Archive for 2009
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Academic Study: “Analysts’ revisions are typically information-free”
Eddy Elfenbein, June 2nd, 2009 at 9:16 amThe Irish Times notes that Wall Street analysts…you better sit down for this…often don’t know what they’re talking about:
The Citi research looked at analyst recommendations over the last 15 years. It found that analysts were at their most bullish at the end of 1999, despite the fact that price-earnings ratios suggested markets had never been so over-valued. The dotcom crash in early 2000 triggered a vicious three-year bear market during which analysts grew progressively bearish. This bearishness increased even as the market bottomed in the autumn of 2002. Bullishness took root as the market rose over the following five years, peaking just prior to the outbreak of the financial crisis. Since then, analyst bearishness has risen inexorably.
The report also looked at the difference in performance between the stocks most favoured by analysts and the stocks least favoured by analysts. It found that the furious global rally off the March bottom has caught analysts completely by surprise, with forecasters more off the mark than at any other time during the period under study.Later on.
The Financial Times reported this month on an academic study that looked at the effect of analyst recommendations on stock prices. It found that “buy” and “sell” tips have little appreciable effect on prices. “Analysts’ revisions are typically information-free,” the study concluded, adding that investors were aware of this.
One analyst who has been consistently critical of his fellow professionals is James Montier of Société Générale. The award-winning analyst said last year that it was “transparently obvious that analysts lag reality”. They “only change their minds when there is irrefutable proof they were wrong, and then only change their minds very slowly”, he said.
The latter study appears to confirm this – almost 80 per cent of analysts’ changes in recommendations came after major corporate events. Analysts are “like rabbits caught in the headlights”, Mr Montier said, and are “seemingly incapable of any form of independent thought”.Do rabbits stare at headlights?
Maybe analysts should start listening to this guy who has almost zero private sector experience:
The market is up 35% since then. -
Long Bond Hasn’t Suffered a Loss Like Since Since Another Century — And Not the 20th
Eddy Elfenbein, June 2nd, 2009 at 9:07 amMebane Faber writes that the long bond is suffering its worst draw down since at least 1900.
By the way, his new book is out. -
Dow Jones Admits It Paid Attention to Bloggers on Decision to Add Cisco to DJIA. Suck it S&P!
Eddy Elfenbein, June 1st, 2009 at 10:32 pmIn the WSJ, John Prestbo explains why they decided to replace GM and Citigroup with Cisco and Travelers today.Here are some highlights:
Did the fact that Travelers used to be part of Citigroup play a role in choosing that particular insurance company?
No. Citigroup spun off Travelers in 2002, so it has been operating independently for going on seven years. And it was independent prior to becoming part of Citigroup in 1998. We were committed to restoring the insurance sector to the Dow after ejecting American International Group, Inc. (AIG) last September after the government takeover. Travelers is a property and casualty insurer, as AIG is, and it is certainly a leader in that industry.
Why choose a tech company, Cisco, to replace an automaker?
We did not need another consumer goods company after adding Kraft Foods when we removed AIG. In looking around, we were struck by the fact that Cisco makes products that pave the Information Highway – computer networking equipment, things that enable high-speed data and video transmission, and so on. We saw Cisco helping the economy and culture adjust to the digital age, much as automobiles influenced economic and social changes in the 20th Century.
Well, why not Apple (AAPL) or Google (GOOG)?
Those companies certainly qualify as blue chips, but we chose Cisco this time.This part really caught my attention
Cisco has been on bloggers’ suggestion list for a long time. Do you pay any attention to these kibitzers?
Yes. They and many others take the Dow seriously enough to complain when they think we are doing something wrong and to offer their ideas. So, we take them seriously in return. However, most of these folks are looking at things from an investor’s point of view, as though the Dow was a portfolio they owned (and maybe some of them really do). But our goal is to maintain an index to accurately reflect the market as whole, and by extension the U.S. economy. That is a different purpose, which sometimes leads us in a different direction.Good for them! I’m glad they did two things. One, they listened to bloggers. Two, they said they listened to bloggers.
This is pretty big news for financial blogs. We’re talking about a 113-year-old index and one of the best brand names around.
Now…about Bing. -
S&P Makes New High
Eddy Elfenbein, June 1st, 2009 at 7:43 pmWe did it. The S&P closed at 942.87, the highest close since November 5.
The phony, fraudulent, manipulated, short-term bear market sucker’s rally is now up 39%.

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No Comment
Eddy Elfenbein, June 1st, 2009 at 4:25 pmThe Telegraph reports:
In his first official visit to China since becoming Treasury Secretary, Mr Geithner told politicians and academics in Beijing that he still supports a strong US dollar, and insisted that the trillions of dollars of Chinese investments would not be unduly damaged by the economic crisis. Speaking at Peking University, Mr Geithner said: “Chinese assets are very safe.”
The comment provoked loud laughter from the audience of students.LOL has officially become a part of our economic policy, and not in a good way.
(HT: CS) -
Nominal GDP Growth
Eddy Elfenbein, June 1st, 2009 at 3:19 pmWhenever we look at GDP growth, we almost always look at “real growth,” meaning adjusted for inflation. But it’s interesting to look at nominal growth as well. Ideally, the Fed should target interest rates to nominal GDP growth. Of course, that’s a lot harder than it looks.
Here’s the four-quarter change in nominal GDP going back several years.

This is the first time it’s been negative in over 50 years. -
CWS Named One of Five Favorite Financial Blogs
Eddy Elfenbein, June 1st, 2009 at 2:49 pmDavid Berman at the Globe and Mail named Crossing Wall Street one of his favorite financial blogs.*
For four years, a long time in this business, Eddy Elfenbein has been treating readers with a mix of charts and sharp observation.
The others are Bespoke Investment Group, Stocks To Watch Today, Humble Student of the Markets and Footnoted.org.
* He actually wrote “favourite.” When are Canadians and Brits going to learn English? -
AMZN@$83
Eddy Elfenbein, June 1st, 2009 at 2:09 pmDid Amazon (AMZN) start trading in pesos today?
$83! Really?
This won’t end well. -
S&P Nears Seven-Month High
Eddy Elfenbein, June 1st, 2009 at 12:55 pmThe S&P 500 is currently over 945. If it holds up, this will be the highest close since November 5, the day after election day.

Also, if today’s gains hold up, the S&P 500 will be above its 200-day moving average for the first time in 18 months.

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“What’s Good for General Motors Is Good for America”
Eddy Elfenbein, June 1st, 2009 at 11:02 amOne of great urban myths of American business history is that the head of GM once said “what’s good for General Motors is good for America.”
That line is once again getting a lot of press today. There’s one problem — it’s not true.
Here’s what happened. In 1953, President Eisenhower nominated GM’s CEO Charles “Engine Charlie” Wilson to be Secretary of Defense. I’ll turn it over to Wikipedia:During the hearings, when asked if as secretary of defense he could make a decision adverse to the interests of General Motors, Wilson answered affirmatively but added that he could not conceive of such a situation “because for years I thought what was good for the country was good for General Motors and vice versa.”
Gee, that’s kinda different. So what’s often portrayed as the ultimate in corporate arrogance that defined the atavistic nature of American capitalism was instead a humble statement of public spiritedness.
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Eddy Elfenbein is a Washington, DC-based speaker, portfolio manager and editor of the blog Crossing Wall Street. His