MMXV-Beta DJIA Projection for 9/30/2015 20265.7224439136

[bimetalaupt]

MMXV-Beta agrees with the editor of WSJ: MMXV-Beta projection is20,265.7224439136.  should read 10/09/2015 or 15 months
Future projections are based on dynamic  broadest money M3 with correlation of 64.468549623613600%

That is WSJ estimate of 20,000 is within Standard Deviation of 19.6313045865%

Just a thought
BiMetalAuPt

[Aman A.K.A. Ahamburger]

You Mean the sane WSJ that missed the dot-com bust and the housing disaster.

A few more people taking about that economy thing that was have been talking about since Jan. No these aren't doom and gloom, end of America gold bugs...

Rotten rotation’ could signal bull market living on borrowed time

Market bulls, beware.The stock market’s push to another round of record highs has hidden a “rotten rotation” that belies investor fears that the economic-growth story isn’t all it’s cracked up to be, argues Mike Ingram, market strategist at London-based BGC Brokers, in a note.

Ingram highlights how bulls are now arguing that there is more equity volatility than indexes suggest. It might seem odd that bulls are actively talking up the kind of volatility that investors — often wrongly, according to Ingram — equate with increased risk. But their conclusion is always “unambiguously upbeat,” he says, with bulls arguing that markets aren’t complacent and that investors are very much engaged and placing active bets on future growth.

Needless to say, Ingram isn’t convinced:

It is notable that some of the best-performing sectors in equity markets this year are highly defensive — utilities and health care — while more economically sensitive sectors such as industrials and banks have struggled. In this regard at least, markets have yet to reflect the recovery that economists have been forecasting. Indeed the consensus view that investors position themselves in more cyclically exposed names did little better than pace the market in Q1 2014 and actually underperformed in the last quarter, even in the U.S. where growth seems reasonably entrenched.

He also notes that value stocks are still struggling to outperform growth stocks, which is worrying “because one would normally expect ‘value’ to re-rate as economic growth broadens out and the premium that investors are willing to pay for growth stocks falls.”

“This hasn’t really happened,” Ingram says. He observes that even after the occasional “growth scare” over the past few months, notably on the tech-heavy, and therefore growth-heavy, Nasdaq Composite, the index is still poised to challenge its 14-year-old, dot-com-era high.

Stiglitz: I'm 'very uncomfortable' with current stock levels

"The reason the stock market is high, in part, is that interest rates are low, wages are low and the emerging markets are still growing much faster than the U.S. economy, let alone Europe," Stiglitz said. He pointed to the fact that many U.S.-listed multinationals are increasingly getting a large chunk of their profits from emerging markets.

"These very strong stock market prices are in a sense a symptom of the weak economy, not a symptom that we are about to have a strong recovery to our real economy," he said.

Heck even perma bulls are calling looking at "the stall". Looks like it's getting close to buying time.

Why this bullish pro sees big market drop soon

[damnotagain]

You got it all figured out? Yet

[Aman A.K.A. Ahamburger]

If you would have actually read anything I have been posting over the last 18 months.. You know, like how got egg all over your face with the whole margin debt conversation?

Slow and steady US growth...

10 states with the fastest-growing economies

[damnotagain]

Bond bubble next? Ied s just waiting to go off. You know yellow and her " macroprudential "
policys . Qe4 dead ahead.

[Aman A.K.A. Ahamburger]

Hahaha, the US has been refinancing debt at half of what it was. I guess you missed that the FED will have exited by Oct and that the US jobs numbers were, again, very good today. It's called interest on excess reserves. Bond bubble, hahaha...

[AgeOfEnlightenmentSCP]

Jul 9, 2014 10:09:55 GMT -5 bimetalaupt said:

MMXV-Beta agrees with the editor of WSJ: MMXV-Beta projection is20,265.7224439136.  should read 10/09/2015 or 15 months
Future projections are based on dynamic  broadest money M3 with correlation of 64.468549623613600%

That is WSJ estimate of 20,000 is within Standard Deviation of 19.6313045865%

Just a thought
BiMetalAuPt

I will bet you a house in Indiana that this doesn't happen.

