Thursday, February 2, 2012

Forecasting 101

We all make investment decisions based on some kind of forecast of the economy. We might look to certain professionals or rely on our gut instincts. But one way of the other, we require some kind of forecast of the future in order to invest in it.

“Therefore … , why not go after it and make it the best I can?” was my thinking. And test it by recording it and sharing it with others.

A year ago, we tried to forecast the Dow. I "surmised" it would end 2011 and start 2012 at 12,700. It turned out to have been amazingly accurate, the index closing at 12,723 today (February 1, 2012.

Actually, it closed the year at 12,217, and I had said it would test 13,000 the first of the year, which it hasn’t done (yet), although it is close.

Chart forDow Jones Industrial Average (^DJI)
But getting the forecast fairly close indicates to me that the market does follow certain fundamentals after all, those being:

·         corporate earnings (the tangible) together with revenues and perhaps market share plus cash position - which is considered relative to the competition in same industry,

·         corporate leadership (the intangible) in terms of personnel and corporate structure and operations, and

·         multiple of earnings, which is what investors are willing to pay to own that stock and be entitled to receive, through dividends plus increase in the value/ price of the stock, based on the corporation's reinvestment of those earnings in itself.

Perhaps the "most fundamental fundamentals" then are 1) earnings, 2) the company's ability to sustain or grown those earnings in the mid-term future (2-6 years) based on micro-economic (internal to the company) and macro-economic (external to the company) factors.

It is said that investors buy the market six months in the future, that is, they invest based on about as far as they think they can see into the future and what the company's situation would seem to them to be at that point in time.

So putting this all together, we can pose and illustration: my target investment earns $2 per share. My assessment tells me that this company can continue at this pace and earn the same in six months.

I am willing to pay 12 times earnings for those shares, that is, $24 per share, based on my assessment of the risk. If I do in fact, purchase shares at 12 times earnings, I am investing in something based on my personal Price/ Earnings ratio of 12.

Flip that fraction over, that is put the denominator on top and the numerator on the bottom, and it gives Earnings/ Price = 1/12. 1/12 in decimal notation = 8.33%. 8.33% is my expected Yield from my investment.

Now I have a basic or FUNDAMENTAL piece of information, which I can now use to compare my investment with other (and competing for my capital) investments that are available.

Finance teaches us that risk and return are inversely related, that is the greater the prospective return, the greater the risk that will be associated with that investment. And conversely, the lower the expected return, the lower the expected risk.

My investment has an expected return of 8.33%, but I could have invested in say, for example, a piece of real estate with an expected return of 15%, but I thought it was too risky for me. Or I could have invested in an oil well drilling consortium that "expected" a 23% return, but that one was way too risky for my taste.

On the other end of the risk/ return spectrum I have a choice of bank CD's yielding between .5% and 2.5% based on the term, the .5% CD having a six months term and the 2.5% CD being a ten-year term. But I chose my investment because I felt I needed to at least try to earn a higher rate of return than that, especially considering that it is probably not going to keep with inflation.

But after analyzing my investment options and choosing the one I did, I was willing to pay 12 times earnings for my stock, which gave it a price of $24 in the market.

Throughout the investment world, millions of decisions are being made, very similar to mine, and the Market will be determined, IN TERMS OF FUNDAMENTALS, by the aggregate of these decisions.

All these investment decisions combined will price my stock at $24 a share, unless of course, the market is not reacting to FUNDAMENTALS, like when there is a major event that inspires either "unwarranted" optimism or the same "unwarranted" pessimism among us investors.

An event like that could be almost anything, but recently we have seen political gridlock in Washington really throw the market for a loop. These events, when combined with computer-generated trading has led to the markets having greater volatility and greater up and down swings that ever in its history.

As investors, we must ask ourselves, when it seems that the market is "in the grip" of excessive optimism or pessimism, "What are the FUNDAMENTALS?" that is, what are corporations earning, what are their expected earnings, what are the micro-economic and real macro-economic risks that apply.

As investors, we can see wild market swings almost daily, but what guides the market in the long term? I would say THE FUNDAMENTALS do; they SHOULD, and most of the time they do.

So going back to our little game of trying to predict the DJIA one year into the future, we would want to disregard all the temporarily unsettling events that throw the market for days or even weeks at a time and focus on the things that we feel determine the value of the market long term.

That is why I predicted the DJIA at 12,700. The DJIA was around 11,700, but I felt there was an excessive degree of pessimism acting on it: all the news was bad, and investors were discouraged.

But the world is seldom all bad or all good. When we feel it is all good, it is probably actually worse than we think. And when we think the world is all bad, it is most likely better.

The prediction was based on my feeling that the Fundamentals were actually not that bad and that the DJIA should really be around 12,300. Then it seemed that we were not out of the woods in the recession, so any real growth that the economy had, which would eventually be reflected in the equity markets, would be slow, probably in the range of 3% GDP.

So applying this 3% growth to the 12,300 figure gives a figure of around 12,700. Now a year later, that is just about where the DJIA is today.

So all this is not meant to really be an inane game or an irrelevant hypothetical, or worst an exercise in gambling or gamesmanship. It is intended to be a minimal effort at creating a "backdrop” for making my investment decisions.

I have, in fact, acted upon this prediction over the past 12 months, not because I felt it was certain, but only because it was the best I could do. And I felt it was necessary for me to at least make the effort.

My investments have done OK, but measured against what? Measured against complete disaster, they have done great. Against any one of a number of POSSIBLE investment scenarios, they have done perhaps poorly.

One of the things that this forecast led me to, because it portrayed an extended period of such slow growth in the economy, was to consider buying bonds instead of stocks. And this has turned out to have been an immensely popular alternative for many investors during 2011.

I have tried to invest conservatively and based on my best projections, and then live with the consequences and, perhaps learn from them.

I am encouraged to at least have some sort of primitive methodology. I can at least now work with this method in the future, looking, of course to indications that it could be improved or altered in any way.

That brings me up to the present. Looking forward to 2012, the “experts” are forecasting another year of perhaps 3% growth in GDP. If corporate performance follows this figure, all things remaining constant, our DJIA of 12,700 should also increase by 3%, taking it to around 13,100 by year end 2012.

Now I try to stand back and look at that, and I just simply feel in my gut that we have had too much bad news for too long. “Been down so long, it looks like up to me.” And guessing a little about the chartist in us all, I just felt that the DJIA would go up to just short of 13,500.

That seems like a nice number that we will not be too frightened of. Then, just short of 13,500 is 13,450. So 13,450 is my forecast for the DJIA for 12/31/2012.

Now I can settle down and see what, in fact happens. Hmmm, that’s it for now, I think. I guess I will not be accused of having been laconic.

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