← Back to list
azvalor Asset ManagementArticle21 Oct 2020Source: azvalor.com

Quarterly letter 3Q2020

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 covers Azvalor's fund performance in Q3 2020. Despite net asset values falling (some funds down 20-30%), the manager argues this is a good time to buy, as the underlying companies' actual value is growing. They use 'estimated value' to measure true worth—for example, one fund's net value is 87 euros, but estimated value is 230 euros, implying nearly 2x upside. They sold stocks that reached fair value (like Gold Fields) and bought beaten-down ones (like SQM, Suncor), while admitting mistakes (e.g., Transocean nearly total loss). For regular investors, the key is not to panic over short-term drops, focus on company value over price, and be patient for returns.

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

Azvalor's investment research article discusses the performance of its funds in the third quarter of 2020 and its value investing strategy. The core argument is that although the Azvalor Internacional and Azvalor Blue Chips funds rose by 41% and 59% respectively from the March low to the end of the

~11 min full read · 15 sections
Deep Analysis

Theme and Background

This chapter discusses the performance of Azvalor funds in the third quarter of 2020 and their value investing philosophy. In terms of market environment, although the funds rebounded sharply from the March lows, the overall performance in the third quarter was flat, and all funds recorded negative returns year-to-date, reflecting the widespread challenges faced by value strategies.

Core Thesis

The author's core investment argument is: The decline in fund net asset value is precisely the most profitable and lowest-risk buying opportunity. Price differs from value, and market volatility stems from investor psychology (ranging from optimism to pessimism). The fund's strategy leverages this psychology by buying during pessimism and selling during optimism. The counterintuitive judgment is that despite the decline in net asset value, the fund's intrinsic value is actually growing, laying the foundation for future returns.

Key Arguments and Data

  • Fund Performance Comparison: In the third quarter, Azvalor Internacional and Azvalor Blue Chips saw net asset value increase by less than 1%, while Azvalor Iberia fell by 10%. As of October 16, 2020, the year-to-date returns for the three funds were -24%, -22%, and -37%, respectively, with total returns since inception being negative.
  • Value Creation: Although Azvalor Internacional's net asset value rose by only 0.5%, its estimated value increased from €219 to €230, creating €11 in value per unit (13% of the current net asset value of €87). This reflects the fund's ability to enhance potential returns by selling rising stocks and buying falling ones.
  • Historical Return Expectations: If the estimated value is realized within five years, the annualized return could reach 21%; however, for investors who bought at €100 when the fund was launched, the annualized return would be only 8.6%.
  • Error Rate: 10%-15% of investments may fail to realize value due to judgment errors, but this error rate has remained stable over the past 20 years and has not prevented the fund from achieving good returns historically.

Companies/Assets Involved

  • Indra: Bullish. The stock price fell another 16% in the third quarter, but the author considers it a once-in-five-year opportunity. Current valuation is lower than the trough in 2012 when Spain was on the brink of a bailout, and financials and management have improved. The average purchase price corresponds to 7-8 times expected earnings, with an expected upside of over 70% in 3-4 years.
  • Logista: Bullish. It holds a near-monopoly in tobacco wholesale distribution in Spain, France, and Italy, with high barriers to entry and excellent management. The fund bought in the second quarter (stock price fell nearly 40%) and increased its stake to 4.9% in the third quarter (stock price fell another 10%).
  • Sonae Capital: Sold. Due to a takeover offer from the controlling family, the stock price surged, and the fund sold its position, reallocating capital to Indra and Logista.
  • Prisa: Bearish (but not fully abandoned). Average purchase price is €1.62, with an estimated value exceeding €2.5. The stock price fell 70% more than the 50% decline in value, but the author believes Indra and Logista offer lower risk with similar upside potential.

Investment Insights

  • Current Time Is a Contrarian Buying Opportunity: The decline in fund net asset value reflects market pessimism, not a permanent loss of corporate value. Investors should increase allocations now rather than panic and exit.
  • Focus on Estimated Value, Not Net Asset Value: Azvalor Internacional's estimated value (€230) is 2.6 times its current net asset value (€87), implying significant upside. If realized within five years, the annualized return would be 21%.
  • Patience Is Key: Historical data shows that after similar market tests, long-term holding yields substantial returns, despite a 10%-15% error rate.
  • Greater Opportunity in the Iberian Portfolio: This portfolio has an estimated value of €187, representing a 150% upside from current levels, primarily driven by deep value in Indra and Logista.

Theme and Background

This chapter provides a detailed analysis of the Azvalor Internacional fund's portfolio adjustments and value creation process in the third quarter of 2020. The report notes that despite the fund's poor net asset value performance, by selling stocks nearing intrinsic value and buying undervalued assets, the estimated value per fund share increased from €219 to €230, generating €19.5 in "gross value." At the same time, the report candidly acknowledges investment mistakes (such as the near-total losses on Transocean and Valaris) and emphasizes the central role of patience and discipline in value investing.

Core Thesis

The author's core investment argument is: Value creation is unrelated to short-term price fluctuations; the key lies in buying at prices below intrinsic value and selling when prices revert, even if individual errors occur—as long as mistakes are the exception, overall value can continue to grow. The counterintuitive judgment is that although the fund's total return since inception is negative, the actual value per share has increased (from €219 to €230), laying the foundation for potential future returns. The author also stresses that market returns are often concentrated in very short periods (e.g., in the Hyundai case, 6% of the holding period generated all returns), making patience more important than market timing.

