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Lipper U.S. Fund Flows-February 3, 2016

By Tom Roseen Did we just see mutual fund investors turn on a dime? After yanking nearly $5 billion from their accounts the previous week, this past week’s data show estimated net flows of $2.1 billion into equity mutual funds-for their first positive flows week this year. Although the benchmark Dow Jones Industrial Average was up for the week, the scant 392 points probably wasn’t as important as a rising sentiment that 16,000 is as good a floor as any we’ll find in this market. But count equity exchange-traded funds’ (ETFs’) authorized participants among the unconvinced: they withdrew about $8.5 billion (net), backing out of the SPDR S&P 500 Trust ETF ( SPY , -$3.2 billion ) and the iShares Russell 2000 ETF ( IWM , -$1.2 billion ) , but they made modest contributions to the SPDR Gold Trust ETF ( GLD , +$758 million ) . Taxable bond mutual funds suffered their thirteenth weekly net outflows (-$523 million), but the week’s magnitude was the lightest yet. The Loan Participation Funds classification (-$333 million) notched its twenty-eighth consecutive week of outflows from mutual fund investors and High Yield Funds suffered outflows of $108 million as investors kept a wary eye on the junk sector. On the other hand, bond ETFs collected $671 million of inflows as the week’s biggest individual bond ETF inflows belonged to the iShares 7-10 Treasury Bond ETF ( IEF , +$412 million ) , while the iShares iBoxx $ Investment Grade Corporate Bond ETF ( LQD , -$423 million ) led the outflows list. Municipal bond mutual fund investors added $585 million to their accounts while the muni market gained 0.48% for the week-after the previous week’s little tumble. Money market funds saw outflows of $3.8 billion this past week, of which institutional investors pulled $4.2 billion and retail investors redeemed $400 million.

