Tuesday, November 03, 2015

Today's Headlines

Bloomberg:  
  • U.S. Investors Have One More Reason to Fret About Chinese Firms. A key accounting safeguard intended to protect U.S. investors who buy shares of Chinese companies is close to unraveling. Last month, a final agreement that would have allowed a U.S. regulator to examine the audits of Chinese companies listed on American stock exchanges fell through, according to two people with knowledge of the matter. The failed negotiations are a setback for the Public Company Accounting Oversight Board, a Washington-based watchdog that has sought access to Chinese audits for years as dozens of companies such as JD.com Inc. and Alibaba Group Holding Ltd. raised billions of dollars from U.S. investors. The impasse is also a blow to PCAOB Chairman James Doty, who said in June that his agency was “very close” to reaching an accord. The regulator’s inspectors had expected to start traveling to China this year to examine the audits of Chinese businesses, said one of the people who asked not to be named because negotiations aren’t public. “Without having the PCAOB involved in doing those evaluations, the quality and reliability of audits in China will continue to be a black box to U.S. investors,” said Jason Flemmons, a senior managing director at FTI Consulting Inc. and former deputy chief accountant for enforcement at the Securities and Exchange Commission.
  • Europe's Biggest Banks Are Cutting 30,000 Jobs. Standard Chartered Plc became the third European bank in less than two weeks to announce sweeping job cuts, bringing the total planned reductions to more than 30,000, or almost one in seven positions. The London-based firm said Tuesday it will eliminate 15,000 jobs, or 17 percent of its workforce, as soaring bad loans in emerging markets hurt earnings. Deutsche Bank AG, based in Frankfurt, last week announced plans for 11,000 job cuts, while Credit Suisse Group AG said it would trim as many as 5,600 employees.
  • Volkswagen Says 800,000 More Cars Affected in Emissions Probe. Volkswagen AG said an internal probe in the wake of the diesel scandal that has engulfed the German carmaker showed irregularities in CO2 emissions affecting an additional 800,000 cars, deepening a crisis that has already cost long-time Chief Executive Officer Martin Winterkorn his job, depressed the stock price and led to ballooning provisions. The company said the economic risk stemming from the latest finding is about 2 billion euros ($2.2 billion), according to a release on Tuesday, citing preliminary estimates. Volkswagen, based in Wolfsburg in northern Germany, said the revelations surfaced following a “comprehensive investigation to establish whether there were indications of further irregularities” after the initial findings rocked the company in September.
  • Oil Slump Weighs on Saudi, U.A.E Businesses as PMI Drops. The slump in oil prices is sapping growth momentum of private businesses in the two biggest Arab economies, according to a key indicator released on Tuesday. The Emirates NBD Purchasing Managers’ Index for Saudi Arabia dropped for a second month in a row to 55.7 in October, the lowest level since since the survey began in 2009, driven by weaker expansion in new business. The same measure for the United Arab Emirates fell to 54 from 56 in September, the lowest since April 2013, the Dubai-based bank said. Readings above 50 still signal expansion, while those below indicate contraction. Oil prices have dropped more than 40 percent over the last year, prompting some governments in the six-nation Gulf Cooperation Council to plan spending cuts and curb or eliminate fuel subsidies. Non-oil economic growth in the region will slow to 3.8 percent this year from 5.5 percent in 2014, according to International Monetary Fund estimates. In Egypt, business conditions also worsened at the quickest pace since February, PMI data showed, as a shortage in power supply and foreign currency continued to undermine output.
  • Saudi Stocks Sink to March 2013 Low as BofA Warns of Rating Cut. Saudi Arabian equities dropped at the lowest level in almost three years as Bank of America Merrill Lynch said the country’s creditworthiness may deteriorate further. The Tadawul All Share Index declined 1.6 percent to 6,955.11 at the close in Riyadh, the lowest level since March 2013. Property company Jabal Omar Development Co. was the biggest contributor to the loss, falling 6.8 percent after reporting its first loss in five quarters. 
  • European Stocks Climb for Second Day, Led by Oil Shares, Miners. (video) European equities extended a rally that has helped them recoup about half the losses from a summer rout, buoyed by gains in energy and commodity producers. Oil-and-gas stocks had the best gains among industry groups, following crude higher. Tullow Oil Plc jumped 18 percent amid optimism for production from its Ghana partner. Glencore Plc and Anglo American Plc rose 3.2 percent or more. Standard Chartered Plc fell 6.7 percent after posting a surprise loss and saying it will raise 3.3 billion pounds ($5.1 billion) in a rights offer. UBS Group AG slid 4.3 percent after postponing a profitability target. The Stoxx Europe 600 Index added 0.4 percent at the close of trading, reversing earlier losses of as much as 0.3 percent.
