DX Dynex Capital, Inc.
$13.33
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 58.1% below fair value

You pay $13.33
Bear $26.30
Fair $31.84
Bull $37.38
Bear $26.30 +97.3% $2.12 FFO × 18x
Fair $31.84 +138.9% $2.12 FFO × 22x
Bull $37.38 +180.4% $2.12 FFO × 26x

Key Value Driver

FFO/share ($2.12) × default P/FFO multiple

Implied Market Multiple 6.3x

Summary

Our base-case estimate uses P/FFO × Default REIT Multiple. We then blend that result with the average analyst price target of $14.50 from 14 analysts, using a 20% weight on analyst consensus. That produces an estimated intrinsic value of $31.84 per share.

Warnings

Standard profit figures are misleading for real estate companies — large non-cash accounting charges make profits look artificially low. Dividend yield and funds from operations are better measures.
Dividend yield of 5.1% is unusually high — make sure the company generates enough cash to keep paying it.
Dividend-based valuation: $11.29 (69% below our primary estimate). Large gaps suggest the dividend may not fully reflect the company's value.
Wall Street's average price target is $14.50 (from 14 analysts). Our estimate is 150% above the consensus -- consider that gap carefully.

Key Risks

  • P/E and EV/EBITDA are structurally wrong for REITs — use P/FFO and NAV
  • Interest rate sensitivity: REIT multiples compress when rates rise
  • FFO approximation (NI + D&A) may include gains on property sales — verify