S&P 500 Valuation Dashboard – December Update

Summary 5 key fundamental factors are calculated across sectors. They are compared to historical averages. It results in a value score and a quality score for each sector. This article is part of a monthly series giving a valuation by sector of companies in the S&P 500 index (NYSEARCA: SPY ). I follow some fundamental factors for every sector and compare them to historical averages, so as to create a synthetic dashboard with a Value Score (V-score) and a Quality Score (Q-score). The choice of the valuation ratios has been justified here . The Q-score uses the Return on Equity (see why here ). In this series you can find numbers that may be useful in a top-down approach. There is no individual stock analysis or recommendations. You can refine your research reading articles by industry experts here . Methodology The median value of 4 valuation ratios is calculated for S&P 500 companies in each sector: Price/Earnings (P/E), Forward Price Earning for the current year (Fwd P/E), Price to sales (P/S), Price to free cash flow (P/FCF). It is compared to its own historical average Avg. The difference is measured in percentage (%Hist). For example, %Hist= 10 means that the current median ratio is 10% overpriced relative to its historical average in the sector. The V-score of a sector is the average of %Hist for the 4 factors, multiplied by -1, so that the higher is the better. The Q-score is the difference between the current median ROE (return on equity) and its historical average. Why and how using median values Median values are simpler than capital-weighted averages or aggregate ratios on each sector considered a mega company. They are also better reference data than averages for stock-picking. Each number in the table below is the middle point of a sector data set, which can be used to separate the good elements and the bad ones for the sector and the factor. Median values are also less sensitive to outliers than averages. A note of caution: for ETF investors, the most relevant valuation ratio would be the result of an aggregate calculation, neither a median value nor a capital-weighted average of individual stock factors. Example The next chart shows an example: the median P/E for all S&P 500 companies (updated on the week of publication). (click to enlarge) The latest value is compared to the average of the reference period to calculate %Hist. Sector valuation table on 12/14/2015 The next table reports the median valuation ratios. For example, the P/E column gives the current median value of P/E in each sector. The next “Avg” column gives its average between January 1999 and August 2015, which is my arbitrary reference of fair valuation. The next “%Hist” column is the difference between the historical average and the current value, in percentage. So there are 3 columns relative to P/E, and also 3 for each ratio. The first column “V-score” shows the value score as defined above. V-score P/E Avg %Hist Fwd P/E Avg %Hist P/S Avg %Hist P/FCF Avg %Hist All -18.48 21.15 19.18 10.27 16.6 14.83 11.94 2.16 1.58 36.71 28.41 24.7 15.02 Cons.Disc. -19.48 20.07 18.7 7.33 15.99 14.56 9.82 1.61 1.12 43.75 27.52 23.52 17.01 Cons.Stap. -31.01 25.6 20.48 25.00 19.57 16.27 20.28 2.33 1.54 51.30 50.06 39.28 27.44 Energy -7.36 20.31 17.8 14.10 25.89 14.38 80.04 1.48 1.94 -23.71 18.05 30.59 -40.99 Financials -36.60 18.19 16.16 12.56 14.77 12.38 19.31 2.81 2.03 38.42 21.59 12.26 76.10 Healthcare -6.04 27.92 23.76 17.51 16.3 16.85 -3.26 3.38 2.93 15.36 28.41 30.04 -5.43 Industrials -10.82 18.66 18.75 -0.48 16.15 14.52 11.23 1.47 1.24 18.55 29.25 25.66 13.99 I.T. & Tel. 2.22 24.79 27.16 -8.73 16.47 19.29 -14.62 3.17 2.72 16.54 25.48 26.02 -2.08 Materials -19.35 22.41 19.74 13.53 16.92 14.36 17.83 1.37 1.15 19.13 34.94 27.53 26.92 Utilities -27.66 17.63 15.21 15.91 15.81 13.15 20.23 1.63 1.11 46.85 Energy: P/FCF Avg starts in 2000 – Utilities: P/FCF not taken into account because of frequent outliers in this sector. V-score chart Sector quality table The next table gives a score for each sector relative to its own historical average. Here, only one factor is accounted. Q-score (Diff) Median ROE Avg All -0.50 14.43 14.93 Cons.Disc. 3.99 21.33 17.34 Cons.Stap. -2.86 21.2 24.06 Energy -14.14 0.75 14.89 Financials -2.38 9.93 12.31 Healthcare -4.71 12.89 17.6 Industrials 2.90 19.85 16.95 I.T. & Tel. 1.88 14.99 13.11 Materials 4.85 18.74 13.89 Utilities -2.25 9.1 11.35 Q-score chart Interpretation The S&P 500 looks overpriced by about 18.5% relative to the historical reference period. Since last issue’s statistics (11/10): SPY is down by more than 2.5%. Overpricing has increased by about 1%. Quality is stable globally and for every sector. 4 sectors have improved in valuation: Energy, Consumer Discretionary, Consumer Staples and Industrials. The only attractive sector regarding these metrics is Technology (including Telecom). It looks underpriced and has a median ROE above the historical average. The least overpriced sector among the rest is Healthcare. The most overpriced sector is Financials. For Materials, Industrials and Consumer Discretionary, a quality factor better than the historical average can justify at least a part of the overpricing. If you want to stay informed of my updates on this topic and other articles, click the “Follow” tab at the top of this article. Data: portfolio123

