NYSE$DX

Dynex Capital Inc · Q1 2023 earnings

Q1 2023 earnings · · Investor relations

Briefing

Dynex Capital reported first quarter 2023 financial results.

Dynex Capital reported a book value per common share of $13.80 as of March 31, 2023, and declared dividends of $0.39 per common share for the first quarter of 2023. The company experienced a total economic loss of $(0.54) per common share, or (3.7)% of beginning book value, and a comprehensive loss of $(0.54) per common share, with liquidity in excess of $554 million in cash and unencumbered assets. Leverage, including to-be-announced (TBA) securities at cost, was 7.8 times shareholders' equity.

  • Book value per common share of $13.80 as of March 31, 2023
  • Dividends declared of $0.39 per common share for the first quarter of 2023
  • Total economic loss of $(0.54) per common share, or (3.7)% of beginning book value
  • Liquidity in excess of $554 million in cash and unencumbered assets

Headline financials

Total Revenue

$7.53M

Previous: $17.4M-56.8%
EPS (adj)

-$0.16

Previous: $0.44-136.4%
Free Cash Flow

-$41.7M

Previous: $117M-135.6%
Net Income

-$41.7M

Previous: $117M-135.6%
Operating Income

-$693K

Previous: $12.9M-105.4%
Gross Profit

$7.53M

Previous: $17.4M-56.8%
Cash & Equivalents

$279M

Previous: $457M-38.9%
Total Assets

$3.87B

Previous: $3.85B+0.5%
Stock-Based Comp

$1.01M

Previous: $846K+19.4%

Revenue & EPS history

Dynex Capital · Revenue · Quarterly

$7.53M

Q1 2023-56.8%vs Q1 2022
Beat estimate in 9 of 14 quarters(64%)
ActualEstimate

Forward guidance

This release contains forward-looking statements regarding the Company's financial performance in future periods, future interest rates, future market credit spreads, management's views on expected characteristics of future investment and macroeconomic environments, central bank strategies, prepayment rates and investment risks, future investment strategies, future leverage levels and financing strategies, the use of specific financing and hedging instruments and the future impacts of these strategies, future actions by the Federal Reserve, and the expected performance of the Company's investments.

Tailwinds

  • Statements regarding the Company's financial performance in future periods
  • Statements regarding future interest rates
  • Statements regarding future market credit spreads
  • Statements regarding management's views on expected characteristics of future investment and macroeconomic environments
  • Statements regarding central bank strategies

Headwinds

  • Volatility and disruption in national and international financial markets
  • Ability to find suitable investment opportunities
  • Changes in economic conditions, including an increased rate of inflation
  • Changes in interest rates and interest rate spreads, including the repricing of interest-earning assets and interest-bearing liabilities
  • The Company’s investment portfolio performance particularly as it relates to cash flow, prepayment rates and credit performance

Historical earnings impact

How earnings announcements have historically affected this stock's price.

Avg. return before/after earnings

Based on 20 quarterly earnings reports · overlaid with Q1 2023

Historical avgQ1 2023

-0.6%

Avg return

Earnings day

+0.3%

Avg return

5 days after

+0.3%

Avg return

30 days after

41%

27 / 66 earnings

Positive

+13.5%

Q1 2022

Best reaction

-10.4%

Q2 2015

Worst reaction

Earnings price reactions
QuarterReport dateReaction (Day 0)+5 days+30 days
Q1 2026+0.7%+1.1%-5.5%
Q4 2025+0.0%-5.1%-4.5%
Q3 2025+0.2%+0.1%+0.2%
Q2 2025-0.5%-1.1%-0.8%
Q1 2025-1.8%+4.8%+3.1%
Q4 2024+1.2%+5.1%+10.5%
Q3 2024-1.3%-1.7%-1.7%
Q2 2024+1.0%-1.0%+0.3%
Q1 2024+1.0%+1.8%+5.0%
Q4 2023-1.5%-2.8%-4.3%
Q3 2023-4.7%-10.0%+6.8%
Q2 2023+5.9%+5.6%-1.4%
Q1 2023-1.0%+0.5%-8.3%
Q4 2022-3.8%-2.4%-13.8%
Q3 2022-2.1%+3.2%+11.0%
Q2 2022-0.5%+1.9%-4.4%
Q1 2022+13.5%+13.7%+12.9%
Q4 2021+0.8%+3.6%-3.5%
Q3 2021-1.5%-0.2%-3.3%
Q2 2021+2.0%-0.2%+1.8%
Q1 2021+2.9%+3.2%-0.1%
Q4 2020+3.6%-2.3%+2.0%
Q3 2020+5.2%+4.4%+12.0%
Q2 2020+1.0%-0.1%+4.6%
Q1 2020-3.2%-6.7%+6.6%
Q4 2019+5.1%+5.9%-2.4%
Q3 2019+5.6%+3.7%+9.2%
Q2 2019-3.7%-6.3%-16.8%
Q1 2019-1.5%-2.0%-9.8%
Q4 2018-2.6%-1.6%-1.6%
Q3 2018+0.0%+1.0%+1.9%
Q2 2018-2.7%-3.9%-2.7%
Q1 2018-1.5%+0.6%-1.5%
Q4 2017-0.6%+1.8%+1.3%
Q3 2017+0.3%-1.1%+2.3%
Q2 2017+3.2%+2.9%+4.0%
Q1 2017-5.9%-6.0%-5.7%
Q4 2016+1.3%+1.5%+3.3%
Q3 2016-4.2%-2.6%-2.5%
Q2 2016+2.1%+4.5%+7.3%
Q1 2016-5.3%
Q4 2015+2.9%
Q3 2015+3.3%
Q2 2015-10.4%
Q1 2015-2.4%
Q4 2014-0.4%
Q3 2014+1.0%
Q2 2014-1.7%
Q1 2014-0.5%
Q4 2013-2.4%
Q3 2013-3.5%
Q2 2013-10.2%
Q1 2013-0.2%
Q1 2010+0.3%
Q4 2012-0.8%
Q3 2012-0.9%
Q2 2012+1.8%
Q4 2011+1.8%
Q1 2011+1.5%
Q1 2012+0.7%
Q3 2010-0.6%
Q3 2011-0.6%
Q2 2011-5.8%
Q4 2010-5.8%
Q4 2009-5.8%
Q2 2010-5.8%

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