Saturday, June 20, 2015

The Closing Bell

The Closing Bell

6/20/15

Statistical Summary

   Current Economic Forecast

           
            2013

Real Growth in Gross Domestic Product:                    +1.0-+2.0
                        Inflation (revised):                                                           1.5-2.5
Growth in Corporate Profits:                                            0-7%

            2014 estimates

                        Real Growth in Gross Domestic Product                   +1.5-+2.5
                        Inflation (revised)                                                          1.5-2.5
                        Corporate Profits                                                            5-10%

            2015 estimates

Real Growth in Gross Domestic Product (revised)      0-+2%
                        Inflation (revised)                                                          1.0-2.0
                        Corporate Profits (revised)                                            -5-+5%

   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Uptrend                                 17405-20211
Intermediate Term Uptrend                      17591-23733
Long Term Uptrend                                  5369-19175
                                               
                        2014    Year End Fair Value                             11800-12000                                          
                        2015    Year End Fair Value                                   12200-12400

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2049-3028

                                    Intermediate Term Uptrend                       1845-2613
                                    Long Term Uptrend                                    797-2138
                                               
                        2014   Year End Fair Value                                     1470-1490

                        2015   Year End Fair Value                                      1515-1535        

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          51%
            High Yield Portfolio                                     52%
            Aggressive Growth Portfolio                        53%

Economics/Politics
           
The economy is a neutral for Your Money.   The data this week was weighed to the positive by quantity and evenly divided by quality: positives---May building permits, the June NAHB confidence index, the June Philly Fed manufacturing index, weekly jobless claims, May CPI, the first quarter trade deficit and May leading economic indicators; negatives---weekly mortgage and purchase applications, month to date retail sales, May housing starts, May industrial production and the June NY Fed manufacturing index; neutral---none.

The primary indicators this week were May housing starts (negative), May industrial production (negative), May building permits (positive) and May leading economic indicators (positive)---a standoff; but in total the results were on the plus side of mixed.  So this is the third week in a row in which the indicators have shown a tendency toward stabilization.  That is sufficient to recognize that the trend in the numbers is something other than an outlier.  That said, the improvement is hardly robust; and as such, it fits nicely with our current downwardly revised economic growth estimates.  And hopefully, it signals that the risk of recession is waning.

Of course, the main US headline of the week was the statement and Yellen press conference following the Tuesday/Wednesday FOMC meeting.  Like many prior performances, this combo was a labyrinthine sequence of ‘on the one hand, on the other hand’ qualifiers for which it would take the Rosetta Stone to discover the real meaning.  But the bottom line is that the Fed remains as dovish as ever and naturally investors got jiggy with it.

Our forecast:

 ‘a much below average secular rate of recovery, exacerbated by a declining cyclical pattern of growth,  resulting from too much government spending, too much government debt to service, too much government regulation, a financial system with an impaired balance sheet, and a business community hesitant to hire and invest because the aforementioned, the weakening in the global economic outlook, along with...... the historic inability of the Fed to properly time the reversal of a vastly over expansive monetary policy.’
           
        The pluses:

(1)   our improving energy picture.  ‘Oil production in this country continues to grow which is a significant geopolitical plus.  However, we have yet to see the ‘unmitigated’ positive attributed to lower oil prices by the pundits.  Not surprisingly, with oil prices up, this same crowd is trumpeting the pluses that rising prices will have on capital spending.  If they keep trying, the law of averages says that they will eventually be right.  But who will listen?

       The negatives:

(1)   a vulnerable global banking system.  The banksters managed to get through this week without incurring a fine or any new accusation of misbehavior:


‘My concern here.....that: [a] investors ultimately lose confidence in our financial institutions and refuse to invest in America and [b] the recent scandals are simply signs that our banks are not as sound and well managed as we have been led to believe and, hence, are highly vulnerable to future shocks, particularly a collapse of the EU financial system.’
      

(2)   fiscal policy.  Nothing this week of consequence.

(3)   the potential negative impact of central bank money printing:  The key point here is that [a] the Fed has inflated bank reserves far beyond any comparable level in history and [b] while this hasn’t been an economic problem to date, {i} it still has to withdraw all those reserves from the system without creating any disruptions---a task that I regularly point out it has proven inept at in the past and {ii} it has created or is creating asset bubbles in the stock market as well as in the auto, student and mortgage loan markets. 

As noted above, the Fed pulled off a masterful performance this week worthy of the best of Abbott and Costello.  In Thursday’s Morning Call I speculated that this Roger the Dodger narrative was probably a function of the Fed having reached the point that it recognizes that QEII through IV didn’t, isn’t, most likely won’t do anything to improve the economy but has led to the gross misallocation of capital; that the unwind is apt to be painful; and hence, it is stalling for time and praying for luck.  That may happen; but a bet that Yellen will find a four leaf clover probably does not have a high probability of success.

In addition, the rest of the world’s central banks are going their merry way pursuing QEInfinity. This week, the Bank of Japan left its key interest rate unchanged as did the Swiss National Bank whose rate is -.75% despite a declining CPI and an economy on the verge of recession. The central bank of Norway lowered its key interest rate.   The point here is that it is never good to be a lemming especially when you are following the Pied Piper off a cliff.

