Saturday, September 30, 2006

Market Week in Review

S&P 500 1,335.85 +1.60%*

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Click here for the Weekly Wrap by Briefing.com.
BOTTOM LINE: Overall, last week's market performance was bullish. The advance/decline line rose, most sectors rose and volume was above average on the week. Measures of investor anxiety were mostly lower. The AAII % Bulls rose to 51.32% this week from 47.75% the prior week. This reading is above average levels. The AAII % Bears fell to 32.89% this week from 34.23% the prior week. This reading is still above average levels.

The 10-week moving average of the % Bears is currently a high 39.1%. The 10-week moving-average of % Bears was 43.0% at the major bear market lows during 2002. The only other times it was higher than these levels, since record keeping began in 1987, were the significant market bottom during the 1990 recession/Gulf War and in October 1992. The persistent negative sentiment towards US equities is amazing and, considering the DJIA is only 71 points from an all-time high, still provides a wall of worry for stocks to climb. As well, there are many other indicators registering high levels of investor skepticism regarding recent stock market gains.

Short interest on the NYSE and Nasdaq is at all-time highs. The ISE Sentiment Index has bounced around depressed levels for months. The OEX Put/Call ratio has been elevated during this time, as well. Domestic stock mutual funds are still seeing outflows. I have heard a number of pundits recently state that investor complacency is high and used anecdotal evidence to back up their view. I strongly disagree. I doubt investor sentiment has ever been this poor in U.S. history with the DJIA about to break to new record highs. This bodes very well for a continuation of the recent rally.

The average 30-year mortgage rate fell another 9 basis points to 6.31%, which is 49 basis points below July highs. I still believe housing is in the process of slowing to more healthy sustainable levels. Mortgage rates have likely begun an intermediate-term move lower, which should help stabilize housing at relatively high levels over the next few months. The Case-Shiller housing futures are still projecting a 5% decline in the average home price over the next 9 months. Considering the average house has appreciated over 50% during the last few years, this would be considered a “soft landing.” The overall negative effects of housing on the US economy are currently being exaggerated, in my opinion. Housing has been slowing substantially for 14 months and has been mostly offset by many other very positive aspects of the economy. Americans’ median net worth is still very close to or at record high levels, unemployment is low, interest rates are low, stocks are rising and most measures of income growth are almost twice the inflation rate, just to name a few.

The benchmark 10-year T-note yield rose 4 basis points on the week on profit taking and diminishing economic growth concerns. In my opinion, investors’ continuing fears over an economic “hard landing” are misplaced. Consumer spending is very important to the health of the US economy. Spending is poised to remain strong on plunging energy prices, low long-term interest rates, a rising stock market, healthy job market, decelerating inflation and more consumer optimism. The CRB Commodities Index, the main source of inflation fears, has now declined 8.7% over the last 12 months and is down 16.4% from May highs, approaching bear market territory. The average commodity hedge fund is down 13.8% for the year. I believe inflation fears have peaked for this cycle as global economic growth moderates to around average levels, unit labor costs remain subdued and the mania for commodities continues to reverse course.

The EIA reported this week that gasoline supplies rose substantially more than expectations even as refinery utilization fell. U.S. gasoline supplies are now at the highest level since 1991 for this time of the year. Unleaded Gasoline futures bounced for the week, but are still 46.6% below September 2005 highs even as refinery utilization remains below normal as a result of the hurricanes last year, some Gulf of Mexico oil production remains shut-in and fears over future production disruptions persist. Gasoline demand rose .6% this week and is estimated to rise .8% this year versus a 20-year average of 1.7% demand growth. Moreover, distillate stocks are 18% above the five-year average for this time of the year as we head into the winter heating season. According to TradeSports.com, the percent chance of a US and/or Israeli strike on Iran this year has fallen to 9% from 36% late last year. The still elevated level of gas prices related to crude oil production disruption speculation is further dampening fuel demand, which will send gas prices back to more reasonable levels.

US oil inventories have only been higher during one other period over the last 7 years. Since December 2003, global oil demand is only up .7%, while global supplies have increased 4.8%, according to the Energy Intelligence Group. Moreover, worldwide inventories are poised to begin increasing at an accelerated rate over the next year. I continue to believe oil is priced at extremely elevated levels on fear and record speculation by investment funds, not fundamentals. The Amaranth Advisors hedge fund blow-up is a prime example of the extent to which many investment funds have been speculating on ever higher energy prices through futures contracts, thus driving the price of the underlying commodity to absurd levels. Amaranth, a multi-strategy hedge fund, lost about $6.5 billion of its $9.5 billion under management in less than two months speculating on higher natural gas prices. I suspect a number of other funds will experience similar fates over the coming months, which will further pressure energy prices as these funds unwind their leveraged positions to meet investor redemptions.

