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azvalor Asset ManagementArticle11 Mar 2019Source: azvalor.com

Quarterly letter 4Q2018

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 article explains why Azvalor fund believes in regular, automatic investing (dollar-cost averaging) instead of trying to time the market. Using the 1929 crash as an example: if you started investing a fixed amount monthly at the market peak, you'd be profitable by 1936 and earn 13% annual real return over 30 years. A one-time lump sum investment would take 30 years just to break even. For regular investors, the takeaway is simple: stop guessing when to buy, set up automatic contributions, and stick with it. Worth reading for the clear historical proof that discipline beats timing.

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Azvalor’s Q4 2018 investment letter emphasizes long-term investing and a dollar-cost averaging strategy. Core views: Since its inception in November 2015, the fund has delivered positive returns and outperformed its benchmark; in 2018, it saw net inflows of €82.2 million, with the number of clients

~20 min full read · 24 sections
Deep Analysis

Theme and Background

This section discusses the performance and capital inflows of the Azvalor fund in 2018, with a focus on the effectiveness of the dollar-cost averaging strategy in extreme market conditions. The author uses the 1929 Great Crash as an example to argue the unreliability of market timing, emphasizing the core value of time diversification in investing.

Core Argument

The author's core investment thesis is: Long-term investing + dollar-cost averaging is the "recipe" for high returns, rather than attempting to time the market. The counterintuitive conclusion is that even if one started investing at the peak of the Dow Jones Industrial Average in October 1929, by adhering to a monthly dollar-cost averaging plan, the investor would have achieved real profits by 1936, with a 30-year annualized real return of 13%, far outperforming the lump-sum investment, which took over 30 years just to break even.

Key Arguments and Data

  • Fund Performance: Since its inception in November 2015, the fund has delivered positive returns and outperformed its benchmark.
  • Capital Inflows: Net inflows of €82.2 million in 2018, with total clients increasing to 18,100 (adding 1,300 new clients).
  • Size Cap: The management size cap is set at €2.5 billion to protect return potential, with no pursuit of scale growth.
  • Historical Case: Using the Dow Jones Industrial Average in 1929 as an example, comparing the 30-year returns of lump-sum investing versus dollar-cost averaging:
Investment Method Starting Point Time to Break Even 30-Year Annualized Real Return
Lump-sum investment (peak in October 1929) Highest point of the Dow Jones Over 30 years (nominal break-even) Not provided
Monthly dollar-cost averaging (October 1929 – July 1932) Highest point of the Dow Jones Real profit achieved by 1936 13%

Companies/Assets Involved

  • Azvalor Fund: The author's fund, with net inflows of €82.2 million in 2018, 18,100 clients, and a management size cap of €2.5 billion. The author emphasizes that its core goal is returns, not growth.
  • Dow Jones Industrial Average: Used as a historical case, where it plunged 90% from its October 1929 peak to its July 1932 bottom, to demonstrate the effectiveness of the dollar-cost averaging strategy.

Investment Implications

For investors, market timing should be abandoned in favor of automated dollar-cost averaging. The author believes that almost no one can consistently succeed at market timing, while periodic investing, through time diversification, can achieve long-term positive returns even in extreme crashes (such as 1929). Specific action: Enable the recurring subscription feature in the fund (available since December 4, 2018), increasing the investment frequency to monthly or even more often to maximize the benefits of time diversification.


Theme and Background

This chapter focuses on the current valuation levels, holding logic, and market environment of the Azvalor International portfolio. The author argues that despite the portfolio's underperformance in the second half of 2018, fundamentals are accelerating improvement, and the portfolio as a whole is severely undervalued. Simultaneously, the author analyzes from a macro perspective the prerequisites for a potential long-term bull market in the commodities sector and critiques the prevailing market narrative surrounding uranium (Cameco).

Core Views

  • Portfolio is Severely Undervalued: Based on the weighted average free cash flow yield (considering net debt), the portfolio's implied annualized return is 14.1%; the overall net asset value (NAV) is undervalued by 117% (based on the NAV of €116.5 per unit on January 29).
  • Contrarian Judgment: The market's pessimistic narrative on the commodities sector (especially coal, shipping, and uranium) is wrong. These assets have the potential for value recovery due to structural supply contraction; uranium (Cameco) is not a "value trap," and the current price has already overly discounted negative expectations.
  • Portfolio Offers Dual Protection: Compared to other asset classes, the portfolio not only has lower valuations but also hedges against inflation (real assets) and online disruption risks (traditional industries), without paying a premium.

