Trading the Indices on Fundamentals

Discussion in 'Index Futures' started by FXtrader8911, Jun 18, 2019.

  1. marameo

    marameo

    Anyway volatility remains high on a monthly basis; Nasdaq 100 has had a 500 points true range on average over the past 6 months thus november as well might be the same.
     
    Last edited: Oct 18, 2019
    #241     Oct 18, 2019
  2. Indeed, the NDAQ is top-heavy by the 5 big tech names, a large move in any one of those on reasons specific to themself can cause a wild swing of the Index.
     
    #242     Oct 18, 2019
  3. marameo

    marameo

    Following are their P/E(Trailing) ratios: MSFT 29.43 - AAPL 20.44 - AMZN 75.08 - FB 32.26 - GOOGL 25.30 - NFLX 118.10

    Nasdaq’s P/E is a whopping 30.33 – valuations that are plausible when economic expansion is driving growth..
     
    #243     Oct 18, 2019
  4. Fri saw 2 DOW components get whacked hard bringing the Index down 300pts, that scared the bulls causing a contagion on the other Indices. EU somewhat escaped the sell-off so again performed better. The misfortunes of 2 companies, J&J & BOING, shouldn't cause a run, but, it can cause a wake-up call amongst the bulls, get them to take their profits as a herd and cause a significant sell-off. As the DOW closed at it's low, we need to see what happens on Monday or maybe next week as a whole as there is a food of reporting pending.

    A note on the reporting. Everyone celebrates a beat on the reported earnings, "not as bad as feared" is the general comment, but that's the headline, a more significant factor is that the bar was set low and forward guidance is generally cautious i.e. not as good as the headline.

    My view hasn't changed, I consider the markets overvalued based on PE numbers (see MARAMEO Post) v. the GDP, a ratio Mr Buffet uses. However, as another poster pointed out... markets can remain irrational for a very long time.
     
    Last edited: Oct 18, 2019
    #244     Oct 18, 2019
  5. Overnight

    Overnight

    I think the combination of the EU sanctions taking effect, plus the confusing Fed chatter today, had more of an impact on the overall breadth than just J&J and Boeing. Two companies out of 500 in the S&P, and 3,000+ on the NASDAQ?

    Come on,
     
    #245     Oct 18, 2019
  6. upload_2019-10-19_13-57-58.png

    BOEING + J&J =27% of the DOW. One Index goes down, the bots bring the others with it. This can be seen by the partial recovery of the S&P & NDAQ compared to no recovery in the DOW. Neither Co is in the NDAQ

    Futures have become the nightmare of stock pikers and are the main reason so many fund managers can't beat the Index. Indices were a convenient way off representing average prices of the stocks, futures have basically reversed that role and because futures are so heavily traded, it's become the tail that wags the dog clobbering or rewarding individual stocks within the Index through no fault or effort of the stock. Each time a trader buys or sells a future, they are buying or selling a portion of each stock in the Index, consequently, a stock can go up or down by doing nothing at all.

    Correction: (Pointed out by Overnight)
    BOEING + J&J =12%, not 27% of the DOW
    But same arguments, bots have the power to correlate markets much quicker than humans can then readjust the bots doings.
     
    Last edited: Oct 18, 2019
    #246     Oct 18, 2019
  7. Overnight

    Overnight

    Boeing and J&J equal 12% of the Dow. And those TWO companies cannot bring down the entire market. So 12% of the Dow, a price-weighted index across 30 companies, can bring down the market-cap weigthed index of 500 S&P companies, or 3,000+ NASDAQ companies?

    No. There was more to today's drawdown and recovery that just those two companies. Sorry man, I don't believe it.
     
    #247     Oct 18, 2019
  8. You forgot 24th August 2015?

    One big sell order on one stock brought down the whole marker (the irony was that it was a fat finger, not even a big sell order)
     
    Last edited: Oct 18, 2019
    #248     Oct 18, 2019
  9. Overnight

    Overnight

    Only thing I recall about Aug 2015 was having to do with China manipulating their currency.
     
    #249     Oct 18, 2019
  10. You are right (again), the fat finger that caused a 40% crash was May 6, 2010

    Mind you, the bots in 2010 were nowhere as powerfull nor dominant as they are in 2019.
     
    Last edited: Oct 19, 2019
    #250     Oct 19, 2019