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Wednesday, May 11, 2011

Research Website and Trading Considerations

In my quest to find untainted financial research to use as background for my continuing education efforts on the US and world’s economy, I have discovered, and would like to introduce a website:

http://mam.econoday.com

By introducing this website as a possible research location for each of us, I would also like to mention some data from this website, and potential trading philosophies which could logically be determined from this data.

The above website consists mainly of a calendar with links to financial reports and financial data, which may be read and assimilated by any student. Econoday also powers the Bloomberg calendar found at

http://www.bloomberg.com/markets/economic-calendar/,

which contains exactly the same data as the calendar on Econoday’s website, as well as a credit “powered by Econoday”.

Additionally, Econoday’s website contains reports which compile data from various (listed) sources, which have proven useful to me. Here is the location of a report compiled by Ann D. Picker, Chief Economist for Econoday, and is excellent reading for up-to-the-minute compilation of numerous international economic data:

http://mam.econoday.com/reports/rc/2011/Resource_Center/Archives/IP-Archive/05-09-11/index.html?cust=mam&year=2011

On the Econoday website I discovered a pointer to the NFIB’s optimism index, which I found interesting, and would like to mention in this post.

From the econoday.com website, “The small business optimism index is compiled from a survey that is conducted each month by the National Federation of Independent Business (NFIB) of its members. The index is a composite of ten seasonally adjusted components based on questions on the following: plans to increase employment, plans to make capital outlays, plans to increase inventories, expect economy to improve, expect real sales higher, current inventory, current job opening, expected credit conditions, now a good time to expand, and earnings trend. “

“The report notes the sample's hiring plans, which are limited, are not consistent with the solid payroll gains of the April employment report. This mismatch, according to the NFIB, suggests that the bulk of new hiring is happening in larger firms.” Here’s the data (for the preceeding month, ie January's data is for December):

Jan: 92.6
Feb: 94.1
Mar: 94.5
Apr: 91.9
May: 91.2

Looking at Ms. Picker’s report, and the NFIB data, one could logically conclude that we might consider not investing in (or shorting) smaller corporations in a particular sector, and “longing” the big ones. I have heard it mentioned on Bloomberg several times, how the big caps would be or are more successful, but there was never a justification for the comment, so I simply stored it for future investigation. Well, here’s the justification. Now the anomoly: the Russell 2000 has outperformed the S&P500. It may be when a correction does come, the Russell 2000 may correct further, but time will tell.

Anyway, I don’t think I would go out right now and start my own small business.

32 comments:

  1. The other subject I wish to raise, but didn't want to detract from Econobay:

    Interest rates are going to rise. Why?
    Corporate borrowing at current interest rates is on the rise.

    For example, IBM sold 1B$ worth of 3-year notes at a 1.25% coupon. At current interest rates, that's actually a negative return. But people bought it. I can't figure out why. See

    http://www.businessweek.com/news/2010-08-03/ibm-bond-sale-signals-strengthening-debt-rally-credit-markets.html


    For example, Phillip Morris sold 1/2 B in bonds, to refinance debt and buyback stock. See

    http://www.bloomberg.com/news/2011-05-10/philip-morris-may-use-bond-sale-to-buy-back-common-stock-expand.html?cmpid=msnmoney

    For example, BOA sold 2.3B$ of bonds in 2 parts. See
    http://www.bloomberg.com/news/2011-05-10/bank-of-america-increases-bond-sale-to-2-1-billion.html?cmpid=yhoo

    Why are these companies whose balance sheets show tons of cash selling bonds now?
    1. Not enough profits in the US so companies can't reinvest local profits into the business
    2. Cant repatriate cash from overseas because of tax penalty
    3. US Investors dying for any "safe" investment (Stocks may be too much "risk-on" with FED futures indeterminant)
    4. US interest rates going higher, means the companies selling bonds will have to pay more for their working capital.

    Please note the importance of #1.

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  2. just boosting my comment score.....

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  3. Meredith says Munis will take the pipe.

    Hedge funds are buying like crazy (and mom-and-pop are selling like crazy).

    Who's right? Meredith? Dredge funds?

    Did I misspell Hedge?

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  4. @Dastro:

    RE your post yesterday:

    I have been running through my lists, and looking at trend channels for all the stocks, and I've noticed the frequency of reversal in trends is much higher now in the metals, coals, retails, and reit sectors than I've ever seen before, and many stocks in the Retail sector have a horizontal trend.

    I find this interesting.

    Because of the higher frequency and lower magnitude, trend-followers like me are more limited to the choices we may make, and if you're trading a stock that doesn't trend, then you're betting on some structural or fundamental announcement that will make your stock bounce (like a merger or acquisition).

    The other thing I noticed is that coupled with the higher trend-change frequency, there is a lower magnitude (price delta) of change. (For those of us math-guys, that means the energy is the same.)

    I find this interesting, and a little odd.

    For example, your comment DECK has reversals on Jan 28, Feb 24, March 17, April 27, and May 3. That's 5 reversals in about 1/3 year, but in the entire 2010, there were 9 total reversals.

    If you've any thoughts on this, or whether these faster reversals mean anything in your analysis, please comment. Thx.

    I wonder if somebody up there wants trend-followers out of the game. I noticed The Fly (a trend-follower) has lost about 33% of his investment account since like last December or so.

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  5. If they remove the tax deduction for the interest paid on home mortgages, then simply create an LLC, put your home in it, convince your neighbor to do the same, and rent his home for the same price as he rents yours.

