Financials Are Masking the Market's Potential [View article]
YES! someone gets it!!!
On Mar 21 01:36 PM RiskReturnOptimizer wrote:
> If S&P price is market-cap weighted, and earnings is also market-cap > weighted, then the PE is NOT market-cap weighted. > > If S&P price is market-cap weighted, and earnings is NOT market-cap > weighted, then PE is market-cap weighted. > > W=weight > P=price > E=earnings > > Weighted PE = W1*(P1/E1) + W2 (P2/E2) = > > (W1*P1) / E1 + > > It depends on what you are trying to measure. Historical growth in > earnings -- go for market-cap weighted earnings. Historical PE ratio > -- go for market-cap weighted PE.
Financials Are Masking the Market's Potential [View article]
you missed the whole pt!!! the p/e of the S&P is understated because it overweights losses!!!
tell us what % of the index stocks are over values...I bet ou find < 10% even if you weight it by market cap...
S&P is pretty fairly valued in the 800 range and at the end of the day the idex will follwo its underlying stocks not some phantom P/E
If Citi loses $50Billion that should not lower the market cap of the S&P by $500billion should it (assuming 10 X p/e) thats what the stats imply though
On Mar 20 11:51 PM No Free Cake wrote:
> For those of you that haven't looked at the S&P data linked to > by Fred, one thing you may want to notice is that S&P's own estimate > of As Reported earnings for 2010 is about $40. The estimate for 2009 > is much lower. > > That's 600 for the index at a normal multiple of 15 and much lower > for a more typical recessionary multiple of 10-12. > > Some of you think an estimate of $70 and a normal multiple should > apply, but, I'm hedging my bets.
Financials Are Masking the Market's Potential [View article]
that's the point! also compare the top down approach to the bootm up....
if you sum all earnigns and divide it into market cap yiou get the 40-50 number but if ou take the market cap wghtd avg ou get in thr 70-80 range and the markets don't look so overvalued...
just look at individual stocks and pick which ones ou think are over valued...not many!!! Intel, JP morgan? not many
On Mar 20 02:44 PM Larry House wrote:
> Thanks for a thoughtful piece that doesn't pretend to know everything. > I hope you are right about the S&P earnings in the $70 to $80 > range, but some who know much more than I are saying it may be more > in the $50 to $60 range. With the banks a mess and consumers virtually > out of the picture, I am afraid the earnings will be on the very > low side.
Wow. first the Copula model and now S&P earnings...Is there anything Felix Salomon can get right? DON"T USE TOP DOWN P/E!!! You might as well guess the size of an Iceberg b what's pointing out of the water!!!
It's a Winter Warming Spell - But More Snow Ahead for Markets [View article]
P/E calculatins on S&P are a fallacy...
most people use top down numbers...they pick an overall earnings number and calc multiple...however, that takesinto account the large negative incomes of the various players...
go throught the list of S&P stocks with a 20 forward multiple? now look at the res tof the stocks...the vast majority of S&P stocks are near P/E lows....why the fallacy? again because in this downturn we have massive negative earnings
LPHI: This Life Partner May Not Be Good for You [View article]
my gawd man, you will lose you shirt on this....
On Feb 12 06:41 PM Taymere wrote:
> Thanks for your rumors smears and lies, they allowed me to triple > my position in LPHI yesterday for a fraction of what I would have > had to pay. Buy the rumor sell the news. It seems your main complaint > is that they make waaaaay too much money. That type of analyst complaint > is the last piece of the puzzle that was missing to qualify them > as a "Rule Breaker" under the Motley Fool's definitions. Their ROE > is amazing isn't it? And all that growth with zero debt and no thirst > for acquisition junkets. They are using all that cash piling up to > repurchase shares and to buy policies themselves. I'm down for life.
Don't Be Scammed by Madoff Investor Sob Stories [View article]
THE SIPC SHOULD SEPARATE THE BROKERAGE CUSTOMERS FORM THE HEDGE FUND CUSTOMERS...Funds lost inthe Madoff investments are gone; brokerage funds are different....its like if Fidelity went under...the funds in yoru tradign accoutn are protected; the funds in the mutal funds are valued at whatever is in those funds
The Economic Debate: Did We Need Government Intervention? [View article]
If the gov't spent $30billion doing a Bear-JPM deal for LEH-Barclays, we would have saved a few trillion of the bailout money we are now spending....no money market collapse, no TED spread >400, inter-bank lending, and no severe recession...thanks you Mr Paulson...the Darwinians won that day and lost everything
What Obama Needs to Know about Tim Geithner, the AIG Fiasco and Citigroup [View article]
STUPIDITY PUBLISHED HEREIN THE VAST MAJORITY OF CDS HAVE NOTHING TO DO WITH THE TYPE OF RISKS AIG AND THE MONOLINE TOOK: SUPER SENIOR ABS CDO RISK....
THE VAST MAJORITY OF JP MORGANS CDS IS PROBABLY SINGLE NAME AND PORTFOLIOS OF IG CORPORATES..STOP THE GLOOM AND DOOM, ESPECIALLY WHEN YOU KNOW NOTHING ABOUT WHAT YOU ARE WRITING!!!!!!!!!!!!!!