Oil has clearly broken its uptrend, notwithstanding that this is the seasonally strong period for the commodity. A major top in oil is likely already in place. However, a Gulf hurricane or OPEC production cut could lead to a temporary bounce higher in price over the next couple of weeks, accelerating demand destruction, resulting in a complete technical breakdown in crude. Demand destruction is already pervasive globally. Moreover, many Americans already feel as though they are helping fund terrorism or hurting the environment everytime they fill up their gas tanks. I do not believe we will ever again see the demand for gas-guzzling vehicles that we saw in recent years, even if gas prices continue to plunge. An OPEC production cut with oil above $60 per barrel and weakening global growth would only further deepen resentment towards the cartel and result in even greater long-term demand destruction. Finally, as the fear premium in oil dissipates back to more reasonable levels, global growth slows and supplies continue to rise, crude oil should continue heading meaningfully lower over the intermediate-term, notwithstanding OPEC production cuts.

Natural gas inventories rose less than expectations this week, however prices for the commodity fell again. Supplies are now 12.2% above the 5-year average, a record high level for this time of year, even as some daily Gulf of Mexico production remains shut-in. Natural gas prices have collapsed 64.4% since December 2005 highs. It is very likely US natural gas storage will become full sometime this month, creating the distinct possibility of a “no-bid” situation for the physical commodity. Colorado State recently reduced its forecast from three to two major hurricanes for this season versus seven last year. The peak of hurricane season was September 10. Natural gas made new cycle lows again this week despite the fact that the commodity is in its seasonally strong period.

Gold rose slightly on the week on short-covering and a bounce in oil. The US dollar rose on diminishing worries over slowing economic growth. I continue to believe there is very little chance of another Fed rate hike anytime soon. An eventual cut is more likely at this point as inflation continues to decelerate.

Energy stocks outperformed for the week on quarter-end short-covering. Airline stocks underperformed on the bounce in oil and profit-taking. S&P 500 profit growth for the second quarter came in a strong 16.3% versus a long-term historical average of 7%, according to Thomson Financial. This is the 16th straight quarter of double-digit profit growth, the best streak since recording keeping began in 1936. Moreover, another double-digit gain is likely in the third quarter. Earnings pre-announcements are running below average levels so far. Despite a 79.3% total return for the S&P 500 since the October 2002 bottom, its forward p/e has contracted relentlessly and now stands at a very reasonable 15.3. The 20-year average p/e for the S&P 500 is 24.4. The S&P 500 is now up 8.5% and the Russell 2000 Index is up 8.7% year-to-date. The DJIA is only 71 points away from its all-time high reached on January 14, 2000. I expect the Dow to breach this level convincingly during the fourth quarter.

Current stock prices are still providing longer-term investors very attractive opportunities in many equities that have been punished indiscriminately during the latest correction. In my entire investment career, I have never seen the best “growth” companies in the world priced as cheaply as they are now relative to the broad market. By contrast, “value” stocks are quite expensive in many cases. A recent CSFB report confirmed this view. The report concluded that on a price-to-cash flow basis growth stocks are now cheaper than value stocks for the first time since at least 1977. Almost the entire decline in the S&P 500’s p/e, since the bubble burst in 2000, is attributable to growth stock multiple contraction. The p/e on value stocks is back near high levels. I still expect the most overvalued economically sensitive and emerging market stocks to continue underperforming over the intermediate-term as the manias for those shares subside and global growth slows to more average rates. I continue to believe a chain reaction of events has begun that will result in a substantial increase in demand for US stocks.

In my opinion, the market is still factoring in way too much bad news at current levels. One of the characteristics of the current “negativity bubble” is that most potential positives are undermined, downplayed or completely ignored, while almost every potential negative is exaggerated and promptly priced in to stock prices. Furthermore, this “irrational pessimism” by investors is resulting in a dramatic decrease in the supply of stock as companies buy back shares, IPOs are pulled and secondary stock offerings are canceled. Commodity and emerging market funds, which have received huge capital infusions this year, will likely see significant outflows at year-end. As well, how many times earlier in the year did we hear investment managers talk about the mid-term election cycle decline they expected and that they were already positioned for it? Historically, the average bottom for mid-term election cycle lows is Sept. 30. There is massive bull firepower available at a time when the supply of stock is contracting.

Over the coming months, an end to the Fed rate hikes, lower commodity prices, seasonal strength, the November election, decelerating inflation readings, lower long-term rates, increased consumer/investor confidence, rising demand for US stocks and the realization that economic growth is only slowing to around average levels should provide the catalysts for another substantial push higher in the major averages through year-end as p/e multiples begin to expand. I still expect the S&P 500 to return a total of at least 15% for the year. The ECRI Weekly Leading Index fell this week and is forecasting healthy, but decelerating US economic activity.


