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  • The Future Of Seeking Alpha [View article]
    If content that has gotten "editors choice" status is any indication of what content will be behind a paywall, then it seems that it won't delineate from "free" what content is making a difference (IMO) and is useful to average investors bottom lines or not ( or maybe it will be advantageous if the "editors choice" content becomes "pay content" so it can be "out of sight and out of mind" and reduce onslaught and pool of content in general. Combined with Stock Gumshoe http://bit.ly/13icG4i, one could spend "years" purusing and subscribing (and unsubscribing) to offerings and content. Also, CBS Marketwatch recently changed their design somewhat and stopped highlighting the histronics of "trading deck" contributors on the front page subtext and left them to their own tab, which has resulted in commenting numbers going from a fair amount to mainly 0 comments (which is just fine with me). So, in that example, we can see what a slight change to the way "free" content is presented does to comments / page view numbers ...
    Mar 29, 2015. 07:15 PM | 1 Like Like |Link to Comment
  • The Future Of Seeking Alpha [View article]
    There are some that provide usable content that is derived from years of success and experience in their particular expertise or field of research and that don't necessarily need the monetary gateway. They provide it as a public service in furthering research and education. There are others that "appear" to be representing an entity or "firm". The trouble with the financial industry is that a monetary gateway, subscription, or a large management "fee" doesn't necessarily delineate between quality or snake oil ....
    Mar 27, 2015. 11:37 AM | 4 Likes Like |Link to Comment
  • U.S. Equities: The Top May Now Be In [View article]
    Best to use timing variables with mechanical triggers, predefined transaction dates, and unrevisable, non subjectively determined trigger thresholds built into a comprehensive, no nonsense process.
    This was our objective in creating our model **.
    Here you can see the model's historical list of 30 predefined buy dates, 14 non predefined entry dates (mechanical and non subjectively defined), and 38 predefined sell dates back to 1924: http://bit.ly/1E81uyz
    And 9 decades of performance premium ( green slides 18, 22, 25, 28, 33, 37, 41, 44, & 48 ): http://bit.ly/1wIt3fe
    With this information, we can be confident as to when to take action and never have to "interpret" when to sell or buy.
    Most recent sell on Jan 20 2015 http://bit.ly/1BwEzH5

    ** this after years of relying on failure prone, spurious information; put call ratios, VIX readings, margin interest, arms index, AD lines, trendline breaks, etc.; data in which the subjective interpretation and readings for sell and buy thresholds kept changing and are/were becoming more extreme - with 2008 being most recent in "pushing the envelope"- hence the general investment public's skepticism with market timing and it's declining credibility and dubious nature.
    Mar 26, 2015. 11:20 PM | Likes Like |Link to Comment
  • Investing In High Dividend Yield Stocks: A Sucker Bet? [View article]
    He is one of the smarter minds in the financial blogoshpere. The TEV/EBITDA – Enterprise Multiple metric is purported to be a higher alpha generating metric over the long term than even small cap value. We have yet to see as QVAL will need more performance history, through a cycle or two more to prove itself. There is another ETF ( iShares MSCI USA Quality Factor (QUAL) ) that looks compelling.
    Mar 26, 2015. 08:32 PM | 1 Like Like |Link to Comment
  • The Vanguard Dividend Appreciation ETF: Higher Returns And Less Risk [View article]
    The inception to date performances of DON and SCHD vs. VIG look to be the most promising and they hold many of the same / popular quality DG stocks. The miniscule gross expense ratio of SCHD removes "that" factor as a performance drag and argument against singular ETF ownership ( vs. a large individual stock portfolio ). A additional "step" that could be taken would be, on the ex- dividend date, to use "fresh" capital towards buying "extra" shares * of SCHD when the price was down near the close. This could add a performance improvement and incremental compounding affect by taking advantage of: 1) buying on price weakness / discount and 2) getting more "value" premium in company ownership through the share price reduction reflected via the cash distributed from the retained earnings part of the company's ledger. As it appears that SCHD makes 4 distributions per year ( as does VIG ), this step could be easy for a novice investor ( or their advisor ) to monitor and implement.