Insights from a Derivatives Salesman [View article]
Most derivative problems this crisis arose as a result of rating agency mistakes. Some of which were truly asinine. Examples: Canadian Liquidity and the rating agency DBRS permission of illiquid leveraged super senior derivatives into conduits; AIG's incredible half trillion of CDS on CDOs; the monoline business model; Mezz ABS CDOs with CDO tranches inside; etc. The rest of the derivative problems are minimal compared to the rating agency issues.....
Hedge Funds Threaten to Block Mortgage Modifications [View article]
Hedgies lose on this one... They knew this was a risk upfront: that the loans might be modified without causing a defualt for their shorts....oh well. no one cares; time to cover!
Why can't they reinsure their insurance businesses to raise capital? This is all a ratings issue right? Ratings agecines are concerned about access to capital...that's anothe rmarket for insurance capital
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On Mar 21 01:36 PM RiskReturnOptimizer wrote:
> If S&P price is market-cap weighted, and earnings is also market-cap
> weighted, then the PE is NOT market-cap weighted.
>
> If S&P price is market-cap weighted, and earnings is NOT market-cap
> weighted, then PE is market-cap weighted.
>
> W=weight
> P=price
> E=earnings
>
> Weighted PE = W1*(P1/E1) + W2 (P2/E2) =
>
> (W1*P1) / E1 +
>
> It depends on what you are trying to measure. Historical growth in
> earnings -- go for market-cap weighted earnings. Historical PE ratio
> -- go for market-cap weighted PE.
Financials Are Masking the Market's Potential [View article]
tell us what % of the index stocks are over values...I bet ou find < 10% even if you weight it by market cap...
S&P is pretty fairly valued in the 800 range and at the end of the day the idex will follwo its underlying stocks not some phantom P/E
If Citi loses $50Billion that should not lower the market cap of the S&P by $500billion should it (assuming 10 X p/e) thats what the stats imply though
On Mar 20 11:51 PM No Free Cake wrote:
> For those of you that haven't looked at the S&P data linked to
> by Fred, one thing you may want to notice is that S&P's own estimate
> of As Reported earnings for 2010 is about $40. The estimate for 2009
> is much lower.
>
> That's 600 for the index at a normal multiple of 15 and much lower
> for a more typical recessionary multiple of 10-12.
>
> Some of you think an estimate of $70 and a normal multiple should
> apply, but, I'm hedging my bets.
Financials Are Masking the Market's Potential [View article]
if you sum all earnigns and divide it into market cap yiou get the 40-50 number but if ou take the market cap wghtd avg ou get in thr 70-80 range and the markets don't look so overvalued...
just look at individual stocks and pick which ones ou think are over valued...not many!!! Intel, JP morgan? not many
On Mar 20 02:44 PM Larry House wrote:
> Thanks for a thoughtful piece that doesn't pretend to know everything.
> I hope you are right about the S&P earnings in the $70 to $80
> range, but some who know much more than I are saying it may be more
> in the $50 to $60 range. With the banks a mess and consumers virtually
> out of the picture, I am afraid the earnings will be on the very
> low side.
Jeremy Siegel's Silly P/E [View article]
It's a Winter Warming Spell - But More Snow Ahead for Markets [View article]
most people use top down numbers...they pick an overall earnings number and calc multiple...however, that takesinto account the large negative incomes of the various players...
go throught the list of S&P stocks with a 20 forward multiple? now look at the res tof the stocks...the vast majority of S&P stocks are near P/E lows....why the fallacy? again because in this downturn we have massive negative earnings
LPHI: This Life Partner May Not Be Good for You [View article]
my gawd man, you will lose you shirt on this....
On Feb 12 06:41 PM Taymere wrote:
> Thanks for your rumors smears and lies, they allowed me to triple
> my position in LPHI yesterday for a fraction of what I would have
> had to pay. Buy the rumor sell the news. It seems your main complaint
> is that they make waaaaay too much money. That type of analyst complaint
> is the last piece of the puzzle that was missing to qualify them
> as a "Rule Breaker" under the Motley Fool's definitions. Their ROE
> is amazing isn't it? And all that growth with zero debt and no thirst
> for acquisition junkets. They are using all that cash piling up to
> repurchase shares and to buy policies themselves. I'm down for life.
U.S. Debt Default, Dollar Collapse Altogether Likely [View article]
Don't Be Scammed by Madoff Investor Sob Stories [View article]
The Economic Debate: Did We Need Government Intervention? [View article]
What Obama Needs to Know about Tim Geithner, the AIG Fiasco and Citigroup [View article]
THE VAST MAJORITY OF CDS HAVE NOTHING TO DO WITH THE TYPE OF RISKS AIG AND THE MONOLINE TOOK: SUPER SENIOR ABS CDO RISK....
THE VAST MAJORITY OF JP MORGANS CDS IS PROBABLY SINGLE NAME AND PORTFOLIOS OF IG CORPORATES..STOP THE GLOOM AND DOOM, ESPECIALLY WHEN YOU KNOW NOTHING ABOUT WHAT YOU ARE WRITING!!!!!!!!!!!!!!
Citigroup: The End Draws Near [View article]
Insights from a Derivatives Salesman [View article]
Hedge Funds Threaten to Block Mortgage Modifications [View article]
Why Oil and Gold Are Headed Much Higher [View article]
AIG: The Mark-to-Lehman Market [View article]