Most Indexes Up On Negative Internals

Published 04/26/2018, 10:17 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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Large Caps See Possible “Hammers”

Opinion

The bulk of the indexes closed higher yesterday with the exceptions of the COMPQX and RTY posting losses. Internals were mixed on the NSYE and negative on the NASDAQ as volumes declined on the NYSE and were flat on the NASDAQ versus the prior session’s levels. No major technical events occurred but some possible “hammer” formations appeared on the large cap indexes, offering some encouragement. The data is a mix of neutral and positive signals, not yielding great forecasting potential. So while the indexes appeared to resuscitate from their intraday lows yesterday, we do not yet see enough evidence to warrant a shift from our current “neutral/negative” near term outlook.

  • On the charts, the COMPQX (page 3) and RTY (page 4) closed lower on the day with the rest posting advances well above their intraday lows. The large cap indexes saw what may prove to be “hammer formations” implying a short term bottom may have been achieved. However, a counterbalancing effect is the fact that the advances came on negative breadth on both the NYSE and NASDAQ with essentially flat up/down volumes on both as well. The internals suggest it was a narrow rally produced by large cap weighted stocks. The DJT (page 4) managed to close back above its 50 DMA but remains in a neutral pattern along with the MID (page 4), RTY and VALUA (page 5). The SPX (page 2), DJI (page 20, COMPQX and NDX (page 3) remain in short term downtrends. The cumulative advance/decline lines remain negative with only the NYSE above its 50 DMA.
  • The data is a mix of neutral and positive readings. All of the McClellan OB/OS Oscillators remain neutral (All Exchange:-37.18/+6.68 NYSE:-38.45/+18.56 NASDAQ:-37.27/-3.16) as is the OpenInsider Buy/Sell Ratio at 43.5. The Total (0.96), Equity (0.7) an OEX (0.61) Put/Call Ratios are all bullish. In our opinion, this leaves the data scales fairly evenly balanced and lacking strong directional implications. The forward p/e for the SPX based on forward 12-month earnings consensus estimates is at a 16.4 forward multiple versus the “rule of 20” implied fair value of 17.0.
  • In conclusion, while the large caps managed to pull the fat out of the fire yesterday, we remain “neutral/negative” for the near term until more positive evidence is presented.
  • Forward 12-month earnings estimates for the SPX from Bloomberg are $161.26 leaving a 6.1% forward earnings yield on a 16.4 forward multiple versus the “rule of 20” implied fair value at 17.0.
  • SPX: 2,613/2,683
  • DJI: 23,825/24,690
  • NASDAQ: 6,959/7,177
  • NDX: 6,459/6,700
  • DJT: 10,391/10,788
  • MID: 1,873/1,912
  • Russell: 1,545/1,595
  • VALUA: 6,028/6,142

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