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My Favorite NH Primary Stat
Posted by Eddy Elfenbein on January 8th, 2008 at 10:07 pmAmong voters under 24, Ron Paul did better than Hillary. Different sets of course, but you get the point.
Here are the exit polls (GOP and Dem). -
Footnote of the Year
Posted by Eddy Elfenbein on January 8th, 2008 at 9:53 amI’m a big fan of Michelle Leder’s Footnoted.org, a site devoted to uncovering the, sometimes bizarre minutiae of SEC filings.
Michelle’s readers voted one of Qwest’s amended employment agreements as the 2007 Footnote of the Year. The agreement allows the CEO’s daughter to use the corporate jet to commute to high school.The main reason for the change? Allowing Mueller’s wife and stepdaughter to use Qwest’s jet for their personal use. As the Rocky Mountain News reported, the stepdaughter attends high school in California and Qwest is based in Denver. “The amendment reflects a great appreciation for his family situation as his daughter wraps up her current schooling in California,” Qwest spokesman Bob Toevs told the newspaper. Whether Toevs was able to say that with a straight face is open to debate.
My guru on all things corporate jet-related estimates that this perk could cost Qwest as much as $600K, assuming normal charter rates for the Falcon 2000. “Wish I could have gone to high school like this,” he writes. As for me, it certainly beats the B-64 bus that I used to take to high school.Oh, and the stock? Not looking so good.
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How to Make Money Sleeping (Sort Of)
Posted by Eddy Elfenbein on January 8th, 2008 at 7:58 amRecently, two economists found that the stock market does much better when Congress isn’t in session than when it is.
From 1897 to 2000, $1 invested in the Dow when Congress was in session became a grand total of $2. When Congress wasn’t in session, the $1 became $216.
Well, I’ve taken this one step further. I found that the stock market does better when the stock market isn’t in session.
I measured how the S&P 500 has fared in day sessions (opening bell to closing bell) versus night sessions (closing bell to the follow morning’s opening bell).
For this decade, the cumulative total of the day sessions is -11.52%. The night sessions add up to a gain if 8.94%.
For the decade (and century and millennium), the total S&P 500 is still down 3.61%.
Long-time readers of this blog know that I’m a proponent of the less-is-more strategy of investing. It’s not that I’m lazy. Or at least, that’s not all of it. But during the last eight years, many investors have been doing their best work when they’re sound asleep.
If anyone needs me, I’m going to take a nap. -
Cayne Out at Bear
Posted by Eddy Elfenbein on January 8th, 2008 at 7:22 amHe’s going. Finally.
Cayne has been CEO since 1993. Except for the past year, shareholders don’t have much to complain about.
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Bill Gates’ Last Day
Posted by Eddy Elfenbein on January 7th, 2008 at 4:59 pm -
Boo-Yah
Posted by Eddy Elfenbein on January 7th, 2008 at 4:10 pmCrossing Wall Street: February 25, 2007
I think the markets may be underestimating Senator Obama’s chances. I have no special insight here; it just seems that way. I should add that my judgment in these matters is pretty bad.
Maybe not so bad. At the time, Intrade had “Obama to Win” at just 23 cents. Today, it’s at 66 cents.
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Volatility’s Impact on the Stock Market
Posted by Eddy Elfenbein on January 7th, 2008 at 2:43 pmThe New York Times ran this graph on the stock market’s volatility yesterday. I heard Dylan Ratigan the other day describing how volatile the market is. Actually, the market’s volatility isn’t very high on an historical basis. It’s just much higher than it’s been.
Here’s a look at how well the S&P 500 has done by VIX level, which is an index of implied volatility. I took all the daily returns of the S&P 500 since 1990, and reordered them, not by date, but by VIX level. The Y-axis is the cumulative gain.
The magic point is 22.66. When the VIX is below that, the market does well. Above that, not so much. Before last July, the stock market had gone over years with only breaking the magic mark twice. Since then, we’ve been above it about half the time.
This comes as a bit of a surprise to me because I’ve generally felt that volatility doesn’t have much impact by itself. Perhaps I have to reconsider, though my chart only includes data since 1990. I wouldn’t mind seeing more.
(Note: Since I wanted to include the VIX numbers on the X-axis, the graph is actually a scatter-plot, so it’s a bit distorted. Here’s a view sans X-axis labels.) -
Could Oil Double From Here
Posted by Eddy Elfenbein on January 7th, 2008 at 10:10 amI wouldn’t bet on it, but some folks are:
The fastest-growing bet in the oil market these days is that the price of crude will double to $200 a barrel by the end of the year.
Options to buy oil for $200 on the New York Mercantile Exchange rose 10-fold in the past two months to 5,533 contracts, a record increase for any similar period. The contracts, the cheapest way to speculate in energy markets, appreciated 36 percent since early December as crude futures reached a record $100.09 on Jan. 3.
While analysts at Merrill Lynch & Co. and UBS AG say the slowing U.S. economy will lead to the biggest drop in prices since 2001, the options show some traders expect oil to rise for a seventh straight year. Demand will increase 2.5 percent in 2008, according to the International Energy Agency. U.S. inventories fell to a three-year low on Dec. 28. Production from Mexico is declining and Saudi Arabia is behind schedule in opening its newest field.
“One hundred dollars a barrel is actually 14.9 cents a cup, so we’re still talking about oil being remarkably cheap,” said Matthew R. Simmons, chairman of Simmons & Co. International, a Houston-based investment bank that focuses on energy. Inventories “are tight as a drum and I don’t see how we get out of this box,” he said in a Bloomberg television interview last week. “Demand clearly isn’t starting to slow down.” -
Amazon.com on Wall Strip
Posted by Eddy Elfenbein on January 7th, 2008 at 9:48 am -
Which Is A Better Investment?
Posted by Eddy Elfenbein on January 7th, 2008 at 9:32 amFord’s stock or your mattress? Check the results:
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