*5-day % Change

Friday, September 29, 2006

Dow Jones Industrial Average Has Best Third Quarter in 11 Years

The Dow Jones Industrial Average finished the third quarter with a gain of 5.4%, including dividends. This was the best third quarter performance for the Dow since 1995. As well, the benchmark S&P 500 had its best third quarter in 9 years, finishing with a gain of 5.7%, including dividends. The Dow is now only 71 points away from its January 14, 2000 all-time record high of 11,750. Sector standouts during the third quarter were software (+14.6%), telecom (+12.2%) and REITs (+10.2%). Sector losers included coal (-17.6%), oil service (-10.6%) and steel (-11.1%). I still expect the S&P 500 to gain at least 15% for the year. It is currently up 8.5% year-to-date.

Weekly Scoreboard*

Indices
S&P 500 1,335.85 +1.60%
DJIA 11,679.07 +1.49%
NASDAQ 2,258.43 +1.78%
Russell 2000 725.59 +.97%
Wilshire 5000 13,322.49 +1.56%
S&P Barra Growth 619.96 +1.53%
S&P Barra Value 713.81 +1.67%
Morgan Stanley Consumer 653.50 +.85%
Morgan Stanley Cyclical 819.63 +2.21%
Morgan Stanley Technology 531.22 +2.29%
Transports 4,453.46 +2.91%
Utilities 428.40 +1.34%
MSCI Emerging Markets 96.77 +2.12%
S&P 500 Cum A/D Line 7,592.0 +6.0%
Bloomberg Crude Oil % Bulls 40.0 +43.32%
CFTC Oil Large Speculative Longs 166,460 +3.0%
Put/Call .83 -7.78%
NYSE Arms .86 -18.87%
Volatility(VIX) 11.98 -4.84%
ISE Sentiment 80.0 -38.46%
AAII % Bulls 51.32 +7.48%
AAII % Bears 32.89 -3.91%
US Dollar 86.03 +1.02%
CRB 305.58 +1.57%
ECRI Weekly Leading Index 135.10 -.30%

Futures Spot Prices
Crude Oil 62.91 +4.31%
Unleaded Gasoline 155.39 +2.92%
Natural Gas 5.62 -4.42%
Heating Oil 175.35 +3.94%
Gold 603.60 +1.36%
Base Metals 233.35 +.53%
Copper 346.00 +.43%
10-year US Treasury Yield 4.63% +.87%
Average 30-year Mortgage Rate 6.31% -1.41%

Leading Sectors
Oil Service +5.31%
Energy +4.32%
Computer Services +2.63%
Biotech +2.48%
Computer Hardware +2.15%

Lagging Sectors
Hospitals -.43%
Broadcasting -.50%
Telecom -.72%
Tobacco -1.33%
Airlines -1.83%

One-Week High-Volume Gainers
One-Week High-Volume Losers

*5-Day % Change

Stocks Lower into Final Hour on Quarter-end Profit-taking

BOTTOM LINE: The Portfolio is slightly lower into the final hour on losses in my Medical longs and Semi longs. I have not traded today, thus leaving the Portfolio 100% net long. The tone of the market is slightly negative as the advance/decline line is modestly lower, sector performance is mixed and volume is below average. Most professional and individual investors have not embraced the recent rally despite the fact that the S&P 500 is poised to post its best third quarter in 11 years. In fact, short interest on the NYSE and Nasdaq is at all-time highs. Most bearish sentiment readings are still very high considering the DJIA is less than 50 points from an all-time high. The ISE Sentiment Index has bounced around depressed levels for months. The OEX Put/Call ratio has been elevated during this time, as well. Domestic stock mutual funds are still seeing outflows. Commodity and emerging market funds, which have received huge capital infusions this year, will likely see significant outflows at year-end. How many times earlier in the year did we hear investment managers talk about the mid-term election cycle decline they expected and that they were already positioned for it? Historically, the average bottom for mid-term election cycle lows is tomorrow. There is still massive bull firepower available to push the major averages even higher through year-end. I sense we are still in the early stages of a stunning rally. I expect US stocks to trade mixed-to-higher into the close from current levels on short-covering and bargain-hunting.

Today's Headlines

Bloomberg:
- OPEC, seeking to stem a two-month plunge in oil prices, said Venezuela and Nigeria will cut crude production by a combined 170,000 barrels a day.
- Pirate Capital founder Thomas Hudson, seeking to calm investors after half of his staff left, told clients of the hedge-fund company that he plans to deliver returns of more than 20%.
- A more rapid slowdown in economic growth and further signs of waning inflation would be needed to prompt the Fed to cut interest rates, St. Louis Fed Bank President William Poole said. Poole also said the “worst inflation news may be behind us.”
- The Fed will probably lower its benchmark interest rate in the first quarter of 2007 as inflation pressures diminish, according to economists at Citigroup(C).