[bimetalaupt]

Jul 10, 2014 10:47:57 GMT -5 AgeOfEnlightenmentSCP said:

Jul 9, 2014 10:09:55 GMT -5 bimetalaupt said:

MMXV-Beta agrees with the editor of WSJ: MMXV-Beta projection is20,265.7224439136.  should read 10/09/2015 or 15 months
Future projections are based on dynamic  broadest money M3 with correlation of 64.468549623613600%

That is WSJ estimate of 20,000 is within Standard Deviation of 19.6313045865%

Just a thought
BiMetalAuPt

I will bet you a house in Indiana that this doesn't happen.

But I Live in Midland,TX: The area is good for another 50 Billion Barrels of WTI  and 2,000 Trillion cubic feet of methane.  M3 should hit 22 Trillion USD at 15% growth by 9/30/2015.  We have A DEPRESSION IN THE PIIGS AND WAR IN THE MIDDLE EAST
Pioneer Natural Resources Co. (PXD) -NYSE  Following
224.14 Down 1.90(0.84%) 4:03PM EDT

EOG Resources, Inc. (EOG) -NYSE  Follow
114.96 Down 1.60(1.37%) 4:02PM EDT
Spectra Energy Corp. (SE) -NYSE  Follow
42.66 Up 0.10(0.23%) 4:01PM EDT
DO YOU THINK SOME ONE NOTICED: T. BOONE & ME!!
TO FIGHT WITH THE FEDERAL RESERVE & USD.  
BiMetalAuPt

[bimetalaupt]

FOR THE OCT 18/2014 DEAL BRAKING BUYS: RISK (RIDK)..1111.66215705588

UPSIDE TIL Oct 18, 2015: 3325.57244391362

HOW ABOUT UPSIDE FOR 10 18 2015: UPSIDE /DOWNSIDE PER MMXV-BETA!299.1531575313%



Just a thought from MMXV-BETA

BioMetalAuPt

[Aman A.K.A. Ahamburger]

So we are going to get to 2015 like we were talking about, eh?

Considering the margin debt in the market...

We’re in the third biggest stock bubble in U.S. history

1853, 1906, 1929, 1969, 1999
.....

U.S. stocks are now about 80% overvalued on certain key long-term measures, according to research by financial consultant Andrew Smithers, the chairman of Smithers & Co. and one of the few to warn about the bubble of the late 1990s at the time.

The five dates listed at the start of this article, he says, are the only times since 1802, when data began being tracked, when stocks have been 50% or more overvalued according to these measures. And only two of those bubbles — 1929 and 1999, both of which were followed by disastrous crashes — were bigger than today.

That’s right: According to Smithers’s data, we are now in the third biggest bubble in U.S. history. (Oh, to jump ahead slightly, he also suspects it will go up even further before it comes back down.)

Smithers bases his analysis on a combination of measures: Subsequent 30-year returns, and a comparison of U.S. stock prices (since 1900) in relation to a key measure called “Tobin’s q,” which looks at how much it would cost to replace corporations’ assets from scratch. The two measures march closely together: For over 100 years, nothing has predicted investors’ future 30-year returns better than to compare the stock market to the q.

Smithers used data from Jeremy “Stocks for the Long Run” Siegel, from London Business School professor Elroy Dimson and his colleagues, and from London University finance professor Stephen Wright

[bimetalaupt]

RIDK 1216.56625247833
20487.3278223232
UPSIDE 3387.1478223232
DJIA UPSIDE/RISK 278.4186899335%
SD DJIA: 19.8076735001%
SD DJTSM : 24.0598985%
forecast for DJTM Oct 19 .2015   18252.3321309056  projected loss 2383.51786909435

DJIA and DJTUA numbers were created mutuly independently.  Most of that effect on the ISV was SD.  
Correlation of DJIA to M3: 64.563195748749300%
Correlation of DJTS to M3: 55.909426426496800%

Looks like a bubble in the Dow Jones Total US stock market more then the DJIA!  Current numbers just ran weekly data block for week ending 7/18/2014: block from data block with only close numbers.Value is by Intrinsic value of cash flow related to beta. 

Just a thought,'
BiMetalAuPt  

[bimetalaupt]

Jul 19, 2014 14:02:55 GMT -5 Aman A.K.A. Ahamburger said:

So we are going to get to 2015 like we were talking about, eh?

Considering the margin debt in the market...

We’re in the third biggest stock bubble in U.S. history

1853, 1906, 1929, 1969, 1999
.....

