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azvalor Asset ManagementArticle27 Jul 2022Source: azvalor.com

Quarterly letter 2Q2022

azvalor Asset Management is a Madrid deep-value boutique founded in 2015 by Álvaro Guzmán de Lázaro and Fernando Bernad, formerly the core of Bestinver's investment team in the Graham tradition. It is known for contrarian concentration in unloved cyclical assets — gold and silver miners, oil services, uranium — buying into panic and exiting once value is realized. Its flagship international fund is about 70% of firm AUM and has more than tripled since inception a decade ago; letters were quarterly from 2016-2022 and semiannual since 2023.

Álvaro Guzmán de Lázaro、Fernando Bernad · 2015 · 西班牙马德里Deep value / Cyclical contrarian

In plain words

This report explains how Azvalor funds made money in the first half of 2022, when global stocks had their worst start in decades. Their secret: buying cheap assets and selling when prices rise. For example, they sold Canadian Natural Resources at $70 per share and bought it back at $45. For regular investors, this means staying calm during market drops and focusing on undervalued companies can pay off. The report also notes that the gap between expensive and cheap stocks is at extreme levels, similar to before the 2000 tech bubble, suggesting value stocks might outperform. It’s worth reading because it shows real examples of profiting in a downturn.

AI SummaryAI-generated · may contain errors · verify against the original

Global major stock markets experienced their worst start in decades: U.S. stocks fell -20% in the first half of the year (the first time since 1970), the MSCI ACWI Index recorded its worst first-half performance since its launch in 1990, and U.S. bonds also posted their worst start since the 18th ce

~8 min full read · 10 sections
Deep Analysis

Theme and Background

This chapter discusses how the Azvalor funds achieved significant excess returns through a value investing strategy in the first half of 2022, against the backdrop of global stock markets experiencing their worst start in decades (U.S. stocks fell -20% in the first half, the MSCI ACWI index posted its worst performance since its launch in 1990, and U.S. bonds recorded their worst start since the 18th century). The report emphasizes that the sharp market decline validates the core position of the investment philosophy of "buying cheap."

Core Thesis

The author's core investment argument is: "Buying cheap is the only thing that matters in investing." This is both the cornerstone of Azvalor's investment philosophy and the key to its strong performance in a bear market. Counterintuitive judgments include:

  • A truly conservative portfolio is not one that performs steadily in a bull market, but one that achieves excess returns in a bear market by buying cheap.
  • High liquidity (e.g., 24.7% for Azvalor Internacional) is not negative but a temporary state that creates opportunities for subsequent cheap purchases.

Key Arguments and Data

  • Market Performance Comparison: Azvalor Internacional returned +28% in the first half, while the benchmark index fell -13.8%; Azvalor Iberia returned +17%, with the benchmark down -1.9%; Azvalor Blue Chips returned +20.7%, with the benchmark down -13.5%.
  • Valuation and Value Gap:
  • Azvalor Internacional: Target value €390/share, current price €187/share, potential upside over 100%.
  • Azvalor Iberia: Target value €220/share, current price €112/share.
  • Azvalor Blue Chips: Target value €318/share, current price €159/share.
  • Liquidity Management: Azvalor Internacional had 24.7% liquidity at the end of the period, but it was quickly reinvested after the end of June, for example, repurchasing Canadian Natural Resources at $45/share after previously selling at $70/share.
  • Extreme Value Factor Levels: According to AQR data, as of May 2022, the valuation divergence between expensive and cheap stocks was at the 95th percentile, comparable only to the period before the tech bubble burst (during 2000-02, all four managers achieved positive returns during the market decline).
  • Azvalor Managers Valuation: As of the end of June, the portfolio had a P/E ratio of 6.3x and a P/B ratio of 0.77x, representing a 60% discount to global stock markets.

