Thursday, May 14, 2015

The Morning Call--Pay attention to the illiquidity caused by QE and new bank regulations

The Morning Call

5/14/15

The Market
           
    Technical

The indices (DJIA 18060, S&P 2098) were off slightly yesterday, following a gap up in early trading.  Both remained above its 100 day moving average; and both finished below their trend lines connecting lower highs.

Longer term, the indices continue to trade well within their uptrends across all timeframes: short term (17168-19965, 2012-2993), intermediate term (17315-22432, 1816-2589 and long term (5369-18873, 797-2132).  

Volume fell; breadth remained mixed.  The VIX declined slightly, closing below its 100 day moving average, below the upper boundary of a very short term downtrend and within a short trading range---all a plus for stocks. 

The long Treasury got hammered gain, in spite of a weak retail sales number and successful Treasury offerings.  It finished near the bottom of its short term downtrend and below its 100 day moving average.

An outbreak of sanity in the bond market (medium):

Don’t expect help from the Fed (medium):

                But that doesn’t necessarily mean a bear market in bonds has begun (medium):

            Moody’s downgrades the city of Chicago’s credit rating (medium):

GLD was up strong, ending back above its 100 day moving average and near the neckline of its head and shoulders formation.  If that line is challenged successfully, a short term uptrend would be set.  However, given the head fakes this market has given over the last 18 months, I need strong confirmation before getting too excited about GLD.

Oil fell, finishing right on the upper boundary of its short term trading range. 

Plus the dollar has broken below the lower boundary of a short term uptrend.  If it closes below that trend today, it will be negated. 

If E60 billion of QE can’t keep the euro down, what will (short and a must read):

Bottom line: the technical picture remains somewhat confused as the indices continue to churn between the ever narrowing range separating their 100 day moving averages and their trends to lower highs.  Unfortunately the volatility and lack of correlation in the bond, commodities and currency markets is only adding to that confusion.  I said before that a break has to come because the trends are converging; but I have no idea which way that will be but (1) I don’t view the increased volatility in other markets as a positive, (2) the risk reward at this point is in the favor of risk and (3) if the Averages do break up, I believe that the upper boundaries of their long term uptrends represent formidable resistance.

Stock Traders’ Almanac on stock performance in pre-election years (short):

The flogging TLT took yesterday in the face of news that should have given it a lift seems to indicate (again) that the bond guys just don’t like the risk/reward proposition that the central banks have created.  There is a link below arguing that the underwhelming global economic performance will ultimately act as a lid on rates.  That may be true; but we don’t know how much ‘greater fool’ money is in bonds that will likely exit and we don’t know the impact of the lack of liquidity among the bond market makers (also see below).  My bias is to be cautious rather than sanguine.
      
    Fundamental
   
       Headlines

US economic data reverted to its old ways (negative): weekly mortgage and purchase applications were off, both the headline and ex autos and gas April retail sales numbers were disappointing and both April export and import prices declined versus forecast of increases (can you spell deflation?).  There was one upbeat stat: March business inventories fell but sales rose.  Clearly, mixed is the best we can say about this week’s data so far.  Certainly, there is no reason to even consider a change in our forecast.

            Atlanta Fed lowers second quarter GDP estimates, again (short):

            The US macro surprise index and more (short):
           
            More on Tuesday’s retail sales number (short):         

            First quarter earnings season recap (medium):

Overseas, the first quarter eurozone economic growth was very positive.  On the other hand, April Chinese industrial output, retail sales and fixed asset investment were all below estimates. So the international outlook continues to improve slightly, in the sense that Europe continues to turn in better numbers.

Yesterday’s news flow bonus is that we weren’t inundated with Greece/Troika negative bailout statements---clearly the absence of bad news doesn’t imply anything positive.

***overnight from Greece (hint, a plan) (medium):

            Stock market performance following a currency crisis.  This may be helpful in thinking about a Grexit; but while Greece’s problem is related to currency, it is also a sovereign debt and fiscal bankruptcy crisis (medium):

Bottom line: the positive economic data interlude lasted exactly one day; and then was reversed with authority.  So I see little hope for equities coming from better economic or corporate profit growth (the E part of P/E).  Plus I am beginning to see cracks to discount factor implied in P/E in the form of rising interest rates.  To be sure, it is too soon to be confident that rates are definitely going to trend higher, enough so to materially impact that discount factor.  But as I noted above the volatility in all markets are suggesting that investors are starting to rethink the economic/valuation models.  This is a time for patience.

