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NYSE: A Possible Change In Market Character?

Published 01/28/2016, 08:52 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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MID
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Remaining Short Term Neutral/Positive

Opinion: All of the indexes closed lower yesterday with negative internals as volumes rose from the prior session. All closed at or near their intraday lows. However, in spite of the sudden slide post the Fed comments, no support levels were violated. In fact, the bulk of the indexes have made a series of higher lows post their January 20 lows. As well, we are seeing some activity that may be suggesting the character of the markets seen over the past several months where a few large names masked broader underlying weakness may be staring to change as discussed below. The bulk of the data is not available this morning but what is available is mildly encouraging. As such, we remain neutral positive for the near term but cautious for the more intermediate term outlook.

  • On the charts, all closed lower yesterday with negative internals and near their lows of the day. However, no support levels were violated although the COMPQX (page 3) did close on support. What we find somewhat encouraging, in spite of the declines, is that all but the COMPQX made higher lows than those seen since the January 20 close. Given the veracity of the selloff post the Fed comments, the fact that a series of higher lows were made is slightly encouraging.

  • We would also note something that may prove to be of greater importance going forward. Since the “hammer bottom” formations made at the 1/20 lows, the DJT (page 3), MID (page 4) and VALUA (page 5) have actually seen a slight improvement in their relative strength versus the SPX. For the last 18 months, the markets were characterized by the large-cap weighted indexes moving north as the result of a few select names while the broader markets continued to decline as noted by the terrible breadth discussed several times in our comments. And although it is way too early to tell, we find it quite interesting that post what we suspect may have been a short term capitulation on 1/20, we find that the small and mid-cap indexes as well as the unweighted and broad VALUA showing slightly better relative strength versus the SPX to also offer some hope of improvement. It may imply that the prior character of the indexes masking deterioration may be changing to one where the prior castaways regain some interest resulting in improving breadth. Again, it is too early to pass judgement. Yet we believe it well worth monitoring.

  • In conclusion, we remain near term neutral/positive and intermediate term cautious for the equity markets.

  • Forward 12 month earnings estimates for the SPX from IBES of $124.43 result in a 6.54% forward earnings yield with a 15.3 forward multiple.

SPX: 1,822/1921

DJI: 15,383/16,340

COMPQX; 4,418/4,644

DJT: 6,580/7,022

MID: 1,230/1,315

RUT: 982/1,052

VALUA: 3,803/4,070

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