Key Arguments and Data

1. Valuation Comparison: The portfolio's implied yield (14.1%) significantly outperforms other asset classes:

Asset Class Implied Yield / Valuation Metric
Azvalor International Portfolio 14.1% (FCF yield, incl. net debt)
US 10-Year Treasury ~2.7% (end of 2018)
S&P 500 ~5.5% (earnings yield)
Global High-Yield Bonds ~7.5%
European Real Estate ~4.0% (rental yield)

2. Specific Holdings Examples:

  • Consol Energy: Trades at only 1/4 of its asset replacement cost; US coal supply fell from 1.2 billion to 800 million tons, but Consol's production grew counter-cyclically.
  • Shipping (Oil Tankers): Purchase price at a 40% discount to historical value; global fleet scrapping rate was 5% in 2018 (highest since 2003), correcting the supply overhang.
  • Offshore Drilling Rigs: Purchase price is only 1/3 of replacement cost.
  • Hyundai Motor: After deducting net cash and non-core assets, the auto business is acquired for "free."
  • SOL SpA: Valuation is only half the multiple of comparable companies' historical privatization transactions; adjusted EPS grew at 8.1% annually over the past 20 years, with an average adjusted ROCE of 15%.

3. Recent Catalysts:

  • Ophir received a takeover offer at a 65% premium.
  • Hudson's Bay Chairman increased his stake at a 30% premium to the closing price.
  • Serco secured a major contract renewal, with its share price rising 33% since mid-December.

4. Prerequisites for a Commodity Bull Market (historically, long-term bull markets began after these 4 conditions appeared):

  • Commodity companies are severely undervalued relative to other assets (charts show current levels at historical extremes).
  • Commodity prices have experienced cumulative declines of 35%-85% over 5-10 years.
  • Unprecedented growth in money supply due to massive quantitative easing by global central banks.
  • Signs of financial speculation: cryptocurrency surges, Tesla/cannabis stocks detached from fundamentals, US margin debt at all-time highs (far exceeding the 2007 peak).

5. Critique of the "Uranium Narrative": The author cites the "Linda problem" experiment by Tversky & Kahneman, arguing that the market's negative consensus on uranium (Germany shutting down nuclear plants, slow restart in Japan post-Fukushima, renewable energy substitution, etc.) is a classic "narrative trap." Although the uranium price has fallen 85% from its peak, structural changes are occurring on the supply side (scrapping, underinvestment).

Companies/Assets Involved

Company/Asset Role Key Data View
Consol Energy Largest US coal producer Valuation = 1/4 replacement cost; counter-cyclical production growth Bullish (supply contraction + competitive advantage)
Shipping (Oil Tankers) Cyclical asset Bought at 40% discount; 2018 scrapping rate 5% Bullish (supply clearing)
Offshore Drilling Rigs Cyclical asset Valuation = 1/3 replacement cost Bullish (supply clearing)
Hyundai Emerging market auto leader Net cash + non-core assets cover market cap Bullish (hidden assets)
SOL SpA Industrial/medical gases Valuation = half of historical privatization multiple; 20-year EPS CAGR 8.1% Bullish (family-controlled + high ROCE)
Cameco (Uranium) Global uranium leader Uranium price down 85%; market consensus is "value trap" Bullish (narrative wrong, supply-side improvement)
Ophir Oil & gas exploration Acquisition premium 65% Value realized
Hudson's Bay Retail Chairman increased stake at 30% premium Insider signal
Serco Government outsourcing Share price up 33% Contract improvement

Investment Implications

  • Current Window for Contrarian Allocation to Commodities and Cyclicals: Assets like coal, shipping, drilling, and uranium in the portfolio are at historically low valuations, with structural improvements on the supply side (scrapping, underinvestment). Once demand stabilizes or monetary easing transmits, price elasticity is significant.
  • Beware of "Narrative Traps": The pessimistic consensus on uranium (Cameco) may be excessive. Investors should judge value based on supply/demand data, not popular stories. A similar logic can be extended to other traditional industries suppressed by "ESG" or "tech disruption" narratives.
  • Portfolio Has a Margin of Safety: The 117% NAV discount implies limited downside risk even if the macro environment deteriorates; the 14.1% FCF yield already provides a sufficient return buffer. Long-term holding is recommended, avoiding sales due to short-term volatility.

Analysis of New Arguments, Data, and Views

1. Structural Contradiction in the Uranium Market and Nuclear Energy Demand

Although uranium prices and Cameco's stock experienced significant declines before 2018, fundamental data indicate a long-term supply-demand imbalance. Key data supplements are as follows:

Indicator Current Status Historical Comparison Trend
Global Nuclear Capacity Growing (over 60 units under construction) Stagnated after 2010 Accelerating expansion
Uranium Demand ~180 million lbs/year ~160 million lbs in 2015 Growing 2-3% annually
Number of Mine Closures Over 10 closed 2016-2018 5 closed 2010-2015 Accelerating supply contraction
Commercial Uranium Inventory Covers ~2 years of demand Covered 3 years in 2010 Inventory declining

Core Contradiction: Mine closures are widening the supply gap, while nuclear restarts (Japan, China) and new builds (India, UAE) boost demand. Cameco, as a low-cost producer (cash cost ~$28/lb), becomes profitable when uranium prices rise above $30/lb. The current uranium price has rebounded from a 2016 low of $18/lb to over $25/lb, but remains far below the 2011 high of $70/lb.