  • Goldman Sachs(GS) Cut Exposure to Oil and Gas Companies Last Quarter. Goldman Sachs Group Inc. went short oil and gas companies last quarter, bringing its total exposure to the industry below $12 billion for the first time since it started breaking out that risk to investors at the end of last year. The firm’s market exposure to oil and gas companies was negative $243 million at the end of September, compared with $482 million three months earlier and $805 million at the end of 2014, the New York-based company said a regulatory filing Tuesday. The bank had $12.2 billion of credit exposure to the industry, with $10.3 billion coming from lending and $1.9 billion from derivatives and other receivables. 
  • Barclays: Investors Are Way More Scared of China Than of Janet Yellen. Complacency over a Fed liftoff abounds. "Only 7 percent sees Fed normalization as the main risk for markets over the next 12 months, compared with 36 percent whose main worry is China," said Guillermo Felices, head of European asset allocation.
  • Are We Experiencing a 'Monetary Plague'? (video) Mitsubishi UFJ Securities Executive Director Brendan Brown discusses monetary policy and his book "A Global Monetary Plague: Asset Price Inflation and Federal Reserve Quantitative Easing."
  • Fed's Big Three Expected to Reinforce December as Liftoff Option. (video) Federal Reserve Chair Janet Yellen and her top two lieutenants, all speaking publicly Wednesday, have a chance to drive home a united message about their readiness to raise interest rates in December if the labor market continues to show modest improvement. Yellen testifies before the House Financial Services Committee at 10 a.m. on Capitol Hill. The official topic is financial regulation, but lawmakers are free to ask her anything, including about monetary policy or the economy. New York Fed President William C. Dudley will hold a press briefing at 2:30 p.m. in New York, and Vice Chairman Stanley Fischer will speak to the National Economists Club in Washington at about 7:30 p.m. “This is a unique opportunity to reinforce the message” from last week’s Federal Open Market Committee, said former Fed Governor Laurence Meyer, who is now senior managing director of Macroeconomic Advisers LLC in Washington.
  • Valeant's(VRX) Debt Addiction. Jacked-up drug prices and a convoluted distribution network have been at the heart of Valeant's controversies. A far thornier issue is simmering in the background: All those IOUs.
  • Ackman's Pershing Square Extends Losses to 19% as Valeant(VRX) Dives. Pershing Square Holdings, the publicly traded security of Bill Ackman’s activist hedge fund, extended annual losses last month to 19 percent as investments in Valeant Pharmaceuticals International Inc. and Platform Specialty Products Corp. tumbled. Pershing Square Holdings’s returns fell 7.3 percent in October, according to its website. Drugmaker Valeant plunged last month after short-seller Citron Research accused the company of generating fake sales using an affiliated pharmacy. Pershing Square owns more than 5 percent of the company, and added more than 2 million shares to that stake during the recent rout. Valeant has denied charges of accounting irregularities.
Wall Street Journal:
CNBC:
  • Trump accuses Fed of keeping rates low to help Obama. (video) Donald Trump on Tuesday accused the Federal Reserve of keeping interest rates low at the request of President Barack Obama. The GOP presidential hopeful, speaking at a news conference, also called Fed Chair Janet Yellen "highly political." Asked whether the Fed should raise rates, Trump said it should but would not for "political reasons." "They are not raising them because Obama has asked them not to raise them," the billionaire developer said. "In my opinion, he wants to get out of office, because we're in a bubble — when those rates are raised, a lot of bad things are going to happen." He added, "In my opinion Janet Yellen is highly political and she's not raising rates for a very specific reason: because Obama told her not to because he wants to be out playing golf in a year from now and he wants to be doing other things and he doesn't want to see another bubble burst during his administration." Obama is due to leave office in January 2017. 
  • October auto sales rate: 18.2M, up from 16.6M a year ago.
Zero Hedge:
ISIS has built near-impregnable base and mass appeal: New book - See more at: http://www.straitstimes.com/news/world/europe/story/isis-has-built-near-impregnable-base-and-mass-appeal-new-book-20150205#sthash.TSyXsl7s.dpuf
ISIS has built near-impregnable base and mass appeal: New book - See more at: http://www.straitstimes.com/news/world/europe/story/isis-has-built-near-impregnable-base-and-mass-appeal-new-book-20150205#sthash.TSyXsl7s.dpuf
AFR:
  • BHP's Chirgwin Sees Iron Ore Price Falling Further. Alan Chirgwin, BHP Billiton's vice president of marketing for iron ore, sees price of steelmaking material sliding gradually over next few years, citing interview. Ultimate price to be set by marginal cost producer in either Australia or Brazil, he says.