 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.

            Are central banks the new dot.coms? (medium and a must read):

            Understanding liquidity risk (medium and a must read):

            Here is a perfect example of the above and the central banks’ complicity in it all (medium, this and the two above it are absolute must reads.  They are all related and should be read together):
           
            And speaking of government sponsored illiquidity, take a look at numero uno (medium):

       Company Highlight

Brown Forman (BF.B) produces and markets Jack Daniel’s, Southern Comfort, Finlandia, Canadian Mist, and Korbel.  The company has earned a 20-30%+ return on equity and grown profits and dividends between 10% and 11% over the past 10 years.   Historically, BFB has managed to increase earnings per share through even the toughest economic period and should continue to do so as a result of:

(1) the competitive advantage offered by its strong portfolio of brands,

(2) geographic expansion into developed [France] as well as emerging [Russia, Poland, Mexico] markets,

(3) broadening of its Jack Daniels product offerings [Gentleman Jack, Jack Daniels Single Barrel],

Negatives:

(1) its products are sensitive to economic developments,

(2) a highly competitive industry,

(3) distilled spirits are subject to excise taxes in various countries; increases can have an adverse effect on the company’s financial results,

            (4) currency headwinds.

Brown Forman is rated A+ by Value Line, has a 35% debt to equity ratio and its stock yields 1.4%

    Statistical Summary

                 Stock     Dividend         Payout      # Increases  
                 Yield      Growth Rate     Ratio       Since 2005

BFB           1.4%          7%               39%              10
Ind Ave      2.5             9                  50                 NA 

                Debt/                        EPS Down       Net        Value Line
              Equity         ROE         Since 2005      Margin       Rating

BFB          35%           30%            1                  22             A+
Ind Ave     36              22              NA               13            NA

     Chart

            Note:  BFB stock made great progress off its March 2009 low, quickly surpassing the downtrend off its August 2008 high (straight red line) and the November 2008 trading high (green line).  Long term, it is in an uptrend (blue lines); intermediate term it is in a trading range (purple lines).  The wiggly red line is the 100 day moving average.  The Dividend Growth Portfolio owns a 50% position in BFB, having Sold Half in mid-2012.  The upper boundary of its Buy Value Range is $39; the lower boundary of its Sell Half Range is $68.



    
5/15


       Investing for Survival

            12 things I learned from Morgan Housel: Part 6  

6. “The most important thing to know when you look at long term financial history is that volatility in the stock market is perfectly normal.”  
Anyone who believes in the Mr. Market metaphor understands that volatility is both inevitable and the source of an opportunity for a rational investor. Charlie Munger: “To [Ben] Graham, it was a blessing to be in business with a manic-depressive who gave you this series of options all the time.” It is volatility that creates the mispriced assets which present an opportunity for investors. Volatility is one type of risk. For example, if you’re retiring or have tuition bills to pay at a certain time. While volatility is one type of risk you must face, it’s not the only risk. Why do some investment managers try to equate risk with volatility rather than just considering it as one important type of risk? They want you to believe that volatility is equal to risk because volatility is a major risk for them since, if assets drop in price, investors will flee from their services. They also want you to believe that risk can be expressed a number and controlled by magic formulas with Greek letters in them you do not understand.
       News on Stocks in Our Portfolios
 
Economics

   This Week’s Data

            March business inventories rose 0.1% versus expectations of an increase of 0.2%; but sales were up 0.4%, making this set of data upbeat.

            Weekly jobless claims fall 1,000 versus estimates of an 11,000 drop.

            April PPI came in at -0.4% versus forecasts of +0.2%; ex food and energy, it was down 0.2% versus consensus of up 0.1%.

   Other

            Schiff versus Bernanke (medium and funny):

Politics

  Domestic

More of your government at work (short):

Another example (medium):

Thursday morning humor (4 minute video):

  International

            The US and China in verbal fisticuffs in South China Sea (medium):








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