Indexes Make Higher Lows

Published 04/09/2018, 10:31 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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RTYH25
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IXIC
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DJT
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MID
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Data Remains Mostly Neutral

Opinion

All of the indexes closed lower Friday with negative internals on the NYSE and ASDAQ as volumes rose from the prior session on both exchanges. However, the broad market weakness did not result in any violations of support on the index charts. The data remains mostly neutral while the SPX appears to be slightly undervalued as per the “rule of 20”. As such, we remain “neutral/positive” in our near term outlook for the major equity indexes.

  • On the charts, all of the indexes closed lower Friday with negative internals on higher volume as trade war concerns were reignited. However, we find it encouraging that while rhetoric increased that reflated fears, all of the indexes, with the one exception of the DJT (page 4), made higher lows than those seen last Monday when trade war fears were injected initially. No support levels were violated while the SPX (page 2), DJT and MID (page 4) tested support. As such, the short term chart trends remain “neutral” in our opinion. Cumulative breadth did weaken as the All Exchange and NASDAQ cumulative advance/decline lines turned neutral below their 50 DMAs. The NYSE cumulative A/D remains positive and above its 50 DMA.
  • The data remains largely neutral including all of the McClellan OB/OS Oscillators (All Exchange:-9.84/-23.4 NYSE:+3.09/-11.34 NASDAQ:-24.68/-34.89). The OEX Put/Call Ratio is a neutral 1.05 as is the OpenInsider Buy/Sell Ratio that has seen an uptick in insider buying to 54.6. The Total and Equity Put/Call Ratios (contrary indicators) are both bullish at 1.03 and 0.76 respectfully as crowd fear increased. Finally, the “rule of 20” suggests the SPX is slightly undervalued with a forward p/e based on forward 12 month consensus earnings estimates at a 16.2 forward multiple versus the rule’s fair value calculation of 17.2.
  • In conclusion, while trade war fears and hopes of walk backs continue to rock the markets up and down, we remain “neutral/positive” in our near term outlook for the major equity indexes.
  • Forward 12-month earnings estimates for the SPX from Bloomberg are $161.05 leaving a 6.18% forward earnings yield on a 16.2 forward multiple.
  • SPX: 2,581/2,671
  • DJI: 23,487/24,634
  • NASDAQ: 6,764/7,119
  • NDX: 6,304/6,659
  • DJT: 10,125/10,571
  • MID: 1,838/1,914
  • Russell: 1,484/1,550
  • VALUA: 5,859/6,108

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