Ben Ross’s Weblog


Irrationality of Equities Markets
May 1, 2009, 3:40 pm
Filed under: Uncategorized

Have we all lost our minds? Why has this current crop of earnings reports from Wall St buoyed our hopes. Only in Equities can you lose less money than you expected and have that be a positive. In most businesses, losing money, even if it was less than expected is still not a good thing.

Also have we forgotten the fact that some of the profits were generated by changes in FAS 157?  While Citi may have booked a 1.9 BB in profits, in my mind they were still -900 MM for the quarter. There need to be serious reforms in Valuation methods as well as accounting principals. Maybe part of the problem is that most assets at this point are completely notional in value and there is little connection between the notional values and intrinsic values. In our current capital markets system, we are forgetting the basic principals of P+L and instead are looking for any loosely correlated circumstances to value assets. Thanks to decimalization, there is no longer an emphasis on creation of value – only the drive to speculate on inefficiencies in market systems.

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1 Comment so far
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Hi Ben
Markets are ultimately driven by marginal dollar in, marginal dollar out! The current rally reflects 1)a panic “premium” at the March lows; 2) true value in the small cap area, where money flowed back first; 3) a need for the investing society (esp public pension funds and mutual funds) to seek return above depressed (by historical standards) government bond yields. The upside extent likely reflects the selling vacuum created by the emotional liquidation from late 2008 to March 09. There is no business cycle operating now, nor a credit cycle. Hard to have a valuation model then that is fundamentally based. Therefore, we find the expectational model reigns! Up is still better than down…I think!

Comment by rich gula




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