    Your maintenance and repairs comes off the tax, you can take depreciation. But don't believe Rock, go find a real estate lawyer whose last name ends in berg or stein.

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  6. Rock,

    Thanks for the info. The links you refer to can be found under our Trading Links in the right hand column.

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  7. @Dss:

    Sorry for the wasted post. I did not see Econoday or the NFIB in the list of trading links.

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  8. I am changing the Bloomberg Economic Calendar to the Econoday Economic Calendar as the link is there to the International Perspective.

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  9. Rock,

    Your post wasn't wasted at all. The Econoday site has more links to the International Data so that is a better link to the economic calendar.

    I am glad that we can update our links as the information there is very useful.

    And your post calls attention to the great Econoday site which I think is superior to the Bloomberg one.

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  10. Plus on the Bloomberg calendar I could not find the International Link that you referred to that was on the Econoday Calendar. This kills two birds with one stone.

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  11. @Dss:

    I hit the Market Harmonics link, and I'm not sure, because I'm not a subscriber, but it seems that link doesn't help much anymore. If a subscriber sees something different, then it may be OK.

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  12. Rock,

    Thanks. That link has gone private so I will delete it.

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  13. Raj is guilty.

    All counts.

    20 years, 3 squares a day and all the sex he wants.

    Now, when the FBI shows up at your door at 3:00 AM, you can be sure if you're involved somehow, you'll be peeing your pants and ready to play "Lets Make a Deal".

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  14. So Raj is being fitted with an ankle bracelet. But he's worth 2 Billion Dollars or more. He could buy a ship, have his foot encased in concrete, hobble out the pier, and be gone to Sri Lanka before anyone knows it. And Sri Lanka has never extradited anyone to the US, although there have been many proceedings attempted by US Attorneys.

    Whadda you bet? Raj disappears to show up, a 2 Billionaire (because most of his wealth is in Singapore, Brazil, and other countries) in Sri Lanka to live the rest of his life eating escargot and prime rib?

    I'll bet a 2B$aire has a backup plan. Which does not include jail.

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  15. Wouldn't it be cool if Lloyd was next?

    A blow for the little guy, for sure.

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  16. @Rock,

    Great info. as always

    Re. Raj, What are they going to do with Gupta? He was considered a "big shot" in India. Gupta, as you know is ex Goldman, and was pres(?) of some prestigious university in India. What a role model! Lloyd was called to testify too.

    ICan

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  17. @Rock,

    Would love to see some pictures and story of your trip - if and when you have time.

    ICan

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  18. Great call by TMM - The Macro Man on Monday -JSTFR.


    ICan

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  19. Hey guys! Sorry for the late start, working from home today and it's been super busy :-(

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  20. Commodities crashing again, look at oil! Do you guys all think this is just a small correction? Or the start of something larger?

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  21. Questioning his IntegrityMay 11, 2011 at 3:21 PM

    Rock (11:18)- You seem to have some doubts about the integrity of a man like raj, one does not get $2 billions with out hard work and pricipals.

    Take the likes of BoA, GS, JPM, they succeed because they work work work hard are based in sound ethics and prectice a strick code of conduct....Oh sure they get lucky from time to time too.

    But it is the integrity of people like them that makes all this possible - I say he steps up to the plate and actually does his time












    In Sri Lanka.

    Mutt

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  22. Rock - Thank you for taking the time to make today's post, I went to http://mam.econoday.com
    and poked around a little bit and until Denise mentioned it, I was not aware it was in our list of links...hopefully we can put it to good use.

    Mutt

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  23. Rock (8:47) - Interestingly enuff, my wife and I have been concidering buying a house/s in the area we just moved from.

    The main industry in that area is agriculture, the area has always been in a constent state of depression, however in about 2003 the housing market started to heat up and the price of houses were going crazy - Long story short the house prices are now back to pre 2000 levels, which are much more realistic prices for that area.

    We realize we are in NO hurry to be buying a house, but we also know there will always be a need for afforrablbe house over there, so I will file your (8:47) information away.

    Mutt

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  24. Mutt(3:21)

    I corruption story that's front page in my ancestral state in India - a peon's son, a 35 year old clerk who quit his govt. job in 2008(got this job based on compassion), started to work as a property dealer, became a "lobbyist" to and MLA - became Millionaire, drives Porsche.

    Then someone reported to Central Bureau of Investigation. He and the MLA with severl others are in police custody. But what does he care. He's got his money. These people don't have ethics in the first place or they wont do such things.

    ICan

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  25. ICan - I hear you on that and never understood why people who steal from others by fraud are treated as less of a criminal then someone who steal by using a weapon.

    Theft is theft no matter how you slice it and just because some people are able to trick people, they are still thieves and should be punished.

    Yet somehow our system treats them like they are a rock star.

    Mutt

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  26. I just had to share this :-)

    http://www.youtube.com/watch?v=QEDLAgu0yl8

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  27. odd - blogger was down and wouldn't put up my post for tomorrow.

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  28. Gonna be a quiet couple of weeks around here folks :-) I have a lot going on at work these days too, but I'll try to pop in as often as I can!

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  29. Foul! Foul!!!!

    I woulda got way more than 16 comments!!!!

    Foul! Foul!!!!!

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  30. @Rock,1:46PM: Yeah too bad. What's more, don't want to ruin your day,but I'm afraid the score for each thread only includes comments posted until day+1. Therefore all comments happening after May12th can't be counted in your final score. Which is..well 17.

    :D

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