(4)   geopolitical risks: tensions continue in Ukraine and there is no letup in the fighting in the Middle East.  However, this all took a back seat to the Greek standoff this week.  I will note that the US/Russian rhetoric has reached a point that is a little concerning---my worry being a misstep by the administration which has proven time and again its lack of skill in foreign affairs.

(5)   economic difficulties, overly indebted sovereigns and overleveraged banks in Europe and around the globe.  The headline this week, of course, was the ongoing food fight over the Greek financial crisis.  While most of the rhetoric on both sides was a bit strident, I, nonetheless, thought that I saw a ray of sunshine when the Troika hinted that there may be some give in its positions on Greek pensions as well as debt relief. 

Not that there is going to be concessions or that the Greeks will accept them even if there are.  But the eurocrats have made an art form out of snatching victory from the jaws of defeat at the last mille second---and we are nearing the last mille second [June 30].

End this torture test, just get out (medium):

My bottom line here hasn’t changed: I don’t know how this ends, I don’t know what that means for the markets but I do believe that there will be unintended consequences; and since those are by definition unknowable, this situation demands some caution.    

Doug Kass on Greece (medium):

    ‘Muddling through’ remains the assumption for the global economy in our Economic Model with the proviso that if a Greek default/exit occurs, all bets are off. This remains the biggest risk to forecast.

            Is the Chinese economy on the road to recovery? (medium):

Bottom line:  the US economic news continues to indicate improvement from its first quarter swoon.  That is positive in that it, hopefully, is taking the recession scenario off the table.

The international data contributed little this week to the information flow.  However, the central banks were out in force keeping QE alive and well.  Our Fed gave its best impression of a confused Casper Milquetoast.  It was joined in its embrace of QE by the Swiss, Norwegian and Japanese national banks.  No one seems to be ready yet to acknowledge the misallocation of assets and the consequences thereof.  Sooner or later.

Finally, the Greek/Troika negotiations included both good news and bad news.  That is a step ahead of where we were last week; unfortunately we are seven days closer to a default.  They may yet pull a rabbit out of their hat.  But I wouldn’t be betting heavily of such an outcome.

This week’s data:

(1)                                  housing: May housing starts fell but building permits rose; the June NAHB confidence index was very upbeat; mortgage and purchase applications declined,

(2)                                  consumer: month to date retail chain store sales slowed; weekly jobless fell more than anticipated,

(3)                                  industry: the May industrial production was down versus expectations of an increase while capacity utilization was down; the June NY Fed manufacturing index was extremely disappointing while the Philly Fed index was much better than consensus,

(4)                                  macroeconomic: the headline and core May CPI numbers were lower than estimates; the first quarter US trade deficit was lower than forecast; the May leading economic indicators were well ahead of anticipated results.

The Market-Disciplined Investing
         
  Technical

The indices (DJIA 18014, S&P 2109) were up on the week.  Both closed above their 100 day moving averages but below their former all-time highs---having been unable to generate any follow through to Thursday’s moonshot.  I wondered aloud in Friday’s Morning Call if the bulls had the juice to push the Averages up to their former highs or the upper boundaries of their long term uptrends.  At least for one day, they clearly didn’t.

That said longer term, the indices remained well within their uptrends across all timeframes: short term (17405-20211, 2049-3028), intermediate term (17591-23733, 1845-2613) and long term (5369-19175, 797-2138).  

Volume rose markedly on Friday; but that was primarily due to option expiration.  Breadth was poor.  The VIX was up 6%, but still finished below its 100 day moving average and the upper boundary of a very short term downtrend.  While that should be a plus for equities short term, it is nearing a level that makes it attractive as portfolio insurance.

The long Treasury rose on Friday, but still closed below its 100 day moving average and below the upper boundaries of its very short term and short term downtrends. 

GLD continues to do nothing.  Oil remains at the upper end of a short term trading range while the dollar closed below its 100 day moving average and the lower boundary of a very short term downtrend.

Bottom line: the indices just didn’t have the momentum for any follow through from Thursday’s big up day.  On the other hand, earlier in the week, the bears were unable to bust the support that has been provided by the 100 day moving average for the last two years. That leaves the Averages in a trading range that is bound by the 100 day moving averages and their prior highs. 

My technical bias remains to the downside primarily because I believe that the upside is limited by the resistance I expect to be offered by the upper boundaries of the indices long term uptrends while there is a much larger downside represented by the lower boundaries of their short term uptrends.  However, that spread is not enough to warrant getting beared up. 

Nevertheless, I do think that with equities near their historical highs both in price and valuation, the opportunities offered by buying stocks at current levels just aren’t there---period.  Sure there may be some companies that look cheap.  Indeed, we have eight or nine stocks on our Buy Lists.  But when the bear reigns supreme, he takes the good girls with the bad.  At that point, relative performance is a bulls**t concept.  In short, I wouldn’t be running for the hills but I definitely would not be buying stocks at these levels for any reason.

Longer term, the trends are solidly up and will be so until the short term uptrends, at the very least, are negated.
             