    * this in addition to the "reinvestment" of the dividend.
    Mar 24, 2015. 06:40 PM | Likes Like |Link to Comment
  • How Bond Bears (Especially In Japan) Lost So Much Money Since 2000 [View article]
    Sounds like one of those forced decisions as a consequence of being constricted by "bonds only" portfolio management structure. Instead of trying to guess the direction of bond yields and thereby make tactical asset decisions while possibly being controlled by behavioral biases, one could expand into the equity side and run a simple 10 month simple moving ( monthly basis ) average applied to the underlying appropriate equity index and bond index and allocate into each with a rules based approach ( and no leverage for goodness sakes ! ). For all that has been said about how horrific the investment returns were for the Japan experience from 1988 - 2012 and now, applying that to the European experience 2009 - ?, this simple mathematical methodolgy could have improved returns substantially without having to catch "falling knives" or use short positions. Sometimes, with all of the computing power and management jockeying, the simplest solutions are the hardest to accept.
    http://bit.ly/1DUGcnM
    http://bit.ly/1CryaTi
    Mar 24, 2015. 06:30 PM | Likes Like |Link to Comment
  • Interest Rates Have Bottomed [View article]
    Instead of trying to figure out what the "behaviors" and "expectations" of governments, investors, and institutions are in a process towards divining the direction of rates and tactical asset decisions, one could use a simple 10 month simple moving ( monthly basis ) average applied to the underlying appropriate equity index and bond index and allocate into each with a rules based approach . For all that has been said about how horrific the investment returns were for the Japan experience from 1988 - 2012 and now, applying that to the European experience 2009 - ?, this simple mathematical methodolgy could have improved returns substantially without having to "interpret" the tea leaves any kind of political, fiscal, monetary, sentiment based information in an attempt to catch "falling knives". Sometimes the simplest solutions are the hardest to accept.
    http://bit.ly/1DUGcnM
    http://bit.ly/1CryaTi
    Mar 24, 2015. 02:35 PM | Likes Like |Link to Comment
  • Bullish Sentiment Dominating [View article]
    Our risk indicator showed 2015 as a "High market risk" profile year. http://seekingalpha.co...

    In many cases, the economic conditions index needs to decline http://bit.ly/1BKaapn and/or the yield curve flatten / invert in order to confirm deep equity declines http://bit.ly/1DKXl0i



    Mar 23, 2015. 02:05 PM | Likes Like |Link to Comment
  • Get Ready For The Latest Stock Bubble To Go Pop! [View article]
    Charlatan
    Mar 22, 2015. 05:11 PM | Likes Like |Link to Comment
  • Mr. Valuation's Best Ideas For Retirement And Dividend Growth Portfolios: Emerson Electric [View article]
    Yes that's true. The momentary reduction in value / price drop comes from the cash disbursement from the retained earnings side of the company's accounting ledger. Money for the dividend isn't manufactured out of thin air (unless a company "cooks the books" like Tyco or Enron).
    Mar 22, 2015. 05:08 PM | Likes Like |Link to Comment
  • Take These Dividends And Call Me In The Morning: Inoculation For A Bear Market [View article]
    My portfolio process for the young investor suggests the use of small cap value universe. I believe that as proof of the small cap value universe in providing the highest decile of returns over the long term has been thoroughly analyzed and widely disseminated by major academic research sources, a reasonable degree of confidence can be instilled in it's use in a portfolio. As young investors have "time" on their side, they "deserve" to and should take advantage of a process that maximizes return into the terminal asset value at the end of their "accumulation" phase. This is not to say that they shouldn't be diversified into other tangential asset classes ( their 401k plans will most likely handcuff them into a small number of options), such as DG stocks, "total" market portfolios, bond products, etc. yet they should start an initial IRA account with the small cap value slice as a core holding at the earliest possible convenience.
    The presentation shows how maximum risk mitigated returns can be accomplished in a tax deferred account with a small contribution outlay over an initial 11 years http://bit.ly/1CBSlge