Key Arguments and Data

  • Value Creation and Destruction: This quarter's "gross value" creation was €19.5 per share, but errors in Transocean and Valaris led to value destruction of -€7.6 and -€0.9 per share, respectively, resulting in a net value increase of €11 (from €219 to €230).
  • Sell Cases:
  • Gold Fields: Average purchase price $6.2/share, sold near $15/share (reaching intrinsic value).
  • Southern Copper: Average purchase price $34/share, sold at $48/share (remaining upside only 25%, sold to seek higher returns).
  • Sprott: Average purchase price $21/share, sold after 4 years at $56/share (reaching intrinsic value).
  • Hyundai: Held for nearly 5 years, price declined for 51 months, then surged 157% in the final 3 months, total return 53% (annualized 9.8%).
  • Buy Cases:
  • SQM: Average purchase price below $30/share, down 50% from the 2.5-year high of $62/share.
  • CF Industries: Purchase price over 40% below the 1-year high of $50/share, P/E ratio below 8x (based on normalized earnings).
  • OCI: Free cash flow yield of 14% at purchase.
  • Suncor: Purchase price $15/share, down 72% from the 2-year high of $53/share, normalized P/E (crude oil at $55/barrel) only 6x.
  • Additions:
  • New Gold: Average purchase price $1.8/share (added after nearing the low of $0.46/share), current price $2.1/share, still over 60% upside (based on current gold and copper prices).
  • Error Cases:
  • Transocean and Valaris: The COVID-19 pandemic delayed the recovery of the offshore rig market, high debt levels severely eroded intrinsic value, and the investments were nearly total losses (-€7.6 and -€0.9 per share).
  • Potential Risks: Petrofac, Tullow Oil, and Consol Energy together account for 4% of the fund; if their businesses deteriorate further, the impact would be limited.

Companies/Assets Involved

Company/Asset Role Key Data Bullish/Bearish
Gold Fields Sold Average purchase price $6.2, sold at $15 Bearish (reached intrinsic value)
Southern Copper Sold Average purchase price $34, sold at $48 Bearish (only 25% upside remaining)
Sprott Sold Average purchase price $21, sold after 4 years at $56 Bearish (reached intrinsic value)
Barrick Gold Partially sold Cumulative gain 125%, still over 50% upside (gold at $2,000/oz) Neutral (partial profit-taking)
Agnico Partially sold Cumulative gain 86%, still over 50% upside Neutral (partial profit-taking)
Pan American Silver Partially sold Cumulative gain 139%, still over 50% upside Neutral (partial profit-taking)
Hyundai Sold Held nearly 5 years, surged 157% in final 3 months, total return 53% Bearish (reached target)
SQM New buy Average purchase price <$30, down 50% from high Bullish (cyclical trough, strong competitive position)
CF Industries New buy Purchase price over 40% below 1-year high, P/E <8x Bullish (low cost, solid balance sheet)
OCI New buy Free cash flow yield 14% Bullish (low cost, family-controlled, logistics network)
Suncor New buy Purchase price $15, down 72% from 2-year high, normalized P/E 6x Bullish (low cost, stable operations)
New Gold Added Average purchase price $1.8, current $2.1, still over 60% upside Bullish (new CEO, gold/copper price support)
Transocean Written down Value destruction -€7.6 per share Bearish (near-total loss)
Valaris Written down Value destruction -€0.9 per share Bearish (near-total loss)
Petrofac/Tullow Oil/Consol Energy Held Together account for 4% of fund Neutral (limited risk, but prices below estimated value)

Investment Insights

  • Patience is Key: Market returns are highly concentrated (e.g., Hyundai case); attempting to time the market may miss critical upside windows. Investors should focus on whether purchase prices are below intrinsic value, not on short-term price fluctuations.
  • Mistakes are Normal: Even the most rigorous value investors can experience total losses on individual investments (e.g., Transocean and Valaris). The key is to ensure mistakes are the exception, not the rule, and to control risk through diversification and discipline.
  • Focus on "Bench Depth": The fund currently has a large pool of potential investment targets (outside the commodity sector), featuring companies with entry barriers, strong management, solid balance sheets, and temporary distress. Investors should focus on buying opportunities presented by market downturns, especially high-quality businesses temporarily impacted by the pandemic.
  • Beware of High-Debt Companies: The failures of Transocean and Valaris show that high debt levels amplify the impact of cyclical downturns, leading to sharp declines in intrinsic value. When investing in resource companies, priority should be given to low-leverage, low-cost producers.

Theme and Background

This section primarily reports on the capital flows of the Azvalor fund in the third quarter of 2020, serving as the conclusion of the investor letter. The report notes that despite significant market volatility, the fund experienced minimal net outflows, reflecting clients' confidence in the investment strategy.

Core Viewpoint

The author's core viewpoint is that although the fund's net asset value has underperformed, clients have not engaged in large-scale redemptions, demonstrating investors' trust in Azvalor's investment process. The author believes that this trust is a key foundation for executing a long-term value investment strategy.

Key Arguments and Data

  • Capital Inflows: Total subscriptions in the third quarter amounted to €22 million.
  • Capital Outflows: Total redemptions in the third quarter amounted to €29 million.
  • Net Capital Flow: Net outflows were €7 million.
  • Relative Scale: The net outflow amount accounted for less than 1% of the fund's total assets.
Indicator Amount (EUR)
Total Subscriptions 22M
Total Redemptions 29M
Net Outflows 7M
Percentage of Assets <1%

Companies/Assets Involved

This section does not mention any specific companies or assets; it only discusses the fund's own capital flows.

Investment Implications

For investors, the signal conveyed in this section is that despite short-term pressure on net asset value, the fund's capital position remains stable, with no panic redemptions. This suggests that existing holders have confidence in the long-term effectiveness of the strategy, reducing the risk of fund managers being forced to sell assets at unfavorable prices due to large-scale redemptions. Investors should pay attention to this capital stability, viewing it as a positive signal of the strategy's execution capability.