Friday, November 7, 2014

The Morning Call--Draghi promises (operative word) QE

The Morning Call

11/7/14

I leave for the OU/Baylor game after this is posted.  So no Closing Bell.  See you on Monday.

The Market
           
    Technical

The indices (DJIA 17554, S&P 2031) continued their incredible strength yesterday.  The Dow finished within uptrends across all time frames: short term (16053-18819), intermediate term (16053-21053) and long term (5159-18521).  It also ended above its 50 day moving average.

The S&P closed above the upper boundaries of its short and intermediate term trading ranges (1820-2019, 1740-2019).  A finish above 2019 today will re-set the short term trend to up, above 2019 on Monday, the intermediate term will re-set to up.  It also closed within a long term uptrend (775-2032) and above its 50 day moving average. 

Volume fell; breadth deteriorated. The VIX was off again, finishing within a short term uptrend and an intermediate term downtrend.  It did end below its 50 day moving average.  

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

GLD dropped, closing below the lower boundaries of its very short term, short term and intermediate term downtrends.  It finished below the lower boundary of its long term trading range for the fifth day, confirming the break and re-setting the long term trend to down.

Bottom line: the Averages continue their relentless advance, despite having been in an overbought condition for over a week.  In addition, the S&P is ever closer to re-syncing with the Dow to the upside.  At the moment, no amount of poor economic or geopolitical news seems sufficient to break the magic of free and easy money, the feel good generated by the upcoming Holidays and the relief that Obama is almost gone and until He is, His political agenda will be restrained. 

So the path of least resistance seems to be up; but as I noted yesterday, the big question is how far up?   ‘Given our fundamental work, the answer would be ‘not far’.  But fundamentals haven’t meant diddily in two years.  So the answer then becomes predicated on when an exogenous event snaps investors back into reality; and, by definition, that is unknowable.  Hence it appears that I will have to be satisfied with an equity exposure of 55-60% and remain patient with what today is too large a cash position.’

            That said, if stocks continue to move higher, I will continue to use this rise in prices to Sell stocks that are near or at their Sell Half Range or whose underlying company’s fundamentals have deteriorated. 
           
    Fundamental

       Headlines

            Yesterday’s US economic news was a bit more upbeat than it has been of late: weekly jobless claims fell more than anticipated while third quarter nonfarm productivity and unit labor costs were better than expected.  We need more of this.

            Overseas, we only got one number: German September factory orders were much weaker than estimates.  We need less of this.
    
            ***overnight, German industrial production came in well short of estimates.

            In addition, the ECB met and left key interest rates unchanged.  In a subsequent news conference, Draghi promised more QE, joining the BOJ (operative word: ‘promised’); and undoubtedly making the yield chasers and carry traders everywhere feel all warm and fuzzy inside.   Here is his formal statement:

            Unfortunately, not all Europeans have a fine appreciation for the EU ruling class’ monetary/fiscal policies.  Granted QE is an attempt to improve conditions; but I guess Draghi et al haven’t read the endless analysis on how QE hasn’t worked anywhere, in any amount and, more importantly, that it will do nothing to solve the EU’s real problems (medium and a must read):

            Meanwhile, two days after Russia received its first payment from Ukraine, events are heating up---again. (medium):

Bottom line: stocks continue to levitate as a result of (1) Japanese all in, triple down, go for the gusto, balls to wall QE---an experiment that will not end well, (2) the hope of a milder version of QE from the ECB---an experiment which may not even start well, given political constraints, (3) it is a feel good time of the year---that’s great but how many multiple points is that worth when stocks are already richly valued and (4) the beginning of the end of the move to more concentrated government power in the hands of our ruling class---we hope. 

I have no doubt that these factors can and likely will drive stock prices higher.  But that will happen without the benefit of basic arithmetic.  Earnings, ROE, interest rates, debt to equity, inflation, book value and many more are numeric measures of corporate profitability and health.  Yet no matter how positively I can reasonably assume them to be, they portray significant stock overvaluation. I have no idea what starts the process of adjusting price to value; I just know that our Models have never been at such odds with reality that a correction didn’t re-set what was a very considerable difference between price and value.

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.

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