    This charts shows performance of a concentrated and optimized DG portfolio ( picking some of the "best" surviving DG stocks in 1970 ) vs. small cap value since 1970 http://bit.ly/1wyvMAB
    Mar 21, 2015. 03:41 PM | Likes Like |Link to Comment
  • Decision Made To Move From DGI To The S&P 500 Index [View instapost]
    As you show, one of the weaknesses of the DG method is being limited by a high valuation, low dividend yield market in building a portfolio. A simple, proven method for garnering capital gains ( which in turn produces income by selling off shares ) in this type of environment involves the use of a 10 period simple moving average, monthly basis, applied to the SP500 and an intermediate term bond fund ( VUSTX, TLT ).
    When the price of the SP 500 > 10 mo SMA on month close basis, then long SP 500. When SP 500 < 10 SMA, then look to TLT vs. it's 10 SMA. If TLT is > 10 SMA, then buy TLT. If none, then cash. If long TLT and it < 10 SMA before SP500 > 10 SMA , then cash. Then wait for either TLT or SP 500 > 10 SMA.
    http://bit.ly/1xngaaX You can see that starting from a high valuation level ( year 2000 ), the 10 SMA SP 500/ TLT method return CAGR trounced the 10 favorite DG portfolio * return ( purple ). If one started at at relatively low to mid valuation level ( year 1986 ) then the 10 Favorite DG portfolio CAGR outperformed the 10 SMA method. If people are worried that interest rates are too low and there is not much "upside" in an intermediate bond fund, then we can look to the 10 SMA method applied to European/Germay and Japan experiences as rates in those countries ave fallen below 1% with accompanying bond price appreciation. http://bit.ly/1CryaTi
    http://bit.ly/1CryaTk
    * 10 DG favorites portfolio : mrk, jnj, mcd, ko, pg, mo, ed, ge/wmt, xom, mmm ( annual rebalanced div reinvest wmt switched for GE 2007 for performance optimization )
    Mar 20, 2015. 09:59 PM | Likes Like |Link to Comment
  • DGI Investing: It's Riskier Than You Probably Think [View article]
    This can all become a complicated, existential argument. In the most basic sense, investors should shoot for (and deserve) the maximum terminal asset value into the "spending" phase of their retirement accompanied by tolerable risk. If they haven't researched all of the options and have been "dumbed down" by the financial products industry, then they may be inadvertently shortchanging themselves out of thousands, hundreds of thousands, millions of dollars in lost asset value.
    Mar 18, 2015. 10:58 PM | Likes Like |Link to Comment
  • The Dividend Aristocrats: Create Your Own Portfolio Or Invest In NOBL? (Part 2) [View article]
    The inception to date performances of DON and SCHD look to be the most promising and they hold many of the popular quality DG stocks. The miniscule gross expense ratio of SCHD removes "that" factor as a performance drag and argument against singular ETF ownership ( vs. a large individual stock portfolio ). A step that could be taken would be, on the ex- dividend date, to use "fresh" capital towards buying "extra" shares * of SCHD when the price was down near the close. This could add a performance improvement and incremental compounding affect by taking advantage of: 1) buying on price weakness / discount and 2) getting more "value" premium in company ownership through the share price reduction reflected via the cash distributed from the retained earnings part of the company's ledger. As it appears that SCHD makes 4 distributions per year, this step could be easier for a novice investor ( or their advisor ) to monitor and implement vs. the management of a large portfolio of individual securities while having exposure to a DG universe.

    * this in addition to the "reinvestment" of the dividend.
    Mar 18, 2015. 02:10 PM | 1 Like Like |Link to Comment
  • A Case For News Sensitivity And Unreliable Liquidity As Early Warning Signs From Markets [View article]
    If you are talking about news driving uncertainty regarding investment in the European markets, one could produce alpha/improve investment outcomes by using a simple, mechanical method using a 10 period moving average price cross ( monthly basis), applied to the SPYDR EURO STOXX 50 ( FEZ ETF ) and the German Bund ( ? ETF).
    A cursory analysis of the European situation shows comparable alpha with the US markets although the portfolio value priced in Euro may pose a factor http://bit.ly/1CryaTi

    Same with the Japan experience 1989 - 2014 : http://bit.ly/1CryaTk

    In investing, simplicity is counter intuitive. Investment commentators and experts get caught up in seeing the "trees" and not the forest.
    Mar 17, 2015. 10:17 AM | Likes Like |Link to Comment
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