Data Suggests Short-Term Bounce

Published 10/08/2014, 09:33 AM

Forward 12 Month SPX EPS Estimates Uptick

Opinion

Yesterday’s action in the markets took a severe toll on all of the index charts as damage was broad and deep. Internals were widely negative as volumes rose again on the decline. However, although the intermediate term remains in question, the data is now suggesting the selloff has been so intense that some short term bounce potential now exists.

  • On the charts, all of the indexes broke below near term support levels adjusted below while the DJI (page 2) and DJT (page 3) broke back below their 50 DMAs. Of particular note, in our opinion, was the DJT breaking and closing below its uptrend line that had supported price for the past 12 months. Such a break now brings that trend into question. As would be expected, the A/Ds for the All-Exchange, NYSE and NASDAQ made lower lows and remain in their downtrends. However, we would now note that the % of SPX stocks trading above their 50 DMAs has fallen to a very low 25.7%. Historically, such a low % for the SPX has been associated with near term bottoms.

  • The data has taken such a beating that it is now suggesting some potential for a short term bounce or pause. All of the McClellan OB/OS Oscillators are oversold (NYSE:-66.94/-91.42 NASDAQ:-76.66/-96.76) with both the WST Ratio and its Composite on bullish signals of 26.0and 88.5. The OEX Put/Call Ratio (smart money) shows the pros flipping to calls at a bullish 0.65 as they expect some strength near term. Additionally, First Call has upped their forward 12 month EPS estimates for the SPX to $129.38 from $128.19 that may add support.

  • Just as a side note, we have observed that the Gambill Insider Buy Sell Ratio has been acting unusually. As the markets have declined of late, insider selling has actually increased to a slight degree as it stands at a neutral 12.7 from its prior 15.3 reading. We usually see insiders increase buying as stocks cheapen in price. It may not be significant but it has caught our attention.

  • In conclusion, while all of the current downtrends remain intact, the data is suggesting some pause/upside over the short term, in our opinion.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.69% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $128.19 versus the 10-Year Treasury yield of 2.35%.
  • SPX: 1,929/1,967
  • DJI: 16,673/17,016
  • NASDAQ: 4,354,4,490
  • DJT: 8,153/8,490
  • RUT: 1,331/1,370
  • RUT: 1,056/1,108

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