Arbitrage trading on WMT/COST

Discussion in 'Stocks' started by hajimow, Sep 23, 2020.

  1. hajimow

    hajimow

    As of today, I started arbitrage trading on WMT/COST pair. Buying WMT and shorting COST. Same dollar amount. COST will have earnings tomorrow. Lower P/E of WMT justifies holding it long vs shorting COST with higher P/E.
     
  2. bone

    bone

    To be fair, this is a pair trade and not an arbitrage.

    Buying WMT for $126 in Frankfurt and selling it for $136.70 in New York is an arbitrage.

    Buying preferred shares of COST and selling common shares of COST is an arbitrage. (see Convertible Arbitrage)

    I wish you good fortune !
     
    Sig and They like this.
  3. Poljot

    Poljot

    Therefore it follows that traffickers are in fact international price arbitrageurs.

    What if the low P/E of WMT remains low and high P/E of COST gets even higher?
    Why are you expecting reversion to mean P/E?
     
  4. bone

    bone

    You are really going against the last 32 months of data. Unless you know something about earnings that the rest of the Street is not privy to. TBH, that spread has been a strong sell since the Spring of 2004 - it rallied in 2017 but otherwise it's been a dog.

     
  5. hajimow

    hajimow

    No I don't have any more info than what is publicly out there. I believe TGT, WMT, COST are all overvalued. This is caused by greedy investors who are chasing the market and have nowhere else to invest.
     
  6. bone

    bone

    Sure they do - US Tech Companies. Look at the S&P 500 versus NASDAQ.

     
    hajimow likes this.
  7. hajimow

    hajimow

  8. bone

    bone

    If you are indeed in this spread as a relative value bet, COST being overvalued isn’t the question (that’s true for quite a few names, tbh) - the question is: can WMT appreciate in price compared to COST?

    And since 2004, with the exception of 2017 - COST has gained value versus WMT.

    Personally, I would have waited for a marked change in trend.

     
  9. hajimow

    hajimow

    Definitely my trade will not last a decade. Max of 2 months.
     
  10. hajimow

    hajimow

    I compared market cap, dividend rate and P/E of some companies and the results are interesting.

    Company name MC Dividend rate P/E
    COST 158B 0.8% 39.8
    TGT 79.4B 1.7% 23
    WMT 404 B 1.5% 22.8
    GS 68.5 B 2.5% 15.1
    LOW 126 B 1.4% 22.2
    IBM 107.8 B 5.4% 9
    CSCO 163.6 B 3.7% 14.7

    COST's MC is more than GS, GM, F, M and AA combined !!
    COST 's MC is more than IBM and is the same as CSCO !!
    I did not know that bundling cans or toilet paper and selling them has more growth than technology companies like IBM and CSCO.
     
    #10     Oct 1, 2020