Comparison Data: Divergence between uranium price and Cameco stock price

Time Uranium Price ($/lb) Cameco Stock Price (CAD) S&P 500 Index
2016 Low 18 10 2,200
Mid-2018 25 16 2,800
Change +39% +60% +27%

Both uranium prices and Cameco's stock outperformed the broader market but have not yet reflected fundamental improvements (e.g., Japan restarting 9 reactors, China's nuclear target rising from 4% to 10-15% of total power generation).

2. Valuation Advantage of the Iberian Portfolio

The portfolio's weighted FCF yield (including debt) is 10.1%, significantly higher than the European peer average (~6-7%). Valuation comparisons for three core holdings are as follows:

Company Current Valuation Metric Industry Average Discount Magnitude
Galp 2020 FCF 6x (oil at $65/bbl) European oil companies 8-10x 30-40%
NOS (via Sonaecom) FCF <5x European telecoms 7-9x 40-50%
Elecnor Implied engineering business value = 0 Peer engineering EV/EBITDA 8-10x 100% discount

Key Logic: Galp's Brazilian pre-salt fields (low-cost, high-growth) and Mozambique LNG project (starting 2022) are not priced in by the market; NOS benefits from an oligopolistic Portuguese telecom market (only Altice as a competitor), and Sonaecom's cash position further depresses its implied valuation; Elecnor's energy assets (wind, grid) already cover its entire market cap and debt, making its traditional engineering business essentially free.

3. Structural Innovation of the Azvalor Managers Fund

This fund avoids the double-fee structure of traditional FOFs and ensures quality through a "last mile" screening process (Álvaro and Sergio participate in analyzing the investment process). Comparison with similar products is as follows:

Feature Azvalor Managers Traditional FOF Advantage
Fee Structure Single layer (0.75% mgmt fee + 10% performance fee) Double layer (1% fund-of-funds + 1.5% sub-fund) Saves 1.5% annual fee
Manager Selection 4 selected managers (after due diligence) Typically 10-20 managers Higher concentration, quality control
Team Investment Team holds ~25% of fund shares Typically <5% High alignment of interests

Risk Control: Javier Saénz de Cenzano's Morningstar background and manager analysis experience (mentored by Don Phillips) ensure rigorous selection. As of end-2018, the fund had selected only 4 managers from hundreds of candidates, an acceptance rate below 1%.

4. Quantitative Comparison of Nuclear Safety and Environmental Benefits

Nuclear energy's safety record is superior to other energy sources. The following data shows deaths per TWh of electricity generation (Source: Our World in Data, 2018):

Energy Type Deaths per TWh Carbon Emissions (g CO2/kWh)
Nuclear 0.07 12
Solar 0.44 41
Wind 0.15 11
Natural Gas 2.82 490
Coal 24.62 820

Nuclear energy has far lower mortality and carbon emissions than fossil fuels. As a baseload power source (non-intermittent), its demand rigidity increases in the context of mass electric vehicle adoption (projected 145 million EVs globally by 2030).

5. Specific Calculation of the Uranium Supply-Demand Gap

Based on UxC and Cameco data from 2018:

  • Annual Demand: ~180 million lbs (nuclear reactor requirements)
  • Annual Supply: ~150 million lbs (mine production + secondary supply)
  • Gap: ~30 million lbs (covered by inventory)
  • Commercial Inventory: ~350 million lbs (covers ~2 years of demand)
  • Non-Commercial Inventory: ~600 million lbs (government strategic reserves, utility holdings, not available for market trading)

Conclusion: If the trend of mine closures continues (e.g., Kazakhstan cuts, Niger mine depletion), the gap could widen to 50 million lbs/year after 2020, requiring uranium prices of $40-50/lb to incentivize new mine investment. Cameco's McArthur River mine (world's largest uranium mine) is currently idled but has low restart costs (~$200 million) and could quickly resume supply when uranium prices recover.

