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Sector Detector: Volatility Moderates, But Indecision Remains

 August 18, 2011 11:13 AM
 

Last week, the stock market gave us epic swings. Bears came out with predictions of global economic meltdown as the market tanked, and then bulls came out trumpeting once-in-a-generation valuations when the market bounced. But, in both directions, the combination of bargain-hunting/short-covering to the upside and capital-preservation/short-selling to the downside led to tremendous momentum that shocked even the most jaded of long-time "I've seen it all" market observers. If last week showed us anything it is how quickly modern electronic trading can move the market in momentum fashion—up or down.

Today (Wednesday), Technology started out pretty strong but ended up weak, as Dell (DELL) cast a big pall over the sector. Despite a moderating of the extreme volatility, the VIX is still relatively high, and the Financial sector has been at the forefront. Financials were moderately strong today, but the sector led to the downside on Tuesday and to the upside on Monday. And although Sabrient's SectorCast indicates that the Financial sector ranks the highest on a forward-looking basis, many of the large bank stocks are rated "very aggressive" in their accounting and governance practices, which makes them relatively risky as individual investments. Few carry Buy ratings in the Sabrient Ratings Algorithm.

Investors continue to find some solace in the diversification and ease of trading offered by exchange-traded funds (ETFs). BlackRock reported that the ETF industry in the United States had 1,039 ETFs and assets of $973 billion from 29 providers, as of June 30, 2011. This compares to 846 ETFs and assets of $693 billion from 30 providers one year ago. New exchange-traded funds (ETFs) continue to be filed and launched, with many of them "actively traded" as opposed to passively tracking an index. Still, passively indexed ETFs dominate, and they include those that track "active quant" indexes like Sabrient's. In fact, Direxion Funds has announced an assortment of ETFs, including two that will track new Sabrient indexes:
http://bit.ly/oHNYFr

There is a lot happening in the news these days. Google (GOOG) gave the market a boost when it agreed to purchase Motorola Mobility (MMI) at a huge premium. The purchase will give Google a slate of 17,500 patents and another 7,500 patent applications. Apparently the licensing of tech patents has become a highly profitable business. Google had previously bought 1,000 IBM patents, made a failed attempt to buy Nortel Networks' patent portfolio, and is reportedly considering InterDigital's (IDCC) 8,800 patents. Google seems to have its sites on Apple's (AAPL) prowess.

Also, the Republican presidential hopefuls are already jockeying for position ahead of the upcoming election year. It seems that with the election looming, it will be very hard for the Congressional "super committee" tasked with coming up with a budget deal to get much compromise from either side.

Texas Governor Rick Perry has announced his candidacy, and he has come out with guns a-blazing. He said that if Fed Chairman Bernanke printed more money, the act would be "almost treasonous in my opinion," and suggested that rough Texas justice might be appropriate. This didn't sit well with either side of the aisle, particularly since Bernanke was appointed by George Bush. NYU economics professor Nouriel Roubini said that "Perry's Remarks on Bernanke are criminal. This Texan thug is making murder threats on the Fed Chairman."

Speaking of Roubini, he was the guest at a recent WSJ "The Big Interview" where he said the risk of a global recession is greater than 50% and believes the next 2-3 months will likely reveal its direction. He blames "deleveraging" in indebted nations and projects that austerity programs in European nations will likely lead to recession. Whether you agree with him or not, certainly the situation in Europe and the U.S. debt and budget problems have no easy fix.

On that note, it's interesting that the Reagan Ranch near Santa Barbara hosted a 30th anniversary celebration of the Economic Recovery Act of 1981 last week. Art Laffer, President Reagan's supply-side economics guru, was the guest speaker. He believes that government spending is equivalent to taxation and thus destroys the economy. Here is his WSJ piece from last June in which he predicted much of what has since transpired:
http://on.wsj.com/ocjptf

Laffer's five steps to economic growth are:

1.  12% flat tax – both on business net sales (value-added) and on personal unadjusted gross income

2.  Spending constraints on Congress

3.  Stable U.S.


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