Psychology And Valuation Remain Cautionary

Published 12/14/2020, 10:10 AM

All the major equity indexes closed lower Friday with negative internals on the NYSE while the NASDAQ had negative breadth but positive up/down volume. Trading volumes were below those of the prior session. Yet the weakness did not affect any of the current chart trends that remain a mix of neutral and bullish while there were no violations of support. One bearish stochastic crossover was generated but is not yet “actionable” in our opinion. The data, however, is still sending some cautionary signals, as has been the case over the past few weeks, while valuation continues to appear stretched. As such, we still find the generally positive charts being counterbalanced by overly bullish sentiment and extended valuation, causing us to maintain our near-term “neutral” outlook for the equity markets as a whole.

On the charts, all the major equity indexes closed lower Friday with mostly negative internals but on lighter trading volumes.

  • Most managed to see a late day rally bringing them close to their intraday highs at the close.
  • The result was no violations of current trends or support occurred, leaving the SPX (page 2), DJI (page 2) and DJT (page 4) in neutral/sideways trends as the rest remain positive.
  • The MID (page 4) did see a bearish stochastic crossover generated but is not “actionable”, in our opinion, as support has yet to be violated.
  • Meanwhile, the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ remain positive and above their 50 DMAs.
  • So, the charts remain generally constructive.

The data, however, still suggests some caution is warranted.

  • The 1-day McClellan OB/OS Oscillators remain neutral on the All Exchange, NYSE and NASDAQ (All Exchange: +7.72 NYSE: +8.09 NASDAQ: +6.56).
  • However, psychology and valuation are still counterbalancing the positive charts, by our work.
  • The Open Insider Buy/Sell Ratio (page 9) dropped to 25.1 as insider selling transactions accelerated. A bearish signal would occur below 25.
  • Meanwhile, the leveraged ETF traders, measured by the detrended Rydex Ratio (contrarian indicator), remain leveraged long at very bearish 1.52.
  • In addition, last week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) saw yet another decline in bearish advisors as bullish sentiment increased and remains in bearish territory at 16.7/64.7. As well, the AAII Bear/Bull Ratio at 25.53/46.92 is near peak levels seen over the past decade.
  • The valuation gap still appears extended with the SPX forward multiple of 22.8 on consensus forward 12-month earnings estimates from Bloomberg lifting to $160.38 while the “rule of 20” finds fair value at 19.1.
  • The SPX forward earnings yield is 4.37% with the 10-year Treasury yield at 0.89%.

In conclusion, we remain near-term “neutral” for the general equity markets as the charts and data conflict, suggesting chasing price for new purchases on extended stocks could prove hazardous while others emerging from long bases may prove fruitful.

SPX: 3,620/3,720

DJI: 29,385/30,200

COMPQX: HVS11,905/NA

NDX: HVS11,990/NA

DJT: 12,370/NA

MID: 2,118/NA

RTY: 1,840/NA

VALUA: 7,445/NA

Latest comments

Loading next article…
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2025 - Fusion Media Limited. All Rights Reserved.