U.S. Equity Markets: Neutral Near-Term Outlook

Published 08/17/2020, 09:00 AM
Updated 07/09/2023, 06:31 AM
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The major equity indexes closed mixed Friday with positive internals on the NYSE while NASDAQ internals were mixed. Trading volumes declined on the NYSE and were flat on the NASDAQ versus their prior session. Very little change was noted on the charts, yielding no technical events of import while the data continues to send a generally neutral message except for overly bullish investment advisor sentiment and a valuation that remain the two primary factors in our keeping our near-term outlook for the equity markets at “neutral”.

On the charts, Friday’s session was uneventful as the major equity indexes closed mixed in a relatively dull session. 

  • The DJI (page 2), DJT (page 4) and VALUA (page 5) posted modest gains as the rest finished with minor losses. 
  • The NYSE saw positive breadth and up/down volume with the NASDAQ having negative breadth but positive up/down volume, all of which occurred in relatively light trade. 
  • No technical events of import were generated on the charts, leaving all in near-term uptrends as are the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ. 
  • We have yet to see sell signals generated on the charts that, as a result, suggest the current trends should continue to be respected. 

The data message remains generally neutral

  • The 1-day McClellan OB/OS Oscillators remain neutral (All Exchange: +2.87 NYSE: +13.66 NASDAQ: -4.02). 
  • The Open Insider Buy/Sell Ratio (page 9) is neutral as well, dipping to 33.6. 
  • The detrended Rydex Ratio (contrary indicator page 8) remains in bearish territory at 0.96 with the leveraged ETF traders leveraged long. 
  • As stated last week, we continue to view the overwhelming number of bullish investment advisors as cautionary with the Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) at 17.3/56.7. 
  • The counterintuitive % of S&P 500 issues trading above their 50 DMAs (page 9) remains in neutral territory at 78.4. 
  • The valuation gap continues to be extended, in our opinion, with the SPX forward multiple of 23.2 via consensus forward 12-month earnings estimates from Bloomberg of $145.31 while the “rule of 20” finds fair value at 19.3. Said valuation gap continues to be a concern. 
  • The SPX forward earnings yield is 4.3% with the 10-year Treasury yield dipping slightly to 0.71%. 
  • We would note the 10-year yield broke above its downtrend line last week that had been in place since January. It suggests we may have seen a near-term low on said yield. 

In conclusion, we continue to keep our “neutral” near-term outlook for the equity markets intact largely due to positive chart trends that we believe are being counterbalanced by valuation and overly bullish advisor sentiment. 

SPX: 3,268/3,394             DJI: 26,975/28,227                  COMPQX: 10,738/NA         

NDX: 10,859/NA             DJT: 10,094/10,984                 MID: 1,885/1,974                       

RTY: 1,550/1,625            VALUA: 6,198/6,568 

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