Thursday, November 13, 2008

11/13/08 (GAMMA! Big Three! Double Bottom?)

Traders,


We slid off again yesterday to those supports. We are back down to those October lows - do we hold at this support or breakdown. The problem remains the fog we have to peer through to figure out how HARD or SOFT this bottom is. These companies couldn't stand on their balance sheets - can they now - that question continues to be the rub, even with capital injections by the government.
The investors and the rest of the world are not biting on the rhetoric that the Congress, Fed, or Treasury has a solid grip on what is going on. Congress is complaining that the Fed is not showing its balance sheet. Paulson took a 360 on buying down the toxic paper (the initial intention of bailout package) to injecting capital into the banks. Pelosi is meeting with the Big Three and UAW about giving them money, but it isn't her decision. It's like Congress, the Fed, and Treasury are all running in different direction and while each of them may have merits and validity to their reasoning - the perception is they can't even manage their own house and that means a loss of confidence - which we are seeing in the market.
Even the "talking heads" seem to have lost faith that they have a handle on it and the saying we have heard all year long, "The worst is behind us!" - usually followed by a Bernanke or Paulson speech of the news and greatest bailout is now not holding any water. Paulson speech yesterday was meet with - "Yeah, OK, we have heard it all before."
The market moves on fundamentals and perception, perception is usually optimistic. Now the fundamentals are coming to bare and that is creating downside pressure on the market. The question again remains - is this October bottom we are visiting going to hold or not?

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Wal-Mart still marching forward


No doubt the retail sector is getting a solid smack down and consumer spending slows - but we still need to consume the necessities (food, toiletries, etc.) and Wal-Mart is bracing for the slowdown but at the same time trying to address the continual demand.
Earnings came in at 80 cents a share, but the forecast is a little lower than expected at 1.03-1.07 - from a combined slowdown and currency impact. The profit (after stripping away costs) came in at 77 cents a penny better than expected. They SEEM to be managing the slowdown fairly well.
While Wal-Mart is guiding lower - they are still optimistic about holiday sales, why? Because people are still going to buy and some consumers that traditionally shop at higher-end stores for the holiday may take a second look at Wal-Mart to find more "bang" for the buck. They have done a good job at guiding forward - the analyst's only concern about forecasted earnings is the dollar impact that could create an impact to the their full-year profit.
Stock is seeing some pressure in the pre-market and is trading lower.

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LIBOR slows


As we have been saying the 3-month LIBOR has to get in-line or very close to the Target Rate to see money flow between banks, rather than from the government. It did get down to 2.12% (still 100bps plus above the Target) - but the good news was that it was contracting and the spread was narrowing.
Well - it slowed and actually (first time in 24 days) it rose - just a little - 2 bps. The small pop is less relevant - but rather it was the fact that it slowed.
The overnight rate is still below the Fed Target rate - which is a good sign - but borrowers are really going to the Discount window for that 3 month borrow and they are able to post junk collateral.

