Archive for the ‘Market Outlook’ Category

Imagine Multiple Outcomes

Posted by: Sam Folin

Monday, August 2nd, 2010

While we ponder  the economy and markets and equity returns it is important to be firmly rooted in probabilities rather than certainties.

The first step in this process is to be very clear what is fact, what is informed opinion and what is simply future forecasting. Forecasting the future is a fool’s errand.

Very important to understand the difference.

Some history might help me explain:

In 2007 we thought the market was going to go down in the year or two to come based on equity over-valuation, the rapid erosion of the housing bubble, and the major excesses playing themselves out in a speculative market. This was not a forecast exactly but rather we thought it was a likely outcome with a very high probability of 80%.

In our work an 80% probability is very rare. I have been conscious of this level of certainty only twice in the last 20 years.

Our current outlook for stocks to reach ridiculously cheap levels sometime in the next 5 years only has about a 60% probability. Still high but less certain and almost meaningless given the time frame.

That leads us to a discussion of risk. By 1999 (during the tech bubble) I was certain stocks were headed for a fall. I did not pretend to know when, but thought it would come within months or a year at most. Stocks were ridiculously overvalued. Managing the risk of an equity collapse was job 1. Recognize that the possible outcomes from the vantage point of 1/1/99 included a wide range of possibilities from +15% to -35%. The downside was much more severe a possibility than the possible upside would compensate for. I advised anyone who would listen to get out of stocks.

In the event stocks rose almost 24% that year. Most people who had heeded my advice thought I was nuts. Speculative fever was abroad in the land and everyone knew that the tech revolution was going to change everything. No more recessions, only growth! A couple of my friends who had reduced equity exposure actually went back into the market.

The market started its decline for real at the end of August 2000 and bottomed down 50% in March of 2003. Friends who heeded my advice in early 1999 managed to avoid a 33% decline.

The point of this story of humility and ultimate redemption is that when we look backward the outcome could have been different. The speculation might have continued for two years or more beyond 2000. Looking forward from 1/1/1999 there were myriad possibilities. The judgment made at the time was that the downside risk was A major risk and therefore that possibility required action. Owning 60% stocks in a down 50% market is devastating to wealth.

This is an important discussion that will continue in coming weeks.

OSF

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What Lies Ahead?

Posted by: Sam Folin

Tuesday, June 22nd, 2010

Donald Rumsfeld was infamous for his time as Secretary of Defense under GW Bush. Perhaps his most memorable statement was something like, “..we have the known unknowns but it is the unknown unknowns that are the problems.”

The NYTimes Blog, Opinionator, carried a wonderful description of this yesterday and I encourage you to read it. http://opinionator.blogs.nytimes.com/2010/06/20/the-anosognosics-dilemma-1/

The basic idea is that that we have blind spots -situations where we do not even know the questions to ask. There are things we don’t know such as, When and where will the next terrorist attack happen  in the world/US?

There are also things we don’t know that we don’t know. Hence Rumsfeld’s unknown unknowns. It sounded goofy at the time but it was a rather profound statement.

Looking ahead in US Economic doings one wonders what questions we are unaware of. (more…)

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Regulation: Now More Than Ever

Posted by: Sam Folin

Wednesday, June 2nd, 2010

The BP failure in the Gulf of Mexico reminds us why regulating market based economies is crucial.

Last week Steven Pearlstein  penned an excellent article in  the Washington Post, and observed,

“The big flaw in the business critique of regulation is not so much that it overstates the costs, but that it understates its benefits — in particular, the benefits of avoiding low-probability events with disastrous consequences. Think of oil spills, mine explosions, financial meltdowns or even global warming. There is a natural tendency of human beings to underestimate the odds of such seemingly unlikely events — of forgetting that the 100-year flood is as likely to happen in Year 5 as it is in Year 95. And if there are insufficient data to calculate the probability of a very bad outcome, as is often the case, that doesn’t mean we should assume the probability is zero.”

Read his entire article here:  http://www.washingtonpost.com/wp-dyn/content/article/2010/05/25/AR2010052505154.html?sub=AR

Our history is filled with instances where business profit is privatized and business disasters are socialized. No doubt the BP spill will be yet another example.

OSF

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Market Review #2

Posted by: Sam Folin

Saturday, May 22nd, 2010

Valuation

In addition to these macro factors the valuation of the US stock market has quickly returned to high levels. Typically, returns over time from elevated valuation levels have been poor . Stock prices fell below their long-term mean valuation in March 2009 but have quickly returned to over-valuation.

In the past, bear markets have not ended until stocks have gotten cheap, sometimes ridiculously so. In 1982 stocks bottomed at a PE (price-earnings) ratio of about 10 using the Benjamin Graham method utilizing 10 year average earnings for E. Secular bear markets usually end with investors disgusted by stocks and with unusually low exposure to equities. That certainly was true in 1982. The opposite was true in early 2000. (more…)

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Market Views #1

Posted by: Sam Folin

Friday, May 21st, 2010

Roller Coaster Ride

Stock market action during 2010 has been extremely volatile and year-to-date through mid-May has produced a net return of near zero. Optimism about recovery of the US economy has given way to periodic bouts of fear about the global financial system. The crisis in Greece and the decline of the Euro are the most visible manifestations of this fear.

There are two macro factors that are in a tug-of-war and thereby contributing to the roller coaster situation. The primary macro negative is the growing strength of deflationary pressure. Deflation can be seen most readily in the falling sales at Wal-Mart. Despite increased economic activity by consumers Wal-Mart’s low price strategy has become a  seemingly self-perpetuating cycle. (more…)

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