Wall Street Journal:
- President Bush plans to focus on easing bottlenecks slowing the distribution of ethanol during his remaining time in office.
- The SEC relaxed a rule that controls the number of agreements mutual funds must enter and the time they have to file shareholder information.
- The FASB is starting a series of changes in policies that could have a big impact on companies, investors and workers with defined-benefit pension plans.

NY Times:
- New York’s overall crime rate has fallen 5% so far this year compared with the same period in 2005.

Washington Post:
- Muslim leaders in the US said they will try to get more of the country’s 2.2 million voting-age Muslims to vote this year.
- Iran may be moving more slowing to enrich uranium than previously believed because of technical difficulties with the process.

Boston Globe:
- Harvard University and four other colleges have agreed to donate $10 million in cash and services to 10 of Boston’s poorly performing public shools.

CNBC:
- Amaranth Group’s talks with Citigroup to gain working capital ended last night, which may force the hedge fund to begin liquidating all its positions.

Variety:
- Apple Computer(AAPL) and Wal-Mart(WMT) are in talks to form an alliance that would allow the retailer to profit from iTunes downloads and give Apple(AAPL) access to more film titles from the major Hollywood studios.

Oriental Morning Post:
- Wal-Mart Stores(WMT) may pay $200 million to buy 27 stores from Trust-Mart, a Taiwan-based mainland China supermarket chain operator.

El Universal:
- A Florida lawmaker is calling for sanctions against Citgo Petroleum, the US subsidiary of Venezuela’s state oil company, after Venezuelan President Hugo Chavez called President Bush “the devil” at the United Nations meeting last week in New York. State Representative Hasner asked Florida’s Transportation Dept. to force Citgo-affiliated gasoline stations from the Florida Turnpike because of Chavez’s remarks. Chavez should be given a clear message that “Florida won’t support institutions that seek the destabilization of the US,” Hasner said. 7-Eleven, the largest US operator of convenience stores, said it will start selling gasoline under its own brand after a 20-year relationship with Citgo Petroleum.

Personal Incomes Rise, Spending Decelerates, Confidence Increases and Chicago Manufacturing Surges

- Personal Income for August rose .3% versus estimates of a .3% gain and a .5% increase in July.
- Personal Spending for August rose .1% versus estimates of a .2% increase and a .8% gain in July.
- The PCE Core for August rose .2% versus estimates of a .2% increase and a .1% gain in July.
- Final Univ. of Mich. Consumer Confidence for Sept. rose to 85.4 versus estimates of 85.0 and a reading of 84.4 in August.
- The Chicago Purchasing Manager Index for Sept. rose to 62.1 versus estimates of 55.7 and a reading of 57.1 in August.
BOTTOM LINE: Consumer spending in the US rose .1% last month, Bloomberg reported. This comes on the heels of a .8% surge in July. Disposable income rose .4% and is now 8.8% higher from year-ago levels, almost three times the rate of inflation. The core pce, the Fed’s favorite inflation gauge, rose .2%. I expect consumer spending to accelerate over the next few months as stocks rise more, interest rates remain low, sentiment improves, energy prices fall further and the job market remains healthy. I expect the core pce to decelerate over the intermediate-term.

Falling gasoline prices pushed confidence among American consumers to the highest level in five months in September, Bloomberg reported. The expectations component of the index, which economists link to future consumer spending, surged to 78.2 from 68 the prior month. Consumers expect inflation to moderate to 3.1% over the next 12 months versus expectations of a 3.8% gain in the prior survey. The average price of a gallon of regular gasoline fell to $2.34 on Sept. 27 from $2.79 at the end of August, according to the American Auto Assoc. 33% of Americans said they are spending more on other goods after the fall in gas prices, a recent Bloomberg survey showed. A 7.7% gain in Americans’ wages during the second quarter is also boosting sentiment. I still expect consumer sentiment to reach new cycle highs over the intermediate-term as stocks rise, inflation decelerates, energy prices continue to decline, interest rates remain low, housing stabilizes at relatively high levels, the job market remains healthy and irrational pessimism lifts further.

Manufacturing in the Chicago area unexpectedly accelerated this month to the highest since July 2005 as new orders picked up, Bloomberg said. Strong profits, rising confidence, falling energy prices and inventory rebuilding are spurring companies to boost production. The new orders component of the index jumped to an 11-month high of 67.3 from 59.6 the prior month. The prices paid component of the index fell to 69.8, the lowest in 13 months from 75.2 the prior month. The Chicago Fed said its district makes 40% of US motor vehicles. I am surprised by the strength in Chicago manufacturing considering auto production cutbacks. Plunging energy prices are so far offsetting this. I will closely monitor the ISM Manufacturing report next week.