DEXUS Stock Volatility
| DEXSF Stock | USD 4.14 -0.17 -3.94% |
Current risk behavior is informed by 20 technical indicators. Across the last 3 months, DEXUS continues to post relatively low price volatility. DEXUS records a Sharpe ratio of -0.1, reflecting poor reward-to-volatility behavior over the last 3 months.
Sharpe Ratio = -0.1015
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DEXSF |
Latest disclosures for DEXUS show a Market Risk Adjusted Performance of 0.1%, a Risk of 1.79, and a Risk Adjusted Performance of -0.01%. Moving average data indicates DEXUS is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to DEXUS's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for DEXUS draws on both historical price data and forward-looking implied volatility. Periods of elevated DEXUS volatility are typically followed by calmer conditions, and vice versa.
DEXUS |
Volatility Strategy
Volatility in DEXUS contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.79% with a beta coefficient of -0.3, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.1, evaluates return per unit of total risk. An alpha value of -0.0586 reflects performance relative to systematic market exposure. Expected return estimates near -0.18% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Growth repricing can increase short-term volatility.
Main indicators related to DEXUS's market risk premium analysis include:
Beta -0.30 | Alpha -0.06 | Risk 1.79 | Sharpe Ratio -0.10 | Expected Return -0.18 |
Moving together with DEXUS Pink Sheet
Moving against DEXUS Pink Sheet
| 0.7 | FANG | Diamondback Energy | PairCorr |
| 0.66 | DENI | Denali Bancorporation | PairCorr |
| 0.64 | EPRT | Essential Properties | PairCorr |
| 0.64 | SDRL | Seadrill Limited | PairCorr |
| 0.63 | GURE | Gulf Resources Common | PairCorr |
| 0.58 | PUTRF | PTT Public | PairCorr |
| 0.58 | MGLUY | Magazine Luiza SA Downward Rally | PairCorr |
| 0.51 | TTFNF | TotalEnergies SE | PairCorr |
| 0.49 | TRYIF | Toray Industries | PairCorr |
| 0.45 | VICI | VICI Properties | PairCorr |
Sensitivity To Market
DEXUS relative market sensitivity is quantified by its beta value of -0.3. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.79%.This summary describes how DEXUS has moved rather than why it moved. Standard deviation is near 1.93% and downside deviation is near 0.0%. For DEXUS, dispersion metrics describe what happened historically across the selected window.
3 Months Beta |Analyze DEXUS Demand TrendCheck current 90 days DEXUS correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for DEXUS expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 1.79 |
For DEXUS investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of DEXUS's returns. Latest disclosures for DEXUS show a Maximum Drawdown of 13.84.
Pink Sheet Volatility Analysis
Volatility describes the degree to which DEXUS pink sheet price fluctuates in either direction. It captures how much DEXUS's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. DEXUS Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon DEXUS has a beta of -0.3036 suggesting that as returns on the benchmark increase, returns on DEXUS tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, DEXUS is likely to outperform the market.DEXUS remains sensitive to broader pink sheet market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Latest disclosures for DEXUS show a Mean Deviation of 0.80 and a Standard Deviation of 1.93.
Predicted Return Distribution |
| Density |
What Drives DEXUS's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Real Estate sector can move DEXUS's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for DEXUS.DEXUS's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in DEXUS's shares.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of DEXUS is -985.21. The daily returns are distributed with a variance of 3.19 and standard deviation of 1.79. The mean deviation of DEXUS is currently at 0.82. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0586 | |
β | Beta against Dow Jones | -0.3036 | |
σ | Overall volatility | 1.79 | |
Ir | Information ratio | 0.01 |
Pink Sheet Return Volatility
DEXUS historical daily return volatility represents how much of DEXUS pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 1.7873% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Strong recent returns in DEXUS Pink Sheet do not always mean DEXUS Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BRLAF | 1.16 | 0.10 | 0.00 | 0.19 | 0.00 | 0.76 | 30.83 | |||
| FBASF | 2.66 | 0.04 | 0.01 | 0.04 | 3.85 | 4.82 | 23.75 | |||
| GPTGF | 0.47 | -0.01 | 0.01 | 0.09 | 1.10 | 0.00 | 15.03 | |||
| LDSCY | 1.42 | -0.09 | 0.00 | -0.14 | 0.00 | 2.20 | 10.89 | |||
| CTOUF | 0.34 | -0.03 | 0.00 | 0.21 | 0.00 | 1.01 | 9.55 | |||
| LNSPF | 1.02 | 0.06 | 0.03 | -18.29 | 1.74 | 3.40 | 23.75 | |||
| MAPGF | 2.58 | 0.16 | 0.03 | -0.54 | 3.49 | 7.22 | 29.75 | |||
| LSGOF | 0.66 | -0.10 | 0.00 | -0.78 | 0.00 | 1.58 | 21.70 | |||
| BTLCY | 1.31 | -0.11 | 0.00 | -0.27 | 0.00 | 2.25 | 6.98 |
Risk Metrics, Assumptions & Methodology
Beta for DEXUS measures the share of volatility attributable to broad market movements versus company-specific factors. Lower trading activity may introduce occasional variability in execution conditions. DEXUS has a market cap of 6.26 B, P/E of 6.28, ROE of 12.39%.
Reported values for DEXUS are derived from periodic company reporting and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardDEXUS Investment Opportunity
DEXUS currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.11. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use DEXUS to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of DEXUS to be traded at $3.97 in 90 days.Moderate diversification
Across the chosen horizon, DEXUS and Dow Jones show a correlation of 0.37 and fall into the Moderate diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding DEXUS alone.
DEXUS Additional Risk Indicators
Risk analysis around DEXUS becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.1474 | |||
| Mean Deviation | 0.7984 | |||
| Coefficient Of Variation | -6,083 | |||
| Standard Deviation | 1.93 | |||
| Variance | 3.73 | |||
| Information Ratio | 0.0072 |
DEXUS Suggested Diversification Pairs
A pair strategy built around DEXUS is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
| Bank of America vs. DEXUS | ||
| Walker Dunlop vs. DEXUS | ||
| Visa vs. DEXUS | ||
| Citigroup vs. DEXUS | ||
| GM vs. DEXUS | ||
| Salesforce vs. DEXUS | ||
| Dupont De vs. DEXUS | ||
| Alphabet vs. DEXUS | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against DEXUS as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. DEXUS's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, DEXUS's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to DEXUS.
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