Tuesday, September 01, 2009
Alex Dumortier,CFA :: Townhall.com Columnist
As the Market Hits a New High, So Does
by Alex Dumortier,CFA
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The Dow Jones Industrial Average and the S&P 500 both achieved new highs for 2009 yesterday. As my colleague Morgan Housel wrote last Friday, optimism is back! Splendid news for stock investors, indeed … or not. Would it surprise you to learn that it is much riskier to buy U.S. stocks now than it was at the beginning of March, when fear and panic were at theirhighs?

It comes down to valuation (as always)
The reason? Price. At yesterday's closing value of 1,028, the S&P 500 is trading at 18.4 times its cyclically-adjusted earnings (average inflation-adjusted earnings over the prior 10 years). That is a 12% premium to the multiple's long-term average going back nearly 130 years.

The cyclically-adjusted P/E ratio -- or CAPE -- was originally pioneered by investing legend Ben Graham. It is one of the only indicators that has consistently proved its worth in identifying whether the U.S. stock market is significantly over- or undervalued.

Why pay a premium now?
Under normal circumstances, a 12% premium wouldn't really be troublesome. However, when one factors in the (high) likelihood of a protracted, weak economic recovery, any premium is problematic. By contrast, on March 9th, the date on which the stock market hit its crisis low, one could have "purchased" the S&P 500 for just 11.8 times cyclically-adjusted earnings -- a 28% discount to the long-term average. (For the skeptics: One could have derived this figure at the time -- the CAPE isn't just useful in hindsight.)

The increase in the earnings multiple is even more striking for some individual stocks (these one-year forward earnings multiples must be treated with caution-- they do not necessarily imply that any of these stocks are overvalued):

Stock

Forward P/E (Next
12 Months EPS Estimate)

Forward P/E on
March 9, 2009

% Stock Price Return
Since March 9 Market Low

JPMorgan Chase
(NYSE: JPM)

18.8

9.6

174%

Apple
(Nasdaq: AAPL)

26.1

16.5

104%

General Electric
(NYSE: GE)

18.0

6.0

93%

Microsoft
(Nasdaq: MSFT)

14.3

8.5

63%

Cisco Systems
(Nasdaq: CSCO) Continued...

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About The Author

Alex Dumortier, CFA, is a Motley Fool Contributor.

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