iShares Russell 3000 Index (IWV)
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- A 360 View of Returns (July 2008) [view article]
- Global Investing: Get Past the Noise [view article]
- REITs Pop While Commodities Flop [view article]
- Most Heavily Shorted ETFs [view article]
- Mid-Year Report: Is a Summer Turn-around Still Possible? [view article]
- No Present Tense in the Stock Market [view article]
- Russell 3000 Sheds Nearly $2 Trillion in Cap Value [view article]
- A Month of Seeing Red [view article]
- Major Asset Class 1, 3, 5, 10 & 15 Year Returns [view article]
- Portfolio Theory: The Unnatural Alternative? [view article]
- The Rising Risk of Emerging Markets [view article]
- Calendar Year Country Fund Returns: 1997-2007+ [view article]
loading ...Recent IWV Articles
- Global Investing: Get Past the Noise
- Short-Term Returns for the Major Asset Classes
- REITs Pop While Commodities Flop
- A 360 View of Returns (July 2008)
- Most Heavily Shorted ETFs
- No Present Tense in the Stock Market
- Mid-Year Report: Is a Summer Turn-around Still Possible?
- Russell 3000 Sheds Nearly $2 Trillion in Cap Value
- A Month of Seeing Red
- Portfolio Theory: The Unnatural Alternative?
- Full List of Articles »
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Today's Key ETF Performances: Financials Lead, Commodities Lag [view article]
Just more market volatility. ReplyToday's Key ETF Performances: Financials Lead, Commodities Lag [view article]
Let's see...investments banks need to raise capital. Those who choose to do this by issuing more shares will benefit most if their share prices are high. They can borrow at 2.5% against mortgages that in most cases have defaulted or soon will. Now, let's see, what should they do?I've got it: borrow heavily against worthless assets, buy futures in the morning market to put on a gap-open short squeeze, then buy each others' shares all day. Meanwhile, get the commodities exchanges to increase margin requirements and whisper to their desperate hedge fund clients that the Fed would really prefer their long positions there to be closed out so if they'd like to share in the benefits of access to the printing press then this would be a good time to do so. The hedgies dump hard assets and join the financials rally, the shorts get the shaft, the bankers go home winners, and the PPT get Black medals all 'round.
Can't prove it but I'd be shocked if most of this isn't happening. There is simply no rational explanation for news of another $19b write-down and an ISM reading still indicating contraction to be greeted by a 4% rally. I could believe the commodities sell-off is a response to "deleveraging&quo... or recession fears, but then why such a large rally in equities, especially financials for which the fundamentals have not improved a whit? Nope, sorry. This is manipulation by the Fed, the Treasury, the PPT, and the banks. Simple as that. Reply
Could I Really Be Wrong About REITs? [view article]
Total agreement. I own SRS at about $100 while IYR is at $65. Look for IYR TO HIT 59 SOON, making SRS $150/ share. Also, l am using SRS as a great day-trade idea.I am investing in PROShares in REITS for the domestic market and FXI-FXP on the China bubble, day trading in both. With commissions so low at Scott, it really makes trading cheap and entertaining as well as profitable. Unfortunately, I kick myself from time to time for betting against the country and world, but well, someone has to be on the other side of the trade, right? Might as well make it profitable, rather than following the herd over the cliff! Reply
ETF Performance Recap: Commodities Lead; Nasdaq, Chindia Lead Declines [view article]
I agree with Alan. This is much needed info. I'm surprised at the Nat Gas information, though, considering that nat gas is the most abundant source of energy available domestically. I wonder, however, if it will continue to perform so well as the heating season ends. This seasonal factor tends to depress nat gas during the warmer months. Time will tell. Thanks again for the info. ReplyETF Performance Recap: Commodities Lead; Nasdaq, Chindia Lead Declines [view article]
An informative article like this should be prepared for every quarter to better glean the sector trends going forward. ReplyETF Fund Flows (Week Ending 2/22/08) [view article]
How can we link these weekly updates into a YTD chart ? ReplyForeign and Domestic Stocks: Evolving Correlations and Portfolio Management [view article]
There is a growing amount of "junk" investment advice being published every day on the web, cloaked in the respectability of a known or respected web site. The result only serves to tarnish the reputation of sites such as Seeking Alpha. Obviously nobody is editing or even reading these articles before they appear. ReplyForeign and Domestic Stocks: Evolving Correlations and Portfolio Management [view article]
Unfortunately (perhaps intentionally) the author of the article reveals a profound ignorance of an ESSENTIAL aspect of the "rock" he is swinging at the "bone marrow". Simple numbers representing "correlation"... CANNOT be meaningful without considering STATISTICAL SIGNIFICANCE. Without seeing the actual data I strongly doubt that ANY of the correlation numbers are statistically significant. Even more importantly, it is not logical to use correlations between time series data without examining AUTO-correlations. The entire article smacks of "science envy" - the desire of voodoo practitioners to feign respectability by applying "tools" where they are inappropriate. The article is NONSENSE. ReplyAsset Allocation: The Only Game in Town [view article]
This article merely emphasizes what every financial advisor and most mutual funds emphasize. I agree with the premise, but it is not anything new for long term most investors. ReplyAsset Allocation: The Only Game in Town [view article]
i agree completely ReplyWill 2008 Be the Year of the Quant ETF? [view article]
I noticed that several notable quant commentators in Seeking Alpha went silent last fall, and couldn't help suspecting that their software hadn't handled the current situation very well. For me, the big development in 2007 was not bond ETFs but the release of double-long / short products that are not perfect but do in fact significantly "juice" index exposure, limit downside risk, pay interest, have reasonable expense ratios given the price movement, and give those of us not glued to monitors a standing hedge against falling markets. My guess is there is a very good strategy to adjust double-short ETF exposure based on the VIX volatility trend, but I'll have to keep a damp thumb in the wind and wait for somebody smarter to figure it out. ReplyREITs: No Longer Over-Valued [view article]
Prescient and very accurate given this morning's drop in SRS. I've placed a stop near today's low in case it is a consolidation at 126 -140, but the bearish engulfing candle which has formed as of 1:30P says otherwise. ReplyREITs: No Longer Over-Valued [view article]
are the yields and valuations for REITs rearward looking?that is will yields fall as we enter a recessionary environment? Reply
Are Emerging Markets Too Hot? [view article]
kkinYou can establish short exposure through the ProShares, UltraShort Emerging Markets ETF, ticker EEV. It moves at 2x the opposite way of the MSCI Emerging Markets index.
Hope that helps.
T. Reply
REITs: No Longer Over-Valued [view article]
GeorealistSorry for not being clearer. The ProShares UltraShort ETFs give you short exposure when you buy the ETF. Thus, if REITs rise, then the value of the SRS falls, which is why I say I'll buy the SRS when it hits $100-$110.
Hope that helps.
T. Reply