Dexus Property (Australia) Alpha and Beta Analysis
| DXS Stock | 6.79 0.01 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dexus Property Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dexus Property over a specified time horizon. Remember, high Dexus Property'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 Dexus Property's market risk premium analysis include:
Beta 0.19 | Alpha (0.20) | Risk 1.23 | Sharpe Ratio (0.13) | Expected Return (0.16) |
Dexus Property 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.
Dexus |
Dexus Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dexus Property market risk premium is the additional return an investor will receive from holding Dexus Property 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 Dexus Property. 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 Dexus Property's performance over market.| α | -0.2 | β | 0.19 |
Dexus Property 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 Dexus Property's Buy-and-hold return. Our buy-and-hold chart shows how Dexus Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dexus Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Dexus Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dexus Property shares will generate the highest return on investment. By understating and applying Dexus Property stock market price indicators, traders can identify Dexus Property position entry and exit signals to maximize returns.
Dexus Property Return and Market Media
The median price of Dexus Property for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 7.19 with a coefficient of variation of 4.12. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 7.27, and mean deviation of 0.27. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Wentworth Capital Pty Ltd and Assembly Funds Management agreed to acquire Office building at 100-130 Harris Street, Pyrmont from DEXUS for approximately AUD 230... | 11/28/2024 |
About Dexus Property 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 Dexus or other stocks. Alpha measures the amount that position in Dexus Property Group 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dexus Property in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dexus Property's short interest history, or implied volatility extrapolated from Dexus Property options trading.
Build Portfolio with Dexus Property
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Additional Tools for Dexus Stock Analysis
When running Dexus Property's price analysis, check to measure Dexus Property'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 Dexus Property is operating at the current time. Most of Dexus Property's value examination focuses on studying past and present price action to predict the probability of Dexus Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dexus Property's price. Additionally, you may evaluate how the addition of Dexus Property to your portfolios can decrease your overall portfolio volatility.