Bear Radar

Style Underperformer:
  • Mid-Cap Growth -.02%
Sector Underperformers:
  • 1) Gold & Silver -1.22% 2) Telecom -1.14% 3) REITs -1.06%
Stocks Falling on Unusual Volume:
  • ASC, SUI, TGH, CAR, FIS, AMAG, TASR, DWRE, NSTG, KMT, ADUS, RRGB, TRGP, AIG, LPX, CGNX, MLM, SSNC, QLYS, CIT, HW, SHEN, NS, DNB, FCAM, AMC, CHSP, SERV, HZO, NCLH, TNET, FIT, TRGP, AYR, ADM, USCR, TDOC, ANIP and AMAG
Stocks With Unusual Put Option Activity:
  • 1) JBL 2) HTZ 3) EWA 4) DXJ 5) BBY
Stocks With Most Negative News Mentions:
  • 1) VRX 2) NVDA 3) GPRO 4) CAR 5) MLM
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Value +.42%
Sector Outperformers:
  • 1) Oil Service +3.41% 2) Energy +2.98% 3) Computer Hardware +2.11%
Stocks Rising on Unusual Volume:
  • KING, SALE, CLLS, LMNX, RNG, RTEC, FN, SANM, ATVI, TXRH, NLS, UNT, ONDK, AEO, CBT, BOFI, NXTM, XON, TTPH, MDCO, CRAY, DO, PRTY, SCTY, AXLL and JBL
Stocks With Unusual Call Option Activity:
  • 1) AEO 2) QRVO 3) PLUG 4) MPC 5) TERP
Stocks With Most Positive News Mentions:
  • 1) ATVI 2) KING 3) RHAT 4) T 5) UPS
Charts:

Morning Market Internals

NYSE Composite Index:

Monday, November 02, 2015

Tuesday Watch

Evening Headlines 
Bloomberg:
  • Six Ways to Gauge How Fast China's Economy Is Actually Growing. (graph) There are many ways to analyze China's GDP, and all the ones presented here show it trending below the government's official statistics for the third quarter.
  • China's Money Exodus. Here’s how the Chinese send billions abroad to buy homes.
  • Hong Kong's Stock Rally Seen Too Good to Last as Volume Fades. Wherever Alex Wong looks, he sees signs that Hong Kong’s stock rebound isn’t going to last. The Hang Seng Index’s 8.6 percent surge in October came on the lowest trading volume since February. Chinese investors sold more shares in the city than they bought, and small-caps were the worst-performing part of the market.
  • EPA's New VW Cheating Allegations Threaten to Taint CEO Mueller. New allegations from U.S. regulators that German automaker Volkswagen AG cheated on more diesel-powered models, including one Porsche, could be trouble for new Chief Executive Officer Matthias Mueller, who came from the company’s prestigious sports-car maker after his predecessor, Martin Winterkorn, resigned.
  • Asian Stocks Track S&P 500 Recovery as Aussie Gains Before RBA. Asian stocks climbed after signs of stabilization in global manufacturing activity helped drive the Standard & Poor’s 500 Index to levels not seen since before China’s yuan devaluation in August. Australia’s dollar extended gains amid bets the central bank will hold interest rates at a review. The MSCI Asia Pacific excluding Japan Index rose for the first time in six days amid signs of resilience in U.S. and European manufacturing and after measures of factory activity in China stabilized, albeit at levels denoting contraction. 
  • Oversupply Will Drive Iron Ore, Oil Below $40, Merchant Says. The rout in commodities is set to get worse as resilient supply and faltering Chinese demand will see global gluts persist, sending oil and iron ore below $40, according to Merchant Commodity Fund. Prices are still trying to find a floor with excess supply in almost every commodity, said Michael Coleman, managing director of RCMA Asset Management Pte, which runs the $210 million fund. Any rally in raw materials will be probably short-lived as demand isn’t improving and production cuts are insufficient to stem surpluses, he said in an interview.
  • Passport's Burbank Says No Place Safe in China-Led Downturn. One of this year’s most successful hedge fund managers has a message for investors: watch out for China.John Burbank’s main hedge fund at Passport Capital, which rose 18 percent in the first nine months of 2015 betting on macroeconomic events, has "greatly" cut its exposure to markets across the world as it prepares for a China-led global downturn, the investor said in a letter to clients Oct. 30. "The big risk for global markets over the next several months is a worsening in China’s economy -- characterized by nonperforming loan issues -- which could lead China to de-peg from the U.S. dollar, lower rates and, in the process, force the liquidation of risk assets around the world," Burbank wrote. The world may be heading into "a global downturn that leaves no region safe, including the United States."
  • JPMorgan(JPM), BofA(BAC), Citigroup(C) Among Big U.S. Banks That S&P May Cut. JPMorgan Chase & Co., Bank of America Corp. and Citigroup Inc. are among at least eight large U.S. banks that may have credit grades cut by Standard & Poor’s on the prospect that the U.S. government is less likely to provide aid in a crisis. The companies -- along with Wells Fargo & Co., Goldman Sachs Group Inc., Morgan Stanley, Bank of New York Mellon Corp. and State Street Corp. -- had senior unsecured and nondeferrable subordinated debt ratings placed on negative credit watch, S&P said Monday in a statement.
  • White Middle-Aged Americans See Mortality Increase, Deaton Finds. Middle-aged, non-Hispanic white Americans saw a "marked increase" in mortality between 1999 and 2013, a reversal from a decades-long decline that can be largely explained by a spike in suicide, substance abuse and liver disease, new research shows."No other rich country saw a similar turnaround," Angus Deaton, the Princeton University professor who won this year’s Nobel Prize in economics, and co-author Anne Case write in a study dated Sept. 17. 
Wall Street Journal:
  • TransCanada Requests Suspension of U.S. Permit for Keystone XL Pipeline. Move comes in face of expected rejection by Obama administration; could put off request until after 2016. The company behind the Keystone XL pipeline on Monday asked the U.S. government to suspend its permit application, throwing the politically fraught project into an indefinite state of limbo, beyond the 2016 U.S. elections. Calgary, Alberta-based TransCanada Corp. sent a letter to the State Department, which reviews cross-border pipelines, to suspend its application while the company goes through a state review process in Nebraska it had previously resisted. The move comes in..
  • Farmers Shift to Leases, Threatening to Swell Machinery Glut. Leasing out tractors, combines helps makers sustain demand but risks saturating used market. Farmers increasingly are leasing tractors, combines and other equipment as grain prices continue to slump, helping prop up manufacturers’ sagging sales. But this shift raises the risk of further saturating the farm-machinery market.
  • Ben Carson Vaults to Lead in Latest Journal/NBC Poll. Retired neurosurgeon overtakes Donald Trump for lead among Republican presidential candidates.  
  • Valeant(VRX) Critic Gets a Taste of His Own Medicine as Attack Misfires. As short seller Andrew Left’s eagerly awaited report falls flat, he faces allegations of his own.
  • Thank You, CNBC. For giving millions of Americans front-row seats to the press bias against Republicans. Stuck in a Regulatory Mash-Up. A genetically modified potato could combat blight and cut fungicide use—if the FDA and EPA will let it.
Fox News:
MarketWatch.com:
  • Antarctica isn’t melting -- a new study finds it’s actually gaining ice. The thickening ice in parts on Antarctica means the continent isn’t contributing to rising sea levels, contrary to the conclusion of the United Nations Intergovernmental Panel on Climate Change’s 2013 study. Rather, it is taking water out of the ocean at the rate of a quarter of a millimeter per year, said H. Jay Zwally, a glaciologist at the University of Maryland and the NASA Goddard Space Flight Center who led the study.
CNBC:
  • AIG(AIG) earnings miss Street's most dismal estimates. (video)
  • Philidor to shutter as drug partnerships dissolve. Philidor, a pharmacy facing backlash from accusations about Valeant Pharmaceuticals' practices, announced Monday it would close after losing the drugmaker's business. Last week, some pharmacy benefit managers, and then Valeant, cut ties with Philidor, which short-seller Citron Research claimed had been used to prop up sales of Valeant drugs. Philidor said it would start to shut down principal operations after losing Valeant, its main client.
Zero Hedge:
Evening Recommendations 
Susquehanna:
  • Rated (RL) Positive, target $142.
Night Trading
  • Asian equity indices are +.25% to +1.0% on average.
  • Asia Ex-Japan Investment Grade CDS Index 128.25 -2.75 basis points.
  • Asia Pacific Sovereign CDS Index 70.75 -1.5 basis points.
  • Bloomberg Emerging Markets Currency Index 72.09 +.09%. 
  • S&P 500 futures +.01%.
  • NASDAQ 100 futures +.03%.

