Dynex Capital (Germany) Market Value
| DYT1 Stock | EUR 12.08 0.08 0.66% |
| Symbol | Dynex |
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 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.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in Dynex Capital on January 20, 2023 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 720 days. Dynex Capital is related to or competes with Discover Financial, United Insurance, Erste Group, CVB Financial, MCEWEN MINING, Sun Life, and Perseus Mining. 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 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.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.1351 | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.26 |
Dynex Capital Market Risk Indicators
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.| Risk Adjusted Performance | 0.1185 | |||
| Jensen Alpha | 0.1862 | |||
| Total Risk Alpha | 0.1873 | |||
| Sortino Ratio | 0.1273 | |||
| Treynor Ratio | (1.15) |
Dynex Capital Backtested Returns
Dynex Capital appears to be not too volatile, given 3 months investment horizon. Dynex Capital secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16% 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 utilize Dynex Capital's Mean Deviation of 0.9632, coefficient of variation of 704.32, and Downside Deviation of 1.47 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dynex Capital holds a performance score of 12. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dynex Capital are expected to decrease at a much lower rate. During the bear market, Dynex Capital is likely to outperform the market. Please check Dynex Capital's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Dynex Capital's price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Dynex Capital has very weak predictability. Overlapping area represents the amount of predictability between Dynex Capital time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 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 Dynex Capital price movement. The serial correlation of 0.19 indicates that over 19.0% of current Dynex Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Dynex Capital lagged returns against current returns
Autocorrelation, which is Dynex Capital 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynex Capital 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 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 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 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 |
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Additional Information and Resources on Investing in Dynex Stock
When determining whether Dynex Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Dynex Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dynex Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dynex Capital Stock:Check out Dynex Capital Correlation, Dynex Capital Volatility and Dynex Capital Alpha and Beta module to complement your research on Dynex Capital. For more detail on how to invest in Dynex Stock please use our How to Invest in Dynex Capital guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Dynex Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.