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azvalor Asset ManagementArticle11 Jan 2023Source: azvalor.com

Quarterly letter 4Q2022

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 big gains in 2022 by buying cheap stocks during a market crash. For example, one fund rose 45% while the market fell 9.5%. For regular investors, it shows that buying undervalued companies (like Técnicas Reunidas, which might soon improve) when others are panicking can work better than following the crowd. The report also says Azvalor's funds are priced well below their target values, with potential gains of 85% to 100%, but these are just estimates. It's worth reading because it gives real examples of 'being greedy when others are fearful.'

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

Azvalor's research report notes that in 2022, major U.S. and European stock indices experienced significant declines, while Azvalor's funds delivered outstanding performance, with overall asset management returns ranging from 20% to 40%. Some funds outperformed the market by over 50 percentage point

~9 min full read · 10 sections
Deep Analysis

Theme and Background

This chapter reviews the significant decline in major US and European stock indices in 2022, during which the Azvalor funds achieved notable excess returns through their long-validated bottom-fishing stock selection strategy. The report emphasizes that in an environment of high debt, an energy crisis, and 40-year-high inflation, the institution consistently created value through rigorous individual stock research and rotation operations.

Core Thesis

The author’s core investment argument is that adhering to a 20-year-validated "surgical" individual stock analysis process—buying high-quality assets at low prices and avoiding market predictions—is key to long-term outperformance. Counterintuitive judgments include: amid widespread market pessimism, the Azvalor funds used high liquidity to increase positions during the market decline in the third quarter of 2022, raising the target value of the Azvalor Internacional fund to €450 per share, implying a potential upside of over 100%.

Key Arguments and Data

  • Azvalor Iberia: Net asset value growth of +19.3%, benchmark only +0.4%, outperforming by 18.9 percentage points. Target value €237 per share, current price €128 per share, potential upside of approximately 85%.
  • Azvalor Internacional: Return of +45.8%, benchmark -9.5%, outperforming by 55.3 percentage points. Target value €450 per share, current price €225 per share, potential upside of 100%.
  • Azvalor International SICAV Lux: Return of +34.5%, benchmark -9.5%, outperforming by 44 percentage points. Asset size reached €280 million, target value €3,646 per share, current price €1,817 per share, potential upside of approximately 100%.
  • The top ten holdings account for about two-thirds of the portfolio, indicating high concentration.
Fund 2022 Return Benchmark Return Outperformance Target Value / Current Price Potential Upside
Azvalor Iberia +19.3% +0.4% +18.9pp €237 / €128 ~85%
Azvalor Internacional +45.8% -9.5% +55.3pp €450 / €225 ~100%
Azvalor International SICAV Lux +34.5% -9.5% +44pp €3,646 / €1,817 ~100%

Companies/Assets Involved

  • Técnicas Reunidas, Tubacex, Prosegur Cash: The top three holdings; the author believes all three may be near an inflection point for significant earnings improvement (after "crossing the desert").
  • Galp, Logista: Reduced due to strong performance.
  • Grifols-B, Prosegur Cash: Increased.
  • Sonae: Launched a takeover bid for Sonaecom at a 25% premium, but the author believes the offer significantly undervalues the company and plans not to participate unless regulatory "squeeze-out" delisting is enforced.
  • British American Tobacco, Vallourec, Pan American Silver, Endeavour Mining, Petrofac: Increased in Azvalor Internacional.
  • Whitehaven Coal, Arch Resources, Teck Resources, NOV Inc, Vale, Logista: Reduced for profit-taking in Azvalor Internacional.
  • Civitas Resources, DHT Holdings, Euronav, Gold Fields, Schlumberger, Tenaris, Trican Well: Fully liquidated in Azvalor Internacional.
  • Ashmore, B2Gold, Elis, Grifols ADR, Howden Joinery, Semapa: New additions to Azvalor Internacional, each with a weight below 1%.
  • Forterra, Ibstock, Sig, Greatview Aseptic Packaging, Semapa, Ashmore: New additions to Azvalor International SICAV Lux, each with a weight below 1%.