Not Owning Stocks Today Is Risking Dollars To Make Pennies

A recent article posited that owning stocks today is “risking dollars to make pennies.” A review of historical data suggests this is alarmist and statistically unlikely; it also implies an overly narrow definition of risk. Stocks in general are expensive, but they still offer better return potential than bonds over the next decade, and there are plenty of individual stocks that offer low-risk returns. A recent article proclaimed owning stocks today is risking dollars to make pennies . For investors with a sufficiently long time horizon, I believe the truth is the opposite: NOT owning stocks today is risking dollars to make pennies. I’m not advocating being all-in on the S&P 500 or anything like that – I have plenty of cash reserves – but in line with Seeking Alpha’s “read, decide, invest” motto, I think it’s important for investors to understand both sides of the issue. I would recommend you read the linked article (written by Jesse Felder) prior to going any further. Let’s start from a high level: What does “risking dollars to make pennies” mean? Well, according to Jesse, it means stocks are so wildly overvalued that your potential return over the next ten years is miniscule, and your potential downside is massive. I posit this is: A) alarmist and statistically inaccurate; B) overly narrow in its definition of risk; and C) treats “stocks” as some monolithic entity (which devalues the excellent investment ideas posted every month here on Seeking Alpha). Starting with point A: What is the actual likelihood of stocks resulting in a significantly negative 10-year return? Here’s a link to a nice document providing this data from 1926 through 2013 in both tabular and graphical format. Summarily, there were only a very few rolling 10-year periods when investing in the S&P 500 would have resulted in losses in nominal terms. Specifically, you would have had to invest right before the Great Depression or in the late 1990s – two of the larger bubbles of all time. Even on an inflation-adjusted basis, there were not many periods when stocks had negative returns. Most of the time, stocks have had substantially positive 10-year returns, averaging 201.15% across all rolling ten-year periods during those 87 years. The two supporting arguments for the author’s assertion that the 10-year return on stocks will be less than the risk-free rate are: a graph of GDP versus market cap over time, and a graph of household equity ownership. The former is merely one data point that ignores substantial changes in the makeup of the economy. Relative to the past, today it is much more service- and knowledge-oriented – thus, there are higher returns on capital. This statistic also ignores changes in effective tax rates over time, which have benefited reported profitability (and consequently, valuation). As for the latter point of equity ownership, let’s discuss that. Point B: Paraphrasing the original article title, I believe NOT owning stocks today is risking dollars to make pennies. Paltry yields on fixed income mean traditional “your age in bonds” portfolios may no longer achieve the returns they used to, and this is likely one factor driving more investors into equities. The 10-year yield barely exceeds the Fed’s targeted inflation; while there are reasons to believe inflation may be on hold for now, the point remains that you will make no more than pennies by investing in bonds. Moreover, there is more than one definition of “risking dollars” – assuming you have a ten-year or greater time horizon and need to invest to fund long-term liabilities (kids’ college funds, retirement, etc.), then earning near-zero returns by investing exclusively in bonds is just as much of a risk as potential volatility from investing in stocks. Risk, in this context, means you won’t meet your financial goals – and if you don’t invest in any stocks, it’s very hard to see how you will generate sufficient returns with yields on fixed income where they are. Please note that I am not arguing stocks are cheap – in fact, I think most indexes are on the expensive side – I’m just saying that if I had to put all of my money in either stocks or bonds for the next ten years, it would be stocks without a question. Finally, point C: I think it’s unfair to treat “stocks” as a monolithic entity – as if you either own the S&P 500 (NYSEARCA: SPY ) or you do not, and there’s no other alternative. Even if you believe the market as a whole is overvalued, like I do, that doesn’t mean every single component of the market is overvalued. To the contrary, there are plenty of low-risk, high-quality companies with good management teams, conservative balance sheets, and solid future prospects that trade at reasonable multiples of cash flow or earnings. One such company which meets these criteria is Prosperity Bancshares (NYSE: PB ), which I’ve written about here . That is far from your only option, of course – but as long as you stick to those basic criteria, you will certainly be able to identify companies that will outperform 10-year Treasuries or corporate bonds. If you can’t find a single stock which meets these criteria, then you’re not spending enough time on Seeking Alpha! To conclude, there is a charming (if crude) saying about what part of your body opinions are like – the punchline is “they all stink” – and this aphorism applies especially to macro predictions, which almost always end up being wrong. Economists have predicted 12 of the last 2 recessions, etc. The future is obviously unpredictable, so we have to make logical decisions based on the information we have available. Despite the high valuation of most indices, stocks (whether individually or via ETFs or mutual funds) still seem to offer much better prospective returns over the next ten years than fixed income. As such, while it’s obviously the responsibility of every investor to determine their own risk tolerance and investment goals, it seems not owning any stocks is risking (future) dollars to make pennies.