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Big Three Count Down


The management of the Big Three are denying rumors that they only have months if not weeks before bankruptcy if they can't get the money. The problem with these auto giants is twofold - First their legacy program was doomed to fail from the start. Just like Social Security - those that work today to pay for those that are retired ONLY works if you can keep that relationship 1:1. As soon as you have MORE retirees than those that are working the Ponzi scheme fails. That is Social Security’s problem and also the typical US type pension fund that GM and the other auto giants run. The cost for their legacy program is over 10 billion per year. That's right - 10 billion in healthcare and retiree payments. There is just no way to continue to make that nut, in fact GM and the others have to borrow to keep paying and the interest alone is mind numbing. That HAS to change if they want to stay in business. By contrast many companies pension programs are matching or other front-load investment plans for retirement. That means when you leave the company you have a nest egg (IRA or 401k) and the company doesn't continue to cover your nut when you retire. That reduces the burden on the company and the retiree then has a large nest egg to invest as they see fit. While GM has recently dealt with the UAW addressing this issue - it still has a big nut.
Second - while GM as recent as 2006 had revenues that made other automakers jealous they didn't plan for the future with different product lines and focused on big trucks and cars. That wasn't completely management's fault - after hearing an interesting interview and assessment as to WHY the Big Three were so SLOW to create smaller cars and trucks - the answer became clear. The COST in retooling factories and building new TYPES of vehicles was a costly endeavor and their current burn rate and legacy was a handcuff as to spending the capital to take the risk that is what the future buyers wanted. It became clear that their debt load and legacy programs kept them from being nimble and even if they wanted to build Prius type cars - the cost of ramping up and retooling would of put the company further in the hole as they already had problems even paying their interest payments. Debt just froze the company in time and handcuffed them from change.
Now they don't have a choice. They need to do two things - tell the UAW too bad, the company has to make money to stay in the black and we can't continue to support the old ways (legacy programs) and second retool the factories to build lower cost and more fuel efficient vehicles. Bankruptcy can help get them there fasters.
Now don't get all FREAKED OUT if they do file bankruptcy - GM employees will STILL go to work, Car dealers will still sell cars, and GM will continue to make cars. What will happen is that the stock will go to ZERO and the debt holders will be paid pennies on the dollar. GM could emerge better from it. Remember KMART filing bankruptcy - KMARTS were still open and selling stuff - it was just the shareholders and debt holders that got wiped out. People didn't lose jobs.
IMHO - if we (government) does bailout GM and the other two - they need to do it in a bankruptcy type style, fire the management, restructure the legacy program, work with the UAW, and be the FIRST in line with interest and principal payments. If they just give them money and let them run status quo it is just pushing out the problem, rather than solving it.
Don't buy GM or the big three stocks hoping a bailout is the answer - there is deeper issues that need to be resolved for them to change and survive.
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Futures Pre-market


The futures are seeing some volatility - down - up - down - up - as news of Wal-Mart and credit lines hit the tape. The Arb spreads are too narrow and volatile this morning (30 mins prior to the opening) to get any action one way or another. Expect a mixed opening.

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Support / Resistance

We are at those October lows - the support. We are at that pivot point where traditionally it is a good time to buy - but in this economy that is a risky bet. Longs you need to hedge FULLY!

INDU 8100 / 9000 (We are very close to those previous lows - we could touch them the question is do we hold or rally.)

NDX 1150 / 1300 (Again very close to those previous lows!)

SPX 850 / 900 (Again at those lows!)

RUT 450 / 500 (Can you say supports)

Today and tomorrow are key - we either bounce off these lows and we break them. If we break them it could get nasty fast and we fall fast and hard. It is looking like a double bottom - the key is do we have enough buy volume to hold at these supports. If the buyers step away we could have a vacuum to the down side! That could create panic and another pop in volatility.

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Conclusion


Confidence in our Congress, Treasury, and Fed is at a low - they are not working together. The Democrats know they have won and are trying to push an agenda (rightly or wrongly) - that means they are making demands and not working with the other APPOINTED agencies. Bush is just waiting to get out of the White House and has NO PULL. That means we need to get the Congress working together with the Fed and Treasury - not against them. They need to LEAD and bring back confidence. Sure they have won - but this is not the time to start pushing forth the agenda but rather working to find a solution as we rely on them to get us through the next 90 days before Obama can appoint his staff. That means VOLATILITY.
Let's hope the supports hold - if they don't it can get VERY UGLY and VERY FAST. If you are NOT hedged right now - I hate to say it - but you are a fool. These are not the time to bottom pick and HOPE. These are the times to protect principal and RIGHT NOW - something you should of been doing.

For those traders wanting to get long - do it with GAMMA and hedge those HARD deltas. Gamma will protect principal and also put some positive curvature on your sheets. It's is the holy grail in volatile times - OWN IT!

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