Tag Archives: stocks

Small Permian Producers’ Charts, EPS Forecasts Outpace Industry Recovery

Domestic oil production stocks have staged a remarkable rebound, alongside the 14-week rally in oil prices. Despite a number of the stock rising more than 100% during the run-up, nearly all still remain far below their 52-week highs. There are a few exceptions. Stocks including Callon Petroleum ( CPE ), Diamondback Energy ( FANG ) and Parsley Energy ( PE ) are poised to retake highs established in 2014. While their EPS are projected to continue declining through this year, all are forecast to see a sharp profit rebound in 2017. Callon is a good example of why the three are outperforming many of their oil patch brethren. It cleared a cup-with-handle base April 20, is now 20% above the base’s 9.68 buy point and 4% below a high set in July 2014. Like many stocks in the industry, Callon peaked in June 2008, as oil prices stabbed to highs near $150 a barrel. Callon is puny by oil business standards: $138 million in 2015 revenue. It teetered on the brink of collapse in 2007-08, as the failure of an offshore project caused earnings to collapse and revenue to retreat, despite spiking oil prices. The company responded by getting out of offshore work and placing its emphasis on gathering acreage in the Permian Basin. Located in West Texas and southeast New Mexico, the Permian has gained new life as horizontal drilling techniques have opened its multilayered formations to exploitation. While larger players are more diversified, Callon’s Permian focus has allowed it to claim a 41% initial rate of return at $41 per-barrel oil prices, putting it well ahead of most of domestic producers. That makes it an early mover in an industry where many larger companies won’t see a profit until oil reaches $50 a barrel or higher. The price of West Texas Intermediate oil has remained largely above $41 since mid-April. It has not touched $50 since October. Callon has also managed to recover thanks to a conservative debt load, well within the bounds of group peers. Analysts’ consensus projects earnings will contract sharply for a second straight year in 2016, then rebound 300% in 2016. Revenue, which declined in three of the past four years, is forecast to surge 36% this year and 44% next. Callon’s chart position — poised just below a 2014 high — is important due to a factor called overhead supply. This comes into play when existing shareholders who bought near previous peaks have held on waiting to offload shares at or near the price where they purchased. As Callon has advanced, it has overcome just about all of its overhead supply. Moreover, areas of overhead supply are not much of an obstacle after a couple of years have passed since they were formed. Oil producers Parsley Energy, RSP Permian ( RSPP ) and Diamondback Energy are Permian producers, all carry relatively modest debt and all are tinkering with new highs. Most the oil industry’s major industry think tanks have projected a rebalancing of oil supplies in the second half of this year or entering 2017.  Supply data has progressively appeared to support those views. That combination gives good cause for optimism, and is largely responsible for helping to fuel the speculative lift oil prices. But economic data does little to suggest any kind of significant, pending rebound in demand. And oil producers around the world — a group with a poor track record of balancing production with the market’s needs — remain ready to push production higher as soon as prices reach each company’s predetermined target levels.