Earnings of Note
Company/Estimate
  • (ADM)/.65
  • (CIT)/.75
  • (DISCA)/.38
  • (EMR)/.97
  • (EXPD)/.60
  • (FSS)/.23
  • (HCP)/.77
  • (H)/.25
  • (K)/.84
  • (MLM)/2.19
  • (MBLY)/.13
  • (MOS)/.52
  • (NSM)/.34
  • (ODP)/.16
  • (RRGB)/.53
  • (RDC)/.50
  • (SMG)/-.15
  • (S)/-.07
  • (VMC)/.96
  • (ZTS)/.40
  • (CVC)/.22
  • (CBS)/.80
  • (CERN)/.54
  • (DVN)/.52
  • (ETSY)/-.03
  • (HLF)/1.05
  • (MTZ)/.33
  • (PZZA)/.45
  • (TSLA)/-.60
  • (TDW)/-.03
  • (X)/-.22
  • (WBMD)/.32  
  • (ZG)/-.03 
Economic Releases
9:45 am EST
  • ISM New York for October is estimated to rise to 45.7 versus 44.5 in September.
10:00 am EST
  • Factory Orders for September are estimated to fall -.9% versus a -1.7% decline in August.
  • IBD/TIPP Economic Optimism for November is estimated to rise to 47.4 versus 47.3 in October.
Afternoon
  • Wards Total Vehicle Sales for October are estimated to fall to 17.7M versus 18.07M in September.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Australia Trade report, weekly US retail sales reports, Goldman Sachs Industrials Conference, (DAL) October Traffic data, (F) October Sales call and the (LB) investor update could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by consumer and industrial shares in the region. I expect US stocks to open mixed and to weaken into the afternoon, finishing modestly lower. The Portfolio is 50% net long heading into the day.

Stocks Surging into Final Hour on Buyout Speculation, Short-Covering, Diminished Global Growth Fears, Energy/Biotech Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Almost Every Sector Rising
  • Volume: Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • Volatility(VIX) 13.85 -8.1%
  • Euro/Yen Carry Return Index 138.94 +.2%
  • Emerging Markets Currency Volatility(VXY) 10.75 -.56%
  • S&P 500 Implied Correlation 56.45 -3.64%
  • ISE Sentiment Index 112.0 +11.0%
  • Total Put/Call .82 -22.68%
  • NYSE Arms .88 -37.60
Credit Investor Angst:
  • North American Investment Grade CDS Index 77.18 -2.14%
  • America Energy Sector High-Yield CDS Index 1,158.0 +2.62%
  • European Financial Sector CDS Index 69.0 +.17%
  • Western Europe Sovereign Debt CDS Index 19.06 unch.
  • Asia Pacific Sovereign Debt CDS Index 71.11 -1.50%
  • Emerging Market CDS Index 312.96 -3.76%
  • iBoxx Offshore RMB China Corporate High Yield Index 123.04 +.32%
  • 2-Year Swap Spread 11.75 +.5 basis point
  • TED Spread 26.25 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -29.25 unch.
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.01 -.01%
  • 3-Month T-Bill Yield .06% -1.0 basis point
  • Yield Curve 143.0 +1.0 basis point
  • China Import Iron Ore Spot $49.50/Metric Tonne -.66%
  • Citi US Economic Surprise Index -13.1 -.4 point
  • Citi Eurozone Economic Surprise Index 32.3 -.4 point
  • Citi Emerging Markets Economic Surprise Index -9.2 +1.3 points
  • 10-Year TIPS Spread 1.55 +2.0 basis points
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.03 -.04
Overseas Futures:
  • Nikkei 225 Futures: Indicating +312 open in Japan 
  • China A50 Futures: Indicating -4 open in China
  • DAX Futures: Indicating +23 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my medical/retail/biotech/tech sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and (EEM) short
  • Market Exposure: Moved to 75% Net Long