            This from a positive technician.  The only argument I have with this presentation is him characterizing the media as bears.  I watch CNBC and Fox all day and read dozens of blogsites.  The overwhelming majority of what I see and hear is bullish (medium):


Fundamental-A Dividend Growth Investment Strategy

The DJIA (18014) finished this week about 48.8% above Fair Value (12105) while the S&P (2109) closed 40.4% overvalued (1502).  Incorporated in that ‘Fair Value’ judgment is some sort of half assed attempt at getting fiscal policy under control, a botched Fed transition from easy to tight money, a historically low long term secular growth rate of the economy and a ‘muddle through’ scenario in Europe, Japan and China.

This week’s US stats add further evidence that the economy may be stabilizing, albeit at a diminished rate of expansion.  Still that is better than a sharp stick in the eye (recession).  Hence, it supports our recently revised economic forecast. 

Likewise, this week’s Fed’s actions reflect ‘a botched transition from easy to tight money’.  Indeed, the transition should have already taken place; so it is already botched.  Now the Fed is in the unenviable position of not being able to tighten because the economy is already slowing and events in Greece could produce a shock that would necessitate a further infusion of liquidity to maintain stability within our financial institutions.

Making matters worse, the long end of the yield curve has been rising.  That would be normal in an environment of improving economic activity.  Unfortunately the reverse is occurring; or more correctly said, the economy is showing signs of stabilization after a rough first quarter but is not likely to get back to its growth rate of a year ago.  My conclusion is that the bond guys have lost faith in the Fed; and if that spills over into the equity market, well, times could get tough.

News out of the EU is now pointing to this coming Monday as a critical day for the Greeks.  The Troika is meeting and are apparently intent on coming up with a final ‘take it or leave it’ offer---which in fairness would be the umpteenth ‘take it or leave it’ proposal.  So I am not sure of its true significance.  In addition, rumors are swirling that the Greek banks may not be able to open on Monday.  Now that could be a problem especially for the Greeks and could hasten a resolution to this circus.  I remain unclear as to the ultimate consequences of a default or Grexit; but I suspect that they will impact the Markets.

Greeks prepare for potential bank holiday (medium):

The other item worth mentioning is what is going on in the Chinese stock market, which is to say, rampant speculation.  I have recently linked to several articles discussing the growth in margin debt, the absurd valuations being placed on some stocks (very reminiscent of the dot com bubble) and the new trend among smaller Chinese corporations to shut down operations and use their assets to speculate in the equity markets.  Well, this week it looked like the start of payback time as the Chinese markets were hammered. 

All that said, there has not been a very close correlation between the US and Chinese equity markets in the past, so I am not suggesting that it will this time either, assuming the Chinese markets continue to suffer whackage.   However, a combination of an EU sell off due to a Grexit coupled with a continuing decline in the Chinese markets could produce a degree of heartburn where the whole is greater than the sum of the parts.

Shanghai composite breaks down (short):

Bottom line: the assumptions in our Economic Model are unchanged.  If they are anywhere near correct, they will almost assuredly result in changes in Street models that will have to take their consensus Fair Value down. 

The assumptions in our Valuation Model have not changed either; though there are scenarios (Grexit) that could lower Fair Value.  That said, our Model’s current calculated Fair Values are so far below current valuation that any downward revisions by the Street will only bring their estimates more in line with our own.

Icahn echoes Trump’s warning on the Market (short):

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.
           
            The perils of low liquidity and high leverage (medium):


DJIA             S&P

Current 2015 Year End Fair Value*              12300             1525
Fair Value as of 6/30/15                                  12105            1502
Close this week                                               18014            2109

Over Valuation vs. 6/30 Close
              5% overvalued                                12710                1577
            10% overvalued                                13315               1652 
            15% overvalued                                13920                1727
            20% overvalued                                14526                1802   
            25% overvalued                                  15131              1877   
            30% overvalued                                  15736              1952
            35% overvalued                                  16341              2027
            40% overvalued                                  16947              2102
            45%overvalued                                   17552              2177
            50%overvalued                                   18157              2253
            55% overvalued                                  18762              2328

Under Valuation vs. 6/30 Close
            5% undervalued                             11499                    1426
10%undervalued                            10894                   1351   
15%undervalued                            10289                   1276



* Just a reminder that the Year End Fair Value number is based on the long term secular growth of the earning power of productive capacity of the US economy not the near term   cyclical influences.  The model is now accounting for somewhat below average secular growth for the next 3 to 5 years. 

The Portfolios and Buy Lists are up to date.


Steve Cook received his education in investments from Harvard, where he earned an MBA, New York University, where he did post graduate work in economics and financial analysis and the CFA Institute, where he earned the Chartered Financial Analysts designation in 1973.  His 47 years of investment experience includes institutional portfolio management at Scudder. Stevens and Clark and Bear Stearns, managing a risk arbitrage hedge fund and an investment banking boutique specializing in funding second stage private companies.  Through his involvement with Strategic Stock Investments, Steve hopes that his experience can help other investors build their wealth while avoiding tough lessons that he learned the hard way.








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