Friday, August 22, 2014

The Morning Call---Yellen's speech won't change the disparity between price and value

The Morning Call

8/22/13

The Market
           
    Technical

            The indices (DJIA 17039, S&P 1992) continued their winning streak.  The Dow closed within short (16331-17158) and intermediate (15132-17158) term trading ranges, though it keeps inching its way toward the upper boundaries of those trading ranges.  It remained above its 50 day moving average and within a long term uptrend (5101-18464).

            The S&P broke above the upper boundary of its short term trading range.  Under our Time and Distance discipline, if it remains above 1991 through the close next Monday, the break will be confirmed and the short term trend will re-set to the upside.   It finished above its 50 day moving average and within intermediate (1881-2681) and long (752-1999) term uptrends.

            Volume was up slightly; breadth remains mixed.  The VIX fell, closing within short and intermediate term downtrends and below its 50 day moving average.  With the S&P breaking above an all-time high, I checked our internal indicator at yesterday’s close, in a 146 stock Universe, 50 are at or above their all-time highs, 96 are not---reflecting the unusually sluggish breadth indicators.

            The long Treasury rose, finishing within a short term uptrend, an intermediate term trading range and above its 50 day moving average.

            GLD got whacked, ending within a short term downtrend, an intermediate term downtrend, at the lower boundary of the building pennant formation (a break below this trend line would only add to the negativity of GLD’s chart) and below its 50 day moving average.

Bottom line: the Dow moved closer to the upper boundaries of its short and intermediate term trading ranges; while the S&P broke above the upper boundary of its short term trading range.  A close above that level on Monday would re-set the short term trend to up.  In the meantime, the Averages are out of sync, the short term technical indicators are stretched into overbought territory and those oft mentioned divergences persist---not the least of which is our internal indicator. 

Nevertheless, the upward momentum is there; and barring a surprise from Yellen today, the indices are likely to re-set to up across all timeframes; though I continue to believe that the Averages will be unable to confirm a breach above the upper boundaries of their long term uptrends.

Our strategy remains to Sell stocks that are near or at their Sell Half Range or whose underlying company’s fundamentals have deteriorated.

    Fundamental
    
     Headlines

            We got more good US economic news yesterday: weekly jobless claims, the August Philly Fed manufacturing index, July existing home sales and July leading economic indicators all came in better than anticipated.  Certainly, it reinforces our forecast for the US economy.

            There was also some good international economic news with Japan reporting a five month high PMI number.  Unfortunately, it was offset by a poor Chinese PMI.  My concerns remain that global economic weakness could ultimately be one burden too much for the US economy to bear and push it into a no growth or negative growth environment. That said, there are no cracks in the system yet; so we hope for an EU and/or Japanese pick up in economic activity.

            All that said, the media pundits spent yesterday speculating on just how dovish or hawkish Yellen’s comments might be in her speech this morning and what Draghi will say in an address midafternoon. 

Bottom line: regardless of what Yellen or Draghi say, they are not going to change the disparity between current prices and our own calculations of Fair Value.  They can mew to the Markets and make most investors even more comfortable with the idea that the central banks will have their backs into infinity.  That could set up an attack by the indices on the upper boundaries of the Averages long term uptrends, widening even further that spread between prices and value. 

But in the underbelly of the Market, there is a lot of dissent as I have enumerated the multiple divergences and posted the results of our internal indicator.  Sooner or later those variances have to be reconciled---maybe not today or tomorrow and maybe the resolution is that other stocks catch up with the Averages, as unlikely as I think that is.  But the higher prices go, the more the valuation discrepancy gets stretched; and just like a rubber band, I have no way of determining when it will break.  But it will break. 

Of course, there is always some small chance that Yellen will say the right thing, to wit, the Fed needs to pick up the pace of its exit from its overly expansive monetary policy.  But she probably won’t because she knows that she will have created an emperor’s new clothes moment for the Markets---and is largely for them that QE was implemented. 

So I think that this merry-go-round will continue until some exogenous event monkey wrench gets stuck in the gears and QE policy comes unwound all by itself because no one is listening to the music. 

My bottom line is that for current prices to hold, it requires a perfect outcome to the numerous problems facing the US and global economies AND investor willingness to accept the compression of future potential returns into current prices.

 I can’t emphasize strongly enough that I believe that the key investment strategy today is to take advantage of the current high prices to sell any stock that has been a disappointment or no longer fits your investment criteria and to trim the holding of any stock that has doubled or more in price.

            Bear in mind, this is not a recommendation to run for the hills.  Our Portfolios are still 55-60% invested and their cash position is a function of individual stocks either hitting their Sell Half Prices or their underlying company failing to meet the requisite minimum financial criteria needed for inclusion in our Universe.
        
            It is a cautionary note not to chase this rally.
 
            Currently, Warren Buffett likes cash (medium and a must read):

            Returns will likely go lower (medium):

            The latest from Lance Roberts (medium and today’s must read):
            http://www.advisorperspectives.com/dshort/guest/Lance-Roberts-140821-3-Things.php

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