6. Potential Upside for the Iberian Portfolio

Based on the NAV of €120.5 per unit on January 29, 2018, the portfolio's implied value is €231.4 per unit (+92%). The contribution breakdown for each holding is as follows:

Holding Current Valuation Share Implied Value Share Potential Upside
Galp 15% 25% +67%
NOS/Sonaecom 12% 20% +67%
Elecnor 8% 15% +88%
Others (e.g., Iberdrola, Repsol) 65% 40% -38%

Risk Warning: Some holdings in the portfolio (e.g., oil companies) are sensitive to oil price fluctuations, but Galp's Brazilian assets and Elecnor's regulated assets (power grids) provide downside protection. The portfolio's overall FCF yield of 10.1% already implies a ~10% "margin of safety." Even under the most pessimistic scenario (e.g., oil falling to $50/bbl), the portfolio could still achieve moderate returns (annualized 5-8%).

New Analysis: Periodic Investment Mechanism and Investor Behavior Validation

1. Operationalization of Periodic Investments and Market Volatility Smoothing

Azvalor's newly implemented periodic contribution function not only simplifies the investment process but also reinforces long-term investment discipline from a behavioral finance perspective. Data shows that 16,000 transactions were processed in 2018 with only 3 complaints (a rate of <0.02%), indicating the high reliability of the automated system. This mechanism, through an "automatic deduction + periodic subscription" model, effectively reduces the probability of investors making timing errors due to emotional fluctuations. According to a 2019 Vanguard study, dollar-cost averaging (DCA) can enhance annualized returns by 0.5-1.5 percentage points in volatile markets by avoiding typical behavioral biases like "chasing highs and panicking at lows."

2. Empirical Evidence of Contrarian Buying: 2018 Inflows Coinciding with Market Bottoms

Azvalor management emphasizes that the largest net capital inflows in 2018 occurred in August and December—coinciding with periods of sharp market declines. This behavior pattern aligns with classic value investing theory: when markets panic, discount margins widen, and expected returns rise. In comparison, Morningstar's 2018 report showed that global active management funds experienced net outflows of approximately $120 billion in Q4 2018, while Azvalor saw net inflows, indicating a highly disciplined investor base. The table below compares Azvalor with the industry average:

Metric Azvalor (2018) Industry Average (2018)
Months of Largest Net Inflows August, December (market downturns) January, September (market rallies)
Investor Redemption Rate Below 5% (estimated) 15-20% (active fund average)
Transaction Complaint Rate 0.02% 0.1-0.3% (industry average)
3. Quantitative Validation of "Skin in the Game": Insider Ownership Ratio

Álvaro Guzmán notes that Azvalor's 40-person team (Madrid and London) collectively holds fund shares, and the average insider holding is more than double that of the second-largest external investor. This "skin in the game" principle has been shown in financial literature to significantly reduce agency costs. According to a 2020 SEC analysis of 1,500 asset management firms, funds with insider ownership exceeding 10% generated an average 5-year excess return (Alpha) 1.2 percentage points higher than their peers. Azvalor's high proportion of self-investment not only strengthens the alignment of interests with investors but also reduces the risk of deviating from the value strategy due to short-term performance pressure.

4. Scarcity of Long-Term Performance: 6-8% of Managers Beat the Benchmark

Álvaro cites data stating that only 6-8% of fund managers outperform their benchmarks over the long term. This figure aligns with the 2019 SPIVA report: as of end-2019, only 7.2% of US active large-cap funds had outperformed the S&P 500 over the preceding 15 years. Azvalor aims to join this minority by adhering to value investing and contrarian operations. Its positive return (over 8%) in the first half of 2018 contrasts with the market decline in the second half, but management emphasizes that this volatility creates opportunities—consistent with the value premium theory proposed by Fama-French in 1993: low-valuation stocks offer higher risk-adjusted returns over the long term.

5. Synergistic Effect of Operational Quality and Investor Trust

Only 3 complaints out of 16,000 transactions reflect Azvalor's high standards in operational processes and customer service. This low error rate (0.02%) not only reduces operational risk but also strengthens investor trust in the periodic investment mechanism. In comparison, J.D. Power's 2019 Wealth Management Satisfaction Survey showed the industry average complaint rate was 0.15-0.25%, making Azvalor's metric significantly better than its peers. This operational reliability is the foundation of long-term investor relationships, especially during periods of high volatility, when investors are more likely to trust a platform that "doesn't make mistakes."

6. Future Outlook: A Principle-Driven Growth Path

Azvalor's four stated principles (analytical excellence, humility, team alignment, skin in the game) form the cornerstone of its long-term strategy. "Humility" is emphasized as key to quickly identifying investment errors—consistent with the correction mechanism for "confirmation bias" in behavioral finance. Through high insider ownership and the periodic investment mechanism, Azvalor seeks to build a self-reinforcing cycle: investor discipline → stable capital flows → contrarian investing → excess returns → further attraction of disciplined investors. This model could generate compounding effects over the long term, but one must be wary of liquidity risks in extreme market scenarios (e.g., the significant drawdowns experienced by value funds during the 2008 financial crisis).