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Monday Morning Outlook: Rally Continues in Face of Broad Skepticism

Alcoa kicks off earning season with a bang, and expiration week is upon us

by 10/10/2009 1:52:05 PM
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Indicator of the Week: Alcoa Inc. Kicks Off Third-Quarter Earnings Season
By Rocky White, Senior Quantitative Analyst

Foreword: Each earnings season, Alcoa Inc. (AA) is one of the first major companies to report. Last Wednesday, AA reported a profit of 4 cents per share, faring far better than the 9-cent loss many analysts were expecting. But Wall Street had seen this act before in the second quarter, with earnings topping consensus views largely due to heavy cost-cutting instead of top-line revenue growth. Continued cost-cutting is obviously not sustainable over the long term, and analysts' chief concern about the upcoming earnings season is whether that top-line growth will return. But AA's quarterly report flew in the face of this skepticism, as revenue growth, not cost-cutting, was the major factor in the company's earnings report.

Specifically, AA reported that revenue grew by 9% for the quarter, easily topping analyst estimates. Consequently, Alcoa saw a very positive reaction on Thursday with AA shares gaining more than a percentage point. Does this tell us anything about what to expect for the rest of earnings season? Is it setting up a series of positive surprises or are we just getting our hopes up so that the rest of earnings season will likely disappoint? I looked back over the last five years of earnings reports to see what Alcoa's positive earnings could tell us about the next few months.

The Past Five Years: The following tables detail the S&P 500 Index's (SPX) returns following Alcoa's earnings reports for the past five years. I broke down the returns depending on whether AA had a positive earnings reaction or a negative earnings reaction. As you can see from the tables below, a positive reaction to AA's earnings is very bullish for the SPX, compared to the index's returns in the wake of a negative reaction. In other words, based on last week's AA earnings reaction, we should be pretty excited about the market moving forward, at least until the fourth-quarter earnings season begins.

Digging into the data, let's take a closer look at the one-month return, as it places the SPX in the heart of earnings season. When there is a positive reaction to AA's earnings, the market returns a very impressive 2.35% during the ensuing month. Only two of the eight such signals detailed below show a declining market for this period. Comparatively, a negative reaction to Alcoa's earnings results in an average market return of 0.34%, with positive returns following seven of the 12 signals.



Table of SPX returns following positive and negative reactions to Alcoa earnings

The Past 20 Returns: In the table below, I show the past 20 earning reactions for Alcoa and the ensuing SPX returns. Note that the pattern mentioned above did not hold true following the prior reporting period, as reactions to AA's earnings report were negative, yet the SPX still put together an impressive return. Also, I notice that the most recent report marked only the second time in the past seven earnings releases that AA had a positive reaction.



Table of SPX returns following the past 20 Alcoa earnings reports

Implications: Alcoa's positive reaction has been a good omen in the past, signaling very bullish returns in the following months. Just like last earnings season, we see a lot of negative sentiment heading into these third-quarter reports. With expectations this low, we see more potential for a surprise to the upside rather than the downside. Alcoa's big surprise profit only strengthens our conviction that more positive earnings results can cause a major unwinding of the negative sentiment and propel this market higher. The past two earning seasons saw major double-digit market gains within a month (see the table above). We still see the negative sentiment; all we need is a few more surprises. I would recommend being positioned to take advantage of this.

This Week's Key Events: Fed Minutes and Consumer Price Index on Tap
By Joseph Hargett, Senior Equities Analyst

Here is a brief list of some of the key events for the upcoming week. All earnings dates listed below are tentative and subject to change. Please check with each company's respective Web site for official reporting dates.

Monday

  • There are no economic reports slated for release on Monday. On the earnings front, Fastenal Company (FAST) is scheduled to release its quarterly report.

Tuesday

  • The economic calendar is devoid of reports for a second consecutive day on Tuesday. Elsewhere, Johnson & Johnson (JNJ), Altera Corp. (ALTR), CSX Corp. (CSX), and Intel Corp. (INTC) are among those reporting earnings.

Wednesday

  • September's import/export prices, retail sales, and August's business inventories will be joined by minutes from the most recent Federal Open Market Committee meeting on Wednesday. Meanwhile, Abbott Laboratories (ABT), JPMorgan Chase & Co. (JPM), and Xilinx Inc. (XLNX) are scheduled to report earnings.

