Indexes Remain Mixed

Published 05/30/2017, 10:35 AM
Updated 07/09/2023, 06:31 AM
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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Most Stochastic Levels Overbought

Opinion

The indexes closed mixed Friday with mixed internals on both the NYSE and NASDAQ. Some new closing highs were achieved while the indexes remain mixed in their various trends. The data remains largely neutral. However, valuation is back at historic highs with a sizable degree of complacency among investment advisors and most stochastic levels overbought. As such, we remain of the opinion that a respectable amount of risk is currently present in the markets that warrants maintaining our near term “negative” outlook.

  • On the charts, the indexes closed mixed with the SPX (page 2), COMPQX (page 3), DJT (page 3) and VALUA (page 5) closing higher while the rest declined. Marginal new closing highs were seen on the SPX and COMPQX with mixed internals on both exchanges. As it stands, the SPX, DJI (page 2) and COMPQX remain in short term uptrends with the DJT and MID (page 4) neutral and the RTY (page 4) and VALUA negative. The bulk of the indexes are now in overbought territory on their stochastic readings but have yet to yield bearish reversal signals. We continue to view the market’s advance as one of high selectivity.
  • The data is largely neutral as are all of the McClellan OB/OS Oscillators (All Exchange:+15.22/+5.43 NYSE:+19.98/+22.51 NASDAQ:+10.73/-10.4). The Equity Put/Call Ratio (.64) and Open Insider Buy/Sell Ratio (48.3) are neutral as well with the Total and OEX Put/Call Ratios bullish at 0.91 and 0.59 respectively. However, the Investors Intelligence Bear/Bull Ratio (contrary indicator) still shows a high degree of complacency among investment advisors at 17.1/58.1.
  • In conclusion, while the large cap indexes continue to scratch out new highs, market internals suggest a selective advance is occurring with investment advisors complacent as the forward valuation of the SPX is back at an historic high of an 18.0 forward multiple, the combination of which implies a fairly high level of risk is present should unpleasant and unexpected news cross the tape. We are maintaining our near term “negative” outlook for the indexes at this time.
  • Forward 12-month earnings estimates for the SPX from IBES of $134.56 leave a 5.63 forward earnings yield on a 18.0 forward multiple, near a decade high.
  • SPX: 2,383/NA
  • DJI: 20,888/21,017
  • NASDAQ: 6,121/NA
  • DJT: 9,091/9,192
  • MID: 1,715/1,738
  • Russell: 1,350/1,376
  • VALUA: 5,368/5,466

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