The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. Maverick74

    Maverick74

    But there "is" growth. It's relative growth. The marginal dollar will seek the highest marginal return given a set of risk constraints.
     
    #12011     Aug 6, 2016
  2. Cswim63

    Cswim63

    Yes because there's little inflation, so the masses can survive, and if you have money even better. But not in a place without a strong currency.
     
    #12012     Aug 6, 2016
  3. Cswim63

    Cswim63

    I understand the theory. Can you give an example?
     
    #12013     Aug 6, 2016
  4. Cswim63

    Cswim63

    All of this sounds like stuff that happens in the late innings of a bull market.
     
    #12014     Aug 6, 2016
  5. Maverick74

    Maverick74

    So you have one dollar in your pocket. You want to maximize it's return. So there are three things to look at. The cost of borrowing. The nominal return. And the inflation rate. The inflation rate will adjust for the value of the currency. Many people leave this out. They point to higher prices without recognizing the higher dollar value. So you borrow money to buy an asset. And there is always a borrowing rate even if you don't actually borrow. It's the opportunity cost of capital. Since you can always put money in the bank and earn interest on it, even if you invest with cash, you have take the interest rate into consideration. So you borrow funds at some rate, you buy an asset with some growth rate attached to it. Your net return will be the return on the asset minus the financing cost minus inflation. So with borrowing cost cheap and inflation near zero, you are actually earning the full growth rate of that asset. You then compare that asset's growth rate to other countries applying the same metrics and you will see their returns are mostly negative. So if their real returns are negative, that actually adds to the growth rate you are earning. For example, if your real return in the US is 1% and in Europe it's -1%, then your return is actually 2% not 1%.

    Normally you are use to seeing growth rates in the economy around 4% to 6%. However, you also have inflation at 2% to 3% and borrowing cost much higher. So even in a very strong economy, it's very hard to have real asset growth above 1% to 2% and that is where we are now. Which is why you can make as much money now as you can in a roaring bull market like the 1990's or the mid 2000's. All we did was shift the CML (capital market line) for you CAPM guys out there, lower down the y-axis. The slope is still positive.
     
    #12015     Aug 6, 2016
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  6. Cswim63

    Cswim63

    Thank you.
     
    #12016     Aug 6, 2016
  7. Maverick74

    Maverick74

    Here is an easy benchmark for you to use. You always hear the long term return of the S&P 500 is around 7.5%. Well, you don't get the keep all of that. You have to pull out the long term avg of the short term interest rates that historically have been around 2% to 2.5% and and the long term inflation rate which has been around 2% to 2.5%. So really, when you buy the S&P 500, your goal is actually only to net around 2% to 2.5% in a good year. And that is equal to the growth premium that is embedded in equities. The mistake people always make is they look at everything in terms of nominal returns without associating all the costs.
     
    #12017     Aug 6, 2016
    .sigma likes this.
  8. Cswim63

    Cswim63

    So the supply side is good, but demand is weak. Even a small change in demand would be big, but a company with a strong balance sheet can withstand low demand for longer because their cost of carry is so low. But it still suggests there's excess capacity not being recognized. Probably in Asia
     
    #12018     Aug 6, 2016
  9. Cswim63

    Cswim63

    Also we go back to the debt cycle, and consumers ability to repay. Seeing cracks in the wall auto related.
     
    #12019     Aug 6, 2016
  10. Cswim63

    Cswim63

    My late mentor was saying a few years ago that basically Corporations are in good shape, while Governments and the Consumer weren't. It seems like this still holds, and government has transferred even more debt to itself, while helping corporations and consumers.
     
    #12020     Aug 6, 2016