Companies/Assets Involved

Company/Asset Role Key Data Bullish/Bearish
Canadian Natural Resources Buyback case Sold at $70/share, bought back at $45/share Bullish
Tubacex Largest holding in Azvalor Iberia Share price rose from a low of €1.50 at the start of the year to €2.60 in early June Slightly reduced
Técnicas Reunidas Second-largest holding in Azvalor Iberia No specific data provided Bullish
Prosegur Cash Increased holding No specific data provided Bullish
Mapfre Increased holding No specific data provided Bullish
Línea Directa Aseguradora Increased holding No specific data provided Bullish
Vale New addition to Azvalor Internacional No specific data provided Bullish
Bayer New addition to Azvalor Internacional No specific data provided Bullish
Centrais Eléctricas Brasileiras New addition to Azvalor Internacional No specific data provided Bullish
Kinross Gold Fully sold No specific data provided Bearish
Iamgold Fully sold No specific data provided Bearish
Chesapeake Energy Reduced in Azvalor Blue Chips No specific data provided Bearish
Carrefour Reduced in Azvalor Blue Chips No specific data provided Bearish

Investment Insights

  • Adhere to Value Investing: During extreme market declines, the strategy of buying cheap can generate significant excess returns. The Azvalor funds' outperformance of nearly 50% in the first half of the year validates this.
  • Leverage Liquidity Cycles: High liquidity is not a risk but provides ammunition for subsequent cheap purchases. Investors should focus on the fund's ability to rotate—selling when prices rise and buying when they fall.
  • Focus on Extreme Valuation Divergence: The current value factor is at an extreme historical level (95th percentile), similar to the period before the 2000 tech bubble burst. This may signal a multi-year cycle of value stocks outperforming the market.
  • Concentrate on Low-Valuation Targets: The Azvalor Managers portfolio has a P/E ratio of only 6.3x and a P/B ratio of 0.77x, a 60% discount, indicating that global small-cap value stocks still offer a significant margin of safety.

Theme and Background

This chapter focuses on the performance and strategy execution of Azvalor's funds under the extreme market conditions of the first half of 2022. The report notes that global stock markets experienced their worst start in 50 years, but Azvalor successfully protected investor savings and achieved significant positive returns by adhering to its core philosophy of "buying high-quality assets at low prices."

Core Thesis

The author's core investment argument is: In a bear market, adhering to a deep value investment strategy (buying low, selling high) not only protects capital but also generates excess returns. The counterintuitive judgment is that the fund actively sells during rallies to accumulate high liquidity, rather than passively holding, thereby reserving "ammunition" for reinvestment during subsequent market declines.

Key Arguments and Data

  • Fund Performance: Azvalor Global Value (pension fund) achieved a first-half return of +28.2%, significantly outperforming the market benchmark (U.S. stocks fell approximately -20% in the first half).
  • Asset Size: The fund's asset size reached €119 million (as of end-June), making it one of the few independent pension funds exceeding the €100 million threshold, with over 2,200 co-investors.
  • Valuation Potential: The fund's current price per share is €158, while its target value is €336 per share, implying a potential upside of over 100%.
  • Liquidity Management: By selling during rallies in the first half, the fund ended the period with high liquidity and began reinvesting in early July (e.g., repurchasing Canadian Natural Resources at $45 per share after selling at $70).
  • Long-Term Perspective: Azvalor Internacional's target value is close to €400 per share, representing a nearly fourfold increase from its issue price of €100 per share seven years ago.
Indicator Data
Azvalor Global Value First-Half Return +28.2%
Current Share Price (July 19) €158/share
Target Value €336/share
Potential Upside >100%
Asset Size €119M (end-June)
Number of Co-Investors 2,200+

Companies/Assets Involved

  • Azvalor Global Value (Pension Fund): The core subject of analysis, with outstanding performance and winner of the 2021 El Economista Best Equity Pension Plan Award. The author is bullish, believing its valuation potential is substantial.
  • Azvalor Internacional: Used as a comparison, with a target value close to €400 per share and significant long-term returns.
  • Canadian Natural Resources: Serves as a case study, where the fund sold at $70 and repurchased at $45, validating the "sell high, buy low" strategy.

Investment Implications

For investors, the report suggests: In the current environment of extreme market pessimism and low valuations, patience should be maintained and buying opportunities actively sought. The specific direction is to focus on funds or assets that embody deep value and whose managers can generate excess returns through disciplined operations (selling on rallies, buying on dips) during bear markets. The report emphasizes that the fund's current potential upside exceeds 100%, presenting a favorable opportunity for long-term positioning.