Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/38c112eb-644e-4fbc-8bf9-255c2ba4fbb6/
DX
Dynex Capital IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.44
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
10.7×
P/S
3.7×
P/B
0.9×
E/P
0.0939
FCF Yield
0.008
EBITDA/EV
0.039
SH Yield
0.119
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
P/E of 10.7x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.089
ROA
0.010
Net Margin
0.347
Op Margin
1.294
GPA
0.029
D/E
7.95
Current
0.06
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.037
Earn Growth
2.420
Stability
2.271
lower=better
Accruals
0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 7.95 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
-1.1%
12M Return
23.6%
12-1 Mom
27.1%
Risk-Adj
1.44
Vol 252d
18.9%
Vol 60d
43.3%
↑ Expanding
Max DD 12M
-14.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (43%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
55.7%
Sector Quality %ile
37.5%
P/E z-score
-0.26
P/B z-score
-0.16
Sector Avg OS
40.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 104% with P/E of 11×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.8% avg (7 factors)
Quality
D
36.9% avg (8 factors)
Momentum
C
56.5% avg (4 factors)
Risk
A
85.1% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.330 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.189 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.65
Earnings Yield (E/P)
0.0939
Price / Sales
3.70
Price / Book
0.95
Price / Cash Flow
13.97
FCF Yield
0.8%
EBITDA / EV
3.9%
Sales Yield (1/P·S)
0.0305
Shareholder Yield
Div + net buyback / mktcap
11.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.9%
Return on Assets
1.0%
Net Margin
34.7%
Operating Margin
129.4%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
7.95
Current Ratio
0.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-1.1%
12M Return
23.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
103.7%
Earnings Growth (YoY)
242.0%
Earnings Stability (CV)
Lower = more stable
2.271
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
11.9%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity