Tag Archives: united-states

Transamerica Launches Global Equity Long-Short Fund

By DailyAlts Staff Global equity long/short funds offer investors a ready-made portfolio of “long” (owned) and “short” (sold-short) stocks from all over the world. These funds can generally serve a core or satellite role within a diversified investment portfolio. Most long/short equity funds have long-term capital appreciation as their primary objective, with downside protection as a natural secondary benefit. What separates these funds are the strategies they employ in pursuit of these objectives, and the skill of the managers employing them. Sub-Advised by Picton Mahoney On November 30, Transamerica launched its own global long/short mutual fund: the Transamerica Global Long/Short Equity Fund (MUTF: TAEAX ). The fund is sub-advised by Picton Mahoney Asset Management and overseen by Michael Kimmel and Jung (Michael) L. Kuan, a pair of CFA portfolio managers from Transamerica. The managers combine quantitative and fundamental analysis in the fund’s investment process. Under normal circumstances, the fund will have 25% to 75% net-long exposure to the global equity market. Its investments may include common stocks, convertible securities, REITs, and rights and warrants for the purchase of common stocks and other equity investments. The fund may also employ options strategies, including but not limited to covered-call and put writing, to increase income. Fundamental, Factor-Driven Approach Picton Mahoney employs fundamental research and quantitative models to generate ideas for long and short positions, and then uses a multi-factor model that emphasizes fundamental change, valuation, growth, and quality. Up to 20% of the fund’s net assets (including long and short positions and derivative exposure) may be invested in emerging market securities. In addition, the fund expects to have approximately 25-75% net long exposure to the global equity market. Shares of the new fund are available in two classes: A (TAEAX) and I (MUTF: TAEIX ). The management fee on both share classes is 1.00%, while the respective net-expense ratios are 3.89% and 3.64%. The expense ratios include 2.09% for dividend and interest expense on short positions, which is an expense of running a long/short portfolio. The respective initial minimum investments for each share class are $1,000 and $1 million. For more information, view a copy of the fund’s prospectus .

Picking Stocks For The Long Term Is Harder Than You Think – So Don’t

Summary It is important to distinguish between stock picking and index investing, because they require different approaches. A common assumption with index investing is that, over the long term, indexes will rise. Often, investors make the same assumption when picking individual stocks, but they shouldn’t. It is extraordinarily difficult to find individual stocks that offer value, long-term predictability, and index out-performance. That doesn’t mean that we should abandon stock-picking. It just means that it is very important to take into account the medium-term prospects of a stock. Alpha is more likely to be achieved if one develops a medium-term investment thesis and then sticks to it. I generally try to avoid referencing super-investors for a variety of reasons, but this article will be an exception. There have been many, many articles and comments on Seeking Alpha that reference Warren Buffett’s investing advice. What is often not taken into account, however, is that Buffett’s advice is directed at two distinct categories of investors: active, knowledgeable investors; and passive, less knowledgeable investors. For passive investors, Buffett’s basic advice is to invest the majority of one’s capital into a low-cost S&P 500 index fund, and perhaps hold some capital in cash in case there is a downturn in which one needs money and does not wish to sell their stocks while the stocks are undervalued. The reasoning behind this is that over the long-term, a large basket of US stocks are likely to outperform other asset classes, and you can purchase a large basket of US stocks rather cheaply. As for investors who are active, intelligent, and knowledgeable, they should look for some combination of value and long-term predictability, and also have a high portfolio concentration, low turn-over, and if possible, aim to seek out companies with small capitalization. (This is summarizing a lot of what Buffett has said, done, and written over the years into one sentence. I would be happy discuss any reasonable objections of the summary in the comments section.) It is important to note that these two investing approaches are often mutually exclusive. You cannot have a high concentration and index at the same time. You also cannot assume that an individual stock that has a low correlation with its respective index will rise over long periods of time like you can with an index. In fact, I think that the relationships may be opposite one another. (Meaning the longer you commit to holding an individual stock, the more likely it is the stock will decline in value, while the longer you commit to holding a US focused index fund, the more likely it is that it will rise in value.) Not everything is mutually exclusive between the two approaches. You can buy a small-cap value fund that charges only small fees (but you can also expect more volatility if you do so). You can limit turnover when purchasing individual stocks, just as many indexes do. You can also try to find long-term individual stocks to purchase, but consider this: If Warren Buffett and Charlie Munger–two of the best investors in the world–can only find one or two worthy long-term picks in any given year, what makes you think that you can find more than that? So, while there is some potential overlap between the approaches, the areas that are mutually exclusive are often forgotten by investors, and the ones that aren’t mutually exclusive either have high volatility or are difficult to find. The mistake I see is that often times investors want to combine an indexing approach–and the assumptions that come with it–with a stock picking approach. Specifically, investors want to (1) be diversified beyond 3-10 holdings even though long-term value stocks are hard to find, (2) assume the historical bias toward long-term index gains applies to individual stocks, (3) assume that picking individual blue-chip stocks that have a high correlation with indexes will outperform indexes, and (4) assume that their goals are unrelated to the performance a benchmark. I will set assumptions 1, 3, and 4 to the side for this article, #1 would make this article too long, #3 is obviously a poor assumption, and #4 is simply a different topic altogether. So this article will focus on why investors have to be careful not to assume that the long-term historical upward bias of index funds also applies to individual stocks that are weakly correlated with the index. The Problem with Visibility: Visibility of the long-term future of individual stocks is more cloudy than people think. Quite often investors will assume that a company will perform well twenty years from now because it has performed well in the decades leading up to that point in time. If the investor purchases the stock and the stock price drops, quite often the investor will insist that the drop in price is okay because they are “holding for the long term”, and long term the company will be fine. It is absolutely critical the investors realize just how difficult it is to forecast out ten or twenty years on an individual stock. That is a key difference between an index and an individual stock. It might be okay to assume the S&P 500 index will be higher in twenty years than it is now. But if one were to pick an individual stock at random from the S&P 500, there is a greater than 50% chance that in twenty years the company will not even qualify as part of index. Half of the components of the S&P 500 in 1999 are not in the index today , only 16 years later. But, Cory, you say, I am not picking my stocks at random, I am picking only blue-chip stocks like Johnson & Johnson (NYSE: JNJ ), Coca-Cola (NYSE: KO ), Exxon Mobil (NYSE: XOM ), Procter & Gamble (NYSE: PG ), and Kinder Morgan (NYSE: KMI ) –I’m only partially kidding about Kinder Morgan. Your picks are probably not going to be perfect, right? My response is that if you only purchase huge, blue-chip, depression resistant companies, and you are going to diversify beyond ten of them just in case a couple of them turn out to be duds, then your performance will probably be similar to an S&P 500 index. You cannot assume that big, widely followed blue-chip companies will be available for purchase at value investor prices very often. And you cannot assume that value opportunities with small-cap companies will possess the same long-term visibility as big, blue-chips. It seems clear that those who purchase only the biggest and safest stocks are few and far between. Many stock-pickers might have a core portfolio of these companies, but they also branch out to other areas in search of alpha with regard to either yield or total return. In many cases what we have are stock-pickers who are moving beyond the confines of blue-chips in search of alpha who are carrying with them the assumptions that rightly apply only to indexes or the blue-chip stocks that are highly correlated with the indexes. Specifically, the assumption that if they just hold on to something long enough, it will rise or pay out steady dividends for the next ten or twenty years while also out-performing the market. This assumption can lead to under-performance or disaster. It is not an assumption that should be made. So, if one wants to seek alpha by picking individual stocks, what is it one could do to deal with the emotions and short term volatility in the stock market that compel investors to sell at the wrong time, without resorting to the fallback of aiming to hold for the long-term? I think the solution is to develop both a short and medium-term thesis while picking stocks, and only when a thesis comes to fruition should one consider holding a stock for the long-term. In my next article, I will explain the method I have been using recently with some success. Note: Please consider “following” me for real-time notification of my latest articles. My views are a constant work in progress and I am always interested in hearing other points of view, so if you have any thoughts, please feel free to share them in the comments section.

Is NRG Energy A Buy At An All-Time Low?

Summary Appointment of Mauricio Gutierrez as the new CEO reflects further commitment of NRG Energy’s board to the strategy rolled out earlier this year. Moreover, shifting away from a cash-burning solar business is a positive sign for investors. Based on its fundamentals, the stock is currently trading at a significant discount. Therefore, I recommend SA readers consider buying the stock at cheaper levels. In the past year, the stock price of NRG Energy (NYSE: NRG ) has experienced a decline of 65.5%. This is in contrast to a decline of 8.5% and a rise of 1.0%, respectively, experienced by the Utilities SPDR ETF (NYSEARCA: XLU ) and S&P 500 (NYSEARCA: SPY ). The significant decline in the stock price cannot only be attributed to valuation concerns; it also reflects some combination of overstated risk related to the depressed natural gas price. Although the company is trying hard to focus on cash returns and dialing back the exposure related to clean energy, low levels of confidence on the part of investors on the company’s strategic direction has been a cause of concern. Appointment of New CEO On Dec. 3, the board of NRG Energy revealed that Mauricio Gutierrez will take over the role of the CEO from David Crane . Crane was the company’s CEO for nearly 12 years and will be vacating his position at the end of this year. I think that the appointment of Gutierrez as the new CEO reflects the intention of the board to show further commitment to the strategy that was rolled out earlier this year. Given Gutierrez’s history, it can be expected that his focus will be more toward the core operations of NRG Energy — i.e., retail and power generation, along with a persistent focus toward cost management and optimization and capital discipline. This will result in the optimized use of cash that can be used to reduce debt and increase returns for equity holders. I would like to highlight the fact that the appointment of one individual in such a big organization would not sway the market’s stance on the company’s strategy. However, investors could be interested in investing in the stock again as a result of continuous commitment to a sound corporate strategy. Cheap Valuation Currently, shares of NRG Energy are trading at a forward enterprise-value-to-earnings before interest taxes, depreciation and amortization (EV/EBITDA) multiple of 8.15x. In the past three years, the stock has traded at an average forward EV/EBITDA multiple of 9.33x. This reflects that the stock is currently trading at a discount of 12.7% to its historical three-year average. The recent selling has made the stock cheap in terms of valuation. The selling has been a result of weakened investor confidence and investors waiting to see the implementation of the new strategy. Shift in Focus The company has strong fundamentals that have been further de-risked by hedging activity. Furthermore, the shift away from a cash-burning distributed solar business is also a positive sign for investors. The company’s initiative for additional cost cutting is also positive. During the Q3 FY 2015, ended Sept. 30, 2015, results, the company announced a reduction of $150 million in general and administrative (G&A) expenses . Management also intends to execute an additional $100 million cut in operating and maintenance (O&M) expenses and will pursue an additional $150 million in incremental value through a new “FORNRG” program. Model Assumption and Derivation of Target Price I have kept hedge assumptions for NRG Energy consistent with its updated disclosures. The company now has more than 100% of its baseload Texas exposure, as well as 96% of its baseload eastern exposure, for next year. The change in hedging is particularly notable, as NRG Energy was hedged there as of late July. I anticipate the company to ease up on share repurchases and to focus future free cash flows (FCF) toward debt reduction. NRG Energy anticipates a $1.6 billion decline in debt by the end of 2016. This would be done prior to any additional proceeds as a result of a drop down to NRG yield or proceeds from the GreenCo sale. The company has not updated its credit metric targets beyond the long-standing 4.25x debt/EBITDA, although the push to move lower is clearly there and likely extends beyond next year. I have incorporated these factors into my financial model. Execution of a New Strategy The company is moving ahead with high interest in asset sales focused on eastern power plants. The plan to sell down a majority stake in GreenCo is apparently finding interest, even with the other home solar stocks languishing as well. The company will be slower in finalizing a long-term deal. As for the home solar business, the company remains firm on the $125 million spending cap for next year. Below is my forecast income statement and target price derivation calculation for NRG Energy: Regarding the derivation of the target price, I have assumed 2017 earnings before interest, taxes, depreciation and amortization (EBITDA) of $2.44 billion based on our forecast income statement. I have applied a forward enterprise value (NYSE: EV )-to-EBITDA multiple of 8.66x to our EBITDA estimate. I have arrived at forward EV/EBITDA multiple of 8.66x by taking the estimated three-year average forward EV/EBITDA multiple of 6.79x for the Independent Power Producers (IPP) industry and applying a premium of 27.6% to that multiple. This is the average premium at which NRG Energy has traded against the IPP Industry during the three-year premium. Thus, I have arrived at my target forward EV/EBITDA multiple of 8.66x. Derivation Of NRG Energy’s Target Price 2017 EBITDA $2,444 EV/EBITDA multiple (times) 8.66 EV (in millions) $21,165.04 Less: 2017 net debt $(14,248.00) Market value (in millions) $6,917.04 Shares outstanding (in millions) 298 TP/share $23 Current stock price $9.20 Upside potential 150.0%