Thursday

  • Weekly initial jobless claims, the consumer price index (CPI), the core CPI, weekly U.S. petroleum supplies, and the Philadelphia Fed's manufacturing index for October will arrive on Thursday. The earnings calendar includes Citigroup Inc. (C), Cypress Semiconductor Corp. (CY), Fairchild Semiconductor International (FCS), Goldman Sachs Group Inc. (GS), Harley-Davidson Inc. (HOG), Nokia Corp. (NOK), Southwest Airlines Co. (LUV), Advanced Micro Devices Inc. (AMD), Google Inc. (GOOG), and IBM Corp. (IBM).

Friday

  • We round out the week's economic calendar with September capacity utilization and industrial production reports, as well as the preliminary University of Michigan consumer sentiment index for October. Reports from Bank of America Corp. (BAC), General Electric Co. (GE), Halliburton Co. (HAL), and Mattel Inc. (MAT) are scheduled for release.

Prepare for the investing week ahead. Every week, Bernie Schaeffer and his staff provide you with their insights about what has happened and, more importantly, what will happen in the market. We dig deep and show you what's happening behind the scenes, and tell you which indicators are predicting major market moves. If you enjoyed this week's edition of Monday Morning Outlook, sign up here for free weekly delivery straight to your inbox.

And now a few sectors of note...

Dissecting The Sectors
Sector
Technology
Bullish

Outlook: The technology sector has been hot in 2009, with the PowerShares QQQ Trust (QQQQ) gaining some 42% since the beginning of the year. Despite this outperformance, investors continue to overlook and to bet against the shares. For instance, net shares in Fidelity Select tech funds are somewhat low when compared to previous years, indicating that retail investors are not crowding the tech sector. As such, there could be sideline money available that could spur demand for tech stocks. In the options pits, call open interest above the trust is extremely thin, virtually eliminating potential overhead options-related resistance. However, the QQQQ's 50-day buy-to-open put/call ratio has rolled over from its highest level since November/December 2007 (the top of the QQQQ's bull market rally). This could be a sign that hedge funds are not longer in "accumulation mode" where technology stocks are concerned, thus posing a risk to the tech sector's momentum. Traders should also continue to keep an eye on the 40 level, as it is home to a 50% retracement of the trust's June 2008 high and its November low. Within the group, our favorites include Palm Inc. (PALM), Western Digital Corp. (WDC), Juniper Networks Inc. (JNPR), Atheros Communications Inc. (ATHR), and priceline.com Inc. (PCLN). Traders should avoid Research In Motion Limited (RIMM).
Sector
Oil Services
Bullish

Outlook: Fresh signs of an improving global economy seem to be popping up on a daily basis, and energy prices have responded by trekking higher in anticipation of rising demand. Specifically, crude futures have nearly doubled from their Dec. 24 low of $35.13 per barrel. The oil services sector has wasted no time in capitalizing on this strength, with the Oil Service HOLDRS Trust (OIH) soaring more than 67% since the start of the year. The OIH has gained momentum since the market bottom in March, rallying nearly 90% off its March 6 low of $64.65. Meanwhile, it appears that hedge funds may be in the process of accumulating oil sector stocks, as the OIH's 50-day buy-to-open put/call volume ratio has rocketed higher in recent weeks and now rests at its highest reading of 2009. Typically, OIH puts are utilized by institutional investors as a way to hedge long positions on oil sector stocks or indexes. What's more, the brokerage bunch has room for upgrades, as 46% of ratings on oil service stocks are currently "buys," compared to 67% in July 2008 and 61% at the end of last year. Any upgrades from these analysts could lend additional support for the oil services sector.
Sector
Retail
Bullish

Outlook: September same-store sales data has been solid, with 69% of those reporting sales data topping Wall Street's expectations, according to a recent Thomson Reuters report. What's more, the Financial Times said that "Leading U.S. retailers on Thursday reported their first monthly sales gain since the financial collapse of September 2008," as Retail Metrics' September comparable sales index rose 1.1%. Technically speaking, the retail sector has come on strong since the March bottom, with the S&P Retail SPDR (XRT) rallying more than 97% during this time frame. What's more, the exchange-traded fund (ETF) has extended its rally along key support at its rising 10-week and 20-week moving averages. However, pessimism is thick on the retail sector, as only 42% of the 951 analyst rankings on retail stocks are "buys," according to Zacks, leaving plenty of room for potential upgrades. That said, the XRT's 50-day buy-to-open put/call ratio has reached high levels, but has not given an indication of moving higher or turning lower. Within the sector, we see bullish opportunities for Expedia Inc. (EXPE), Whole Foods Market Inc. (WFMI), Green Mountain Coffee Roasters Inc. (GMCR), Polo Ralph Lauren (RL), AutoNation Inc. (AN), Starbucks Corp. (SBUX), Chipotle Mexican Grill Inc. (CMG), and Aeropostale Inc. (ARO).

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