U.S. stocks are now about 80% overvalued on certain key long-term measures, according to research by financial consultant Andrew Smithers, the chairman of Smithers & Co. and one of the few to warn about the bubble of the late 1990s at the time.

The five dates listed at the start of this article, he says, are the only times since 1802, when data began being tracked, when stocks have been 50% or more overvalued according to these measures. And only two of those bubbles — 1929 and 1999, both of which were followed by disastrous crashes — were bigger than today.

That’s right: According to Smithers’s data, we are now in the third biggest bubble in U.S. history. (Oh, to jump ahead slightly, he also suspects it will go up even further before it comes back down.)

Smithers bases his analysis on a combination of measures: Subsequent 30-year returns, and a comparison of U.S. stock prices (since 1900) in relation to a key measure called “Tobin’s q,” which looks at how much it would cost to replace corporations’ assets from scratch. The two measures march closely together: For over 100 years, nothing has predicted investors’ future 30-year returns better than to compare the stock market to the q.

Smithers used data from Jeremy “Stocks for the Long Run” Siegel, from London Business School professor Elroy Dimson and his colleagues, and from London University finance professor Stephen Wright

Looks like the vast biotech bubble, internet bubble and small cap accelerator could see a correction.   Did you see my numbers.  SD of 24.06% could be a wild ride.....

BiMetalAuPt

[tyfighter3]

Bruce, where's the best place to put your money at? It doesn't look like bonds because they hold all of the Debt.

[bimetalaupt]

Jul 19, 2014 18:07:55 GMT -5 tyfighter3 said:

Bruce, where's the best place to put your money at? It doesn't look like bonds because they hold all of the Debt.

ty3,
Kash is king!
I will argue that in times of black swans T-Bonds do well.  Yes you pay for the insurance, like buying puts but that is the subject for DI. I own some 2020 30 year that have a 8.75% coupon.  The total return has gone as low as 2.9%.  I will give a better answer tomorrow on my new investment post.  

On the new system using ISV   a 10% study of the DJIA...
07/19/14...........nyse.......... value pro
ibm..................192.5...........349.4
hd....................80.08..........101.62
jnj...................101.8............127.41
total..................374.38..........578.43
factor n 1.545034457

Just a fast response,  I am trying to develop a math-model to demonstrate Put and Call effect one risk off shifting and valuation in a delta  = 0.00 system.  You should see my Gamma.  Now with reference TO Hull, Ed 9, Jan 2014

BiMetalAuPt

[Aman A.K.A. Ahamburger]

Jul 19, 2014 18:01:47 GMT -5 bimetalaupt said:

Jul 19, 2014 14:02:55 GMT -5 Aman A.K.A. Ahamburger said:

So we are going to get to 2015 like we were talking about, eh?

Considering the margin debt in the market...

Looks like the vast biotech bubble, internet bubble and small cap accelerator could see a correction.   Did you see my numbers.  SD of 24.06% could be a wild ride.....

BiMetalAuPt

,

Yes, it's looking like a very wild ride. The Russell P/E is just unreal! The VIX would have made ya close to 30% this week, talk about a rollercoaster..

I think Buffets GNP indicator(DJTA) is a very good market to economy indicator. The good news is that the New Development Bank means the west isn't going to have to spend, spend, spend to restore the global economy, and this time around everyone will finally have something to lose.

I don't mind building a king kash pile that is for sure.

Hope you're having a good weekend, looking forward to your new study.

God bless,



Oh ya your mail didn't get pushed through to my phone while we were gone. J and I will ttyl.

[bimetalaupt]

A++++,  and 
Russell 2000 is way ahead of itself by some $131.37   (at Oct 19, 2015)
Correlation Russell 2000 to M3: 79.058354634653400%

 Oct 19/2015 forecast 1020.23675488541. 
Just a thought,
BiMetalAuPt

[Aman A.K.A. Ahamburger]

BioMetal ,

Sorry, I was talking about my oldest. The future, future, Dr. A...(Yes, I decided on school, regardless of how long it takes.)

The Russell: that's what I'm talking about. Now, if you're saying the DJTA is more bubbly than the IA... I'm saying that since the IA has a 50% draw from the global economy then the correlation to US GNP isn't as strong as in the past, but it would still be very much connected to the DJTA... Since the IA follows the TA...

As you say, just some thoughts...

