“Neutral” Short-Term Outlook Unchanged

Published 01/13/2017, 10:29 AM
Updated 07/09/2023, 06:31 AM
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Insiders Remain Sellers

Opinion: All of the indexes closed lower yesterday with negative internals on both exchanges as volumes declined from the prior session. Once again, no technical events were registered, leaving the dominance of sideways patterns intact. The data remains a mixed bag but psychology continues to be a concern, in our opinion. Nonetheless, we continue to find ourselves in the position of not seeing enough evidence to alter our near term “neutral” outlook for the major equity indexes while historically high forward valuation of the SPX keeps the intermediate term view “neutral” as well.

  • On the charts, all of the indexes closed lower yesterday with negative internals but managed to recover most of the losses from the intraday lows. And while breadth and up/down volumes were negative, overall volumes declined from the prior session. As a result none of the current short term trends were altered, leaving all but the COMPQX (page 3) in their month long sideways trading patterns. The COMPQX is the only index currently in a near term uptrend. The VIX, while having an intraday spike yesterday, closed back near its 12 month lows. We continue to be of the opinion that the VIX is suggesting the potential for volatility reentering the markets, at some point, which is usually accompanied by lower equity prices.
  • The data remains mixed and largely neutral. All of the McClellan OB/OS Oscillators remain neutral (All Exchange:+10.65/+21.3 NYSE:+14.3/+42.88 NASDAQ:-20.91/+1.17). The Equity Put/Call Ratio is neutral at 0.68 while the OEX Put/Call Ratio (smart money) still finds the pros long calls at a bullish 0.45 as they expect near term strength.
  • However, we reiterate our concerns regarding market psychology as the Investors Intelligence Bear/Bull Ratio (contrary indicator) finds advisors almost completely devoid of concern and overly bullish at 18.4/60.2. I stark contrast, insiders continue to crowd around the sell window as active sellers with a bearish Gambill Insider Buy/Sell Ratio of 7.0. A bullish crowd with active insider selling is not what we consider a healthy combination.
  • In conclusion, at the risk of sounding like a broken record, there has yet to appear enough of a shift in the overall weight of the evidence to alter our near term “neutral” outlook for the major equity indexes that have seen little to no progress over the past month.
  • Forward 12-month earnings estimates for the SPX from IBES of $132.12 leave a 5.81 forward earnings yield on a 17.2 forward multiple, a 12-year high.
  • SPX: 2,237/2.277
  • DJI: 19,735/19,975
  • NASDAQ: 5,432/NA
  • DJT: 9,000/9,317
  • MID: 1,659/1,690
  • Russell: 1,352/1,388
  • VALUA: 5,262/5,388

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