Tuesday, September 20, 2011

Earnings vs SPX-Chicken or the Egg?


Before we get too exited about the Markets potentially exploding to the upside. By Turner via DShort.

I took the S&P quarterly closes and overlaid the 3, 2, 1 yr averages of four-quarter earnings. I think it’s instructive in that “normalized” earnings should be somewhere around $65.00. The yellow portion is the forecasted earnings and S&P quarterly close (around 1200 is the best guess).
Here are a few takeaways:
  • The $65.00 approximate 3-year average earnings coincides with the long-term historical y-o-y earnings growth.
  • “Irrational Exuberance” and easy money post-1995 rapidly inflated the S&P 500 price without associated earnings growth.
  • Dot Com burst – earnings continued up while market declined (from extended overvaluation).
  • 2002: earnings (1 yr) turned up before market.
  • 2007: earnings (1 yr) turned down with market.
  • Increasing amplitude of fluctuations above and below mean display Fed Monetary policy distortions (getting worse, by the way).
  • Earnings will either rapidly fall off next year or the market will skyrocket to stay ahead of forecasted earnings (I’ll take the under).
In the months ahead, this would be a chart to review to see the “forecast” back then and compare with what really happened.

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