Investment Insights

  • Adhere to a deep value strategy: Using high liquidity to increase positions during market panic is key to achieving excess returns. Investors should focus on companies that have experienced prolonged downturns and may be approaching an earnings inflection point (e.g., Técnicas Reunidas, Tubacex).
  • Beware of undervaluation risks in takeover bids: Sonae’s bid for Sonaecom, while offering a seemingly attractive premium, is considered by the author to be significantly undervalued, reminding investors to independently assess intrinsic value rather than blindly accepting offers.
  • Monitor the gap between fund target values and current prices: The current prices of Azvalor’s three funds all imply a potential upside of 85%–100% relative to their target values, suggesting the author believes current valuations remain attractive. However, it should be noted that target values are estimates and subject to uncertainty.

Theme and Background

This chapter summarizes the performance and strategy adjustments of Azvalor's various funds in 2022, and looks ahead to future investment opportunities. The report emphasizes that against the backdrop of a significant market decline in 2022 (the benchmark fell by 12.8%), Azvalor funds achieved substantial excess returns through deep value investing. Current valuations are at historical lows, providing a high margin of safety for the future.

Core Thesis

The author's core investment argument is that the current environment represents the best opportunity for long-term value investors. Azvalor's main funds (Internacional, Blue Chips, Iberia, Managers, Global Value) all have upside potential close to 100%. The counterintuitive judgment is that despite the overall market decline of 20%, the funds have actually enhanced portfolio value by buying high-quality assets at low prices (with some companies' stock prices plunging 40%-50%).

Key Arguments and Data

  • Azvalor Blue Chips: Returned +31.4% in 2022, versus a benchmark decline of 12.8%, a gap of 44.2 percentage points. The target value is €348 per share, with the current price at €185, implying a potential upside of approximately 88%.
  • Azvalor Managers: Returned only +0.54% in 2022, but the portfolio valuation is at an all-time low: a P/E ratio of 4.33x and a P/B ratio of 0.84x (Morningstar data as of December 31, 2022). The report notes that the valuation divergence between expensive and cheap stocks is at an extreme historical level (94th percentile per AQR data).
  • Capital Inflows: Net inflows of €336 million in 2022, with pension plans contributing over €220 million (semi-permanent capital). The fund added 4,500 new investors, bringing the total to over 20,000.
  • Portfolio Adjustments: The Blue Chips fund reduced positions in Schlumberger, Vale, Tenaris, and Glencore, and increased holdings in British American Tobacco, Canadian Natural Resources, Petrofac, Bayer, Pan American Silver, and Endeavour Mining. It added 7 new stocks (B2Gold, First Quantum, Galp, GSK, Liberty Global, Next, Noble Corp) and fully exited 4 positions (Gold Fields, Prosegur Cash, Southern Copper, Teck Resources).

Companies/Assets Involved

Company/Asset Role Key Data View
Azvalor Blue Chips Large-cap value fund Return +31.4%, target price €348 vs. current price €185 Bullish, 88% potential upside
Azvalor Managers Multi-manager portfolio fund Return +0.54%, P/E 4.33x, P/B 0.84x Bullish, historically low valuation provides high margin of safety
Schlumberger, Vale, Tenaris, Glencore Reduced positions Reduced due to strong quarterly performance Neutral (profit-taking)
British American Tobacco, Canadian Natural Resources, Petrofac, Bayer, Pan American Silver, Endeavour Mining Increased positions Newly added to the portfolio Bullish
B2Gold, First Quantum, Galp, GSK, Liberty Global, Next, Noble Corp New holdings 7 new stocks Bullish
Gold Fields, Prosegur Cash, Southern Copper, Teck Resources Exited positions All sold Bearish (exited)

Investment Implications

  • Directional Advice: Investors should focus on the current market environment of extreme valuation divergence, prioritizing allocation to cheap value stocks (such as the low P/E, low P/B companies in Azvalor's portfolio) rather than chasing high-valuation growth stocks. Azvalor funds' near-100% upside potential suggests that the deep value strategy offers significant advantages in a context of high inflation and heightened market volatility.
  • Risk Warning: Historical performance does not guarantee future results, but current valuation levels (P/E of 4.33x) provide a high margin of safety. Investors should note that the Azvalor Managers portfolio is nearly 100% invested in non-mainstream index constituents, which may pose liquidity risks.