God bless,

[bimetalaupt]

Jul 19, 2014 23:27:38 GMT -5 Aman A.K.A. Ahamburger said:

BioMetal ,

Sorry, I was talking about my oldest. The future, future, Dr. A...(Yes, I decided on school, regardless of how long it takes.)

The Russell: that's what I'm talking about. Now, if you're saying the DJTA is more bubbly than the IA... I'm saying that since the IA has a 50% draw from the global economy then the correlation to US GNP isn't as strong as in the past, but it would still be very much connected to the DJTA... Since the IA follows the TA...

As you say, just some thoughts...

God bless,

NEGATIVE GAMMA IS BLOWING MY STOCK EQUITY HIGH BETA HOLDINGS APART: DELTA IS KILLING ME.  THE GAME FROM HERE TO 10/20/2014 IS DEFENSE: LOW BETA, PUTS, SHORTS WITH COVERED PUTS!! WHERE IS D.I. WHEN YOU NEED HIM THE MOST?

[Aman A.K.A. Ahamburger]

Speaking of defence.. NOC:NYSE has been an a tear since it was on sale there a couple months back... On guard for sure. I like the idea of an income for life annuity. I have been trying to get my in-laws to lock on down for 18 months now. Even more so now because there home value is at risk and the equity in that would provide great income.

As you say, just a thought.

[bimetalaupt]

New 90 day (3 month) Permutation re-re-re derangement study ( alpha MMXV- Good Permutation Test))

correlation of M3 to DJIA....... 99.7573637580%
forecast ..............................17394.4592572526(11-31-2014)
Lamma ..............................99.989893530230%
I read this to indicate buying from 10-31-2014 to 11-15-2014) stochastic cross of %K&%D from under 20% as a buy.  ++
from the new Alpha MMXV study ( inspired by Springer Series in Statistics, Phillip Good, Permutation Tests, 14.2 Maximizing the Power; page 169-178.)
Just a thought,
BiMetalAuPt

[jarrett1]

C'mon guyz...S&P 2300 December 31 2014...Dow 18,000...what are you looking at

This is Not 1987..Not 1990...Not 1994...Not 1999...Not 2007...If you want a comparison


Tesla 80 times  P/E vs most of the S&P & Dow 16-18 times...C'mon...the trend is your friend until it ends...this is not over...

[usaone]

Swimming in liquidity..........


Climbing a wall of worry......


Small investors have yet to enter this up cycle.......

[tyfighter3]

This time it might be a little different because the last 6 years has made it so the Small Investers have no money left to put into the Market. I'm talking about the Middle Class. There is a reason why GDP is only growing at 2% not the 4 to 5 % needed to make the normal recovery and the really good times roll. It's when this 2% becomes in trouble that we need to be really concerned. Are we getting concerned? JMO

[usaone]

Sept 2, 2014 11:26:05 GMT -5 tyfighter3 said:

This time it might be a little different because the last 6 years has made it so the Small Investers have no money left to put into the Market. I'm talking about the Middle Class. There is a reason why GDP is only growing at 2% not the 4 to 5 % needed to make the normal recovery and the really good times roll. It's when this 2% becomes in trouble that we need to be really concerned. Are we getting concerned? JMO

I agree Ty. I'm all for a little less profit and more pay to the middle class. There needs to be a balance. That money will flow right back into the economy.

[bimetalaupt]

Sept 2, 2014 8:35:16 GMT -5 jarrett1 said:

C'mon guyz...S&P 2300 December 31 2014...Dow 18,000...what are you looking at

This is Not 1987..Not 1990...Not 1994...Not 1999...Not 2007...If you want a comparison


Tesla 80 times  P/E vs most of the S&P & Dow 16-18 times...C'mon...the trend is your friend until it ends...this is not over...

J1,
 Looking at 600 points run from 10/31/2014 to 12/31/2014 : just one great buying season .
 Remember 1929: a bull year to say the least: just look up the action of Nov 1929 and Dec 1929!!!!

Just a thought,
Bruce

CORRELATION OF M3 TO DJIA VIA RE-RE-RE REARRANGING(PERMUTATION TEST)............ 99.7573637580%
forcast 17394.4592572526
p1 (last)....17378.580000....(THIS WEEK)
Lamma 99.944836189099%  < 100%
m3 Po 17404.06  > p1
forecast Po.... 17419.8183052772  ( past week)