U.S. Fund Flows Report: Investors Shy Away From Equity Funds

By Patrick Keon Click to enlarge Thomson Reuters Lipper’s fund macro-groups (including both mutual funds and exchange-traded funds [ETFs]) experienced net outflows of approximately $266 million for the fund-flows week ended Wednesday, May 11. This almost-static outcome was the result of negative net flows from equity funds (-$6.1 billion) and taxable bond funds (-$514 million), offset by similar positive net flows into money market funds (+$5.1 billion) and municipal bond funds (+$1.2 billion). Equities bounced back from two straight weeks of losses on the strength of one trading day. After losing roughly 2.5% combined in the previous two weeks the S&P 500 Index posted a gain of 0.3% this past week, all of which was captured on Tuesday, May 10, as the index appreciated 1.25% for the day. This one-day spike represented the best daily return for the index in two months and was driven by a surge in oil prices as well as a rally in some beaten-down sectors. Oil prices rose on the news that U.S. crude inventories would not increase as much as they have in recent weeks. Meanwhile, sentiment on the street was that the interest in healthcare and biotech stocks was not sustainable, since it was most likely driven by value hunters and was not an actual bullish view of the sectors. The outflows from equity funds were basically split down the middle between mutual funds (-$3.1 billion) and ETFs (-$3.0 billion). Among mutual funds domestic equity funds saw $3.2 billion leave their coffers, while nondomestic equity had net inflows of $100 million. For ETFs nondomestic products accounted for the majority of the net outflows, with the iShares MSCI Eurozone ETF (BATS: EZU ) ( -$950 million ) and the iShares MSCI Emerging Markets ETF (NYSEARCA: EEM ) ( -$933 million ) leading the way. Taxable bond ETFs (-$1.1 billion) were responsible for all of the net outflows for the group, while taxable bond mutual funds took in almost $700 million of net new money. The iShares iBoxx High Yield Corporate Bond ETF (NYSEARCA: HYG ) ( -$1.5 billion ) and the iShares 20+ Year Treasury Bond ETF (NYSEARCA: TLT ) ( -$697 million ) had the largest net outflows among the ETFs, while funds in Lipper’s Core Plus Bond Funds category had the largest net inflows (+$1.1 billion) among the mutual funds. Municipal bond mutual funds extended their string of net inflows to 32 weeks-taking in $1.1 billion of net new money this past week. Funds in the High Yield Muni Debt Funds (+$287 million) and General and Insured Muni Debt Funds (+$278 million) classifications were the largest contributors to the week’s inflow totals. This past week’s flows activity (+$5.1 billion net) marked the third consecutive week of positive flows for money market funds, during which time they took in $16.7 billion of net new money. Funds in Lipper’s Institutional Money Markets Funds classification were responsible for all of the net inflows for the group this past week (+$9.2 billion).

Inside Guggenheim’s U.S. Large Cap Optimized Volatility ETF

Low volatility exchange-traded products are in vogue this year due to global growth worries. Be it in China or in several developed economies, fears of a slowdown are widespread. The U.S. earnings picture is also in shambles with a moderation in GDP growth. Oil price, though recoiled from the pit of crisis, is nowhere near full-fledged recovery (read: Low Volatility ETFs Still in Play ). With no definite clues of sustained recovery in the market, edgy investors may want to invest in safe or low volatile products. The current low volatility ETF suite is performing well and probably this is why Guggenheim recently added a new one to the low volatility investing list. The name of the product is the U.S. Large Cap Optimized Volatility ETF (NYSEARCA: OVLC ) . Let’s dig a little deeper. OVLC in Focus The fund looks to track the Guggenheim U.S. Large Cap Optimized Volatility Index, which gives exposure to the advantages of low-volatility investing while “attempting to outperform these strategies during market rallies .” In short, the fund has been launched to act as a defense for most of the time but be more ‘aggressive when the market is rewarding risk characteristics’, per the issuer. This strategy results in the fund holding a basket of 93 stocks with Apple (NASDAQ: AAPL ), AT&T (NYSE: T ) and Procter & Gamble (NYSE: PG ) as the top three holdings with a total allocation of 7.28%. Sector-wise, the fund has double digit weight in Consumer Staples (19.97%), Health Care (18.02%), Financials (13.23%), Utilities (12.76%), Information Technology (12.20%) and Consumer Discretionary (11.69%). The fund charges 30 bps in fees. The underlying index is rebalanced on a quarterly basis. How Does It Fit in the Portfolio? The fund is a good choice for investors looking to play a volatile market. As per the issuer, it uses the S&P 500 index as its selection universe and then applies a proprietary formula to compute the risk-to-reward returns for the trailing 12-month period and figure out each stock’s volatility and correlation to the other stocks in the basket. The strategy is mainly ‘risk- controlled ‘ in nature but reacts to varying market conditions. Unlike low volatility products that normally underperform in bull markets, OVLC may play an aggressive role when risk-on sentiments are prevailing. Needless to say, if the proposed model works out, this ETF can be a great choice for risk-averse investors. ETF Competition Given that the fund seeks to lower portfolio volatility, it might face competition from other low volatility products in the space. The PowerShares S&P 500 Low Volatility Portfolio ETF (NYSEARCA: SPLV ) has an asset base of $7.17 billion. The fund charges 25 basis points as fees. The iShares MSCI USA Minimum Volatility ETF (NYSEARCA: USMV ) is another fund in the space with an AUM of $12.9 billion and a fee of 15 basis points. But the real competition is likely to come from the SPDR SSgA Risk Aware ETF (NYSEARCA: RORO ) that looks to offer capital gains and competitive returns with respect to the broad U.S. equity market (read: Beyond Miners, 5 ETFs Crushing the Market to Start Q2 ). Link to the original post on Zacks.com