistent with the expected return of 0.0434%. Dynex Capital has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0585, which means not very significant fluctuations relative to the market. As returns on the market increase, Dynex Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynex Capital is expected to be smaller as well. Dynex Capital right now shows a risk of 0.41%. Please confirm Dynex Capital maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Dynex Capital will be following its price patterns.
Auto-correlation
-0.52
Good reverse predictability
Dynex Capital has good reverse predictability. Overlapping area represents the amount of predictability between Dynex Capital time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dynex Capital price movement. The serial correlation of -0.52 indicates that about 52.0% of current Dynex Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.52
Spearman Rank Test
-0.27
Residual Average
0.0
Price Variance
0.02
Dynex Capital lagged returns against current returns
Autocorrelation, which is Dynex Capital preferred stock'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 Dynex Capital's preferred stock expected returns. We can calculate the autocorrelation of Dynex Capital returns to help us make a trade decision. For example, suppose you find that Dynex Capital has exhibited high autocorrelation historically, and you observe that the preferred stock 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
Dynex Capital 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 Dynex Capital preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynex Capital preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynex Capital preferred stock over time.
Current vs Lagged Prices
Timeline
Dynex Capital Lagged Returns
When evaluating Dynex Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynex Capital preferred stock have on its future price. Dynex Capital 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, Dynex Capital autocorrelation shows the relationship between Dynex Capital preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Dynex Capital.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Other Information on Investing in Dynex Preferred Stock
Dynex Capital financial ratios help investors to determine whether Dynex Preferred Stock 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 Dynex with respect to the benefits of owning Dynex Capital security.