199 Comments

    • ON: Sun Oct 12th 11:16 AM
      Commented on:
      How Low the S&P 500 Could Go
      BlueOkie:

      You might find my September 2007 article on S&P dividend yield versus interest rates since 1927 more useful.

      www.qvmgroup.com/inves...

      It shows that stocks were seen as riskier than bonds before 1958, in that they yielded more than bonds before that time. If a similar perception of bonds versus stocks were to come about again, the lower valuation range for stocks might be likely by that metric as well.

      View article »
    • ON: Sat Oct 11th 22:05 PM
      Commented on:
      How Low the S&P 500 Could Go
      RCSAM:

      "Where were you 6 months ago. Negative comments always come out at or near the bottom"

      Actually, I have been publishing cautionary articles for a long time. I recommend these to you in particular:

      1) [Jan 2007] Is the China Craze a Tech Bubble 2.0?

      2) [Jun 2007] title: Extraordinary Investment Risks in Russia; OR [Feb 2008] title: Sell Russia

      3) [Aug 2007] title: Better Safe Than Sorry [about money market funds that will break a buck]

      4) [Sep 2007] title: REIT Mean Reversion Ahead - The 2006 Party is Over

      5) [Mar 2008] title: An Ebbing Tide Lowers All Boats [where I said about the US market "when you stand back and look at longer-term patterns, you definitely see a market that’s rolling over."]

      There are several other intervening and subsequent warning articles, but these are good date markers.

      I do admit to periods of optimism for financials after those warnings that proved unwarranted, and some suggestions that things will get better that have not yet proved true, but I have been a bear for some time, including being 100% cash personally at the end of January 2008 and 86% cash today.

      You are correct that the closer we come to a bottom the more the discussion of disaster becomes. For that reason you may be right that a bottom is near -- I hope so -- but you are not correct in suggesting that I am late to the realization that something was going wrong or late in making my view known.


      Richard Shaw
      View article »
    • ON: Sat Oct 11th 14:25 PM
      Commented on:
      Key Asset Class Returns of the Week
      Andrew, I would if they had public funds with prices my software could download. Mostly I focus on passive index funds in these tables. There are passive index and rules driven commodities funds in the list from Barclays and Deutsche Bank. Sorry I don't have the active managed futures funds.
      View article »
    • ON: Sat Oct 11th 13:33 PM
      Commented on:
      How Low the S&P 500 Could Go
      www.qvmgroup.com/inves...

      Since posting my article, the WSJ published an article that makes the same worst case S&P at 400 price level analysis from a fundamental perspective. My post is updated on my blog to contain the relevant excerpt form the article by the Jason Zweig of the WSJ.

      Modified blog post is at link above.
      View article »
    • ON: Wed Oct 8th 18:35 PM
      Commented on:
      31 Country P/E and PEG Ratios
      Arao:

      First, point is that the data is now completely out of date due to intervening circumstances, and is of little use at this time.

      Second, I have asked the data vendor, Thomson Analytics, a similar question. The simple answer is nobody knows, because they simply aggregate published numbers from the many investment research houses they survey.

      There is no defined standard for earnings projections. The methods may vary by source. Bad as it is, it's the best one can get in terms of broad survey data.
      View article »
    • ON: Mon Oct 6th 01:17 AM
      Commented on:
      S&P 500 Price Growth: 1927-Aug 2008
      Pelican:

      You can find additional information about the performance of SP500 over 5 and 10 year periods in a follow-up article to this one at
      www.qvmgroup.com/inves...
      View article »
    • ON: Sun Oct 5th 09:32 AM
      Commented on:
      S&P 500 Price Growth: 1927-Aug 2008
      The Hand:

      OK, to be specific, starting from 08/31/90 (to match end end date of the overall data and to create an even 18 year history) would project the current market to be between 653 and 1090 with a 4% to 7% constant growth from 1990; and out five years more to 2013 projects an SP500 index of between 795 and 1529 with a 4% to 7% constant growth rate from 1990.
      View article »
    • ON: Sat Oct 4th 16:24 PM
      Commented on:
      31 Country P/E and PEG Ratios
      ajelovsek:

      Those are the numbers as reported by Thompson One Analytics. They simply aggregate the data from the reporting investment analysis houses. Those are not my estimates. They are my report to you of published numbers.
      View article »
    • ON: Fri Oct 3rd 09:37 AM
      Commented on:
      EV to EBITDA US Stock Screen
      Mikegavone:

      None of which I am aware. The research was done internally.
      View article »
    • ON: Mon Sep 29th 14:17 PM
      Commented on:
      Short Cut to Profits? A Closer Look at Inverse Funds
      Dr. Divergence:

      This is uncharted territory. Closest example may be the INP exhange traded note from Barclays that stopped issuing creation units when India temporarily stopped certain foreign investments. That went way out of wack.

      In this case the instruments used to fund the inverse fund are most likely of definite term, except for their actual stock shorts. The derivatives will expire and the fund will become less short. Until the next report, we won't know how many if any actual stock shorts they have.

      Absent actual stock shorts the fund assets will be in run-off and would eventually be all cash or government debt instruments. In a rational world, the price would approach the NAV in that case.

      The expectations for future actions by Congress would probably be key, but I have no idea what those actions would be or how the market would respond.

      Today when the bailout vote failed the SPY was off nearly 7%.

      SKF is up 18+% as of the moment with nearly 16 million volume. XLF is down 11+% with 52 million volume, so the 2x leverage is approximately working for the moment.
      View article »
    • ON: Mon Sep 29th 13:21 PM
      Commented on:
      Short Cut to Profits? A Closer Look at Inverse Funds
      Dr Divergence

      I said it "exposes" short investor to interest. That is meant to convey that interest "could" be a factor if the trade goes against the investor to create a margin call.

      The point is correct about the "potential" for interest cost, which is not a potential cost with a non-margined long position in an inverse fund.
      View article »
    • ON: Thu Sep 18th 22:38 PM
      Commented on:
      An ETN Primer: Buyer Beware of Even Good Credit Ratings
      User 202460

      Thank you for the kind words. Glad to be of some help.
      View article »
    • ON: Thu Sep 18th 17:39 PM
      Commented on:
      Avoid Broken Buck Syndrome with Treasuries Money Market Funds
      dir

      Good point. The Schwab fund is a sweep account. It can be the core cash account and there it automatically sweeps in all cash and pays out to settle as needed.

      I must correct myself. The Schwab prospectus only requires 80% Treasuries, but the actual holdings are 100% Treasuries with maturity dates less than 12 months as of the most recent published portfolio listing.
      View article »
    • ON: Thu Sep 18th 17:24 PM
      Commented on:
      Avoid Broken Buck Syndrome with Treasuries Money Market Funds
      Y.I.

      Those are not money market funds and their value fluctuate. They do not provide the safe harbor of a Treasury Bills money fund.
      View article »
    • ON: Wed Sep 17th 11:00 AM
      Commented on:
      An ETN Primer: Buyer Beware of Even Good Credit Ratings
      puttster

      The answer to your question is discussed in depth on my blog at
      www.qvmgroup.com/inves...
      View article »
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