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Colossus (Invest Like the Best / Business Breakdowns)Podcast1 Sep 2020Source: traffic.libsyn.comHost: Patrick O'Shaughnessy

Michael Mauboussin – Great Migration Public to Private Equity - [Invest Like the Best, EP.189]

In plain words

This piece explains why fewer US companies are going public. Mauboussin argues it's not a market decline but a shift: companies stay private longer, get acquired more, and invest heavily in intangibles (like R&D and software), which changes how investors should measure value. Key holdings: Facebook, Amazon, Apple, Microsoft, Google—their combined market cap growth exceeded the entire buyout industry; Benchmark, a top venture fund, remains small but elite; CalPERS, a pension fund, may have unrealistic return expectations.

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Michael Mauboussin discussed the significant shift from public to private markets over the past few decades on the Invest Like the Best program. The core argument is that the number of listed companies has notably decreased, while the private market (including PE and VC) has continued to expand, par

~11 min full read · 8 sections
Deep Analysis

This Issue at a Glance

Michael Mauboussin (Head of Comprehensive Research at Counterpoint Global) and Patrick O'Shaughnessy delve into the structural shift of U.S. capital markets over the past few decades from public markets to private markets. Their core judgment is: the sharp decline in the number of listed companies is not a market contraction, but rather the result of a fundamental transformation in asset forms (the rise of intangible assets), financing methods (equity incentives for employees as a form of disguised fundraising), and exit routes (more acquisitions than IPOs). Investors must rethink the accounting definition of "investment."


1. Public Markets Remain the Absolute Dominant, But the Structure Has Changed

Michael Mauboussin points out that the scale of public markets far exceeds that of private markets, but the incremental growth is highly concentrated in a very small number of companies.

  • Scale comparison (as of end-2019): The U.S. public market capitalization is approximately $38 trillion; U.S. buyout fund AUM is approximately $1.4 trillion; U.S. venture capital (VC) AUM is approximately $450 billion. The public market is 27 times the size of buyout funds and 80 times that of VC.
  • Stunning concentration of incremental growth: The combined market capitalization increase of just five stocks—Facebook, Amazon, Apple, Microsoft, and Google—amounted to approximately $1.8 trillion as of the end of July 2020. This figure exceeds the total size of the entire U.S. buyout fund industry and is several times the total size of the VC industry.
  • VC's "dollar dilemma": Take Benchmark as an example; its latest fund size remains at $400-500 million (not billions). Even if the fund performs exceptionally well, for large institutions such as pension funds, the absolute dollar returns it generates are "almost negligible in the context of their portfolios."

2. Sharp Decline in IPO Numbers and Companies Going Public Later

Mauboussin argues that the persistent decline in IPO numbers and the significantly longer time companies remain in the private phase are the core drivers of structural changes in public markets.

  • Cliff-like drop in IPO count: From the mid-1970s to 2000, the US averaged about 280 IPOs per year; from 2001 to 2019, the average was only 115 per year, a sharp decline of nearly 60%.
  • Historical peak comparison: In 1969 (before the establishment of Nasdaq), there were 720 IPOs, equivalent to 20% of the total number of listed companies at the time; today, the total number of listed companies is much smaller than back then.
  • Companies are "older" when they go public: In the 1970s–1990s, the average age of companies at IPO was less than 8 years; it is now close to 11 years.
  • Drastic change in VC exit methods: In the 1980s, VC exits were primarily through IPOs; today, the vast majority of exits are through "sales to strategic buyers" (i.e., M&A). This means that many companies that would have entered the public market are instead flowing directly to private markets or inside large corporations.

Implications and verification signals: If the number of IPOs rebounds in the future (e.g., due to regulatory easing or sustained activity of special purpose acquisition companies (SPACs)), or if the age of companies going public declines again, the trend may reverse. Mauboussin notes that if measured by "asset flows" rather than "number of companies," the assets covered by public markets have only decreased by about 5%, not the half suggested by the decline in count.


III. The "Average Trap" of Private Equity Returns: High Dispersion and Low Persistence

Mauboussin emphasizes that the average return of the private equity asset class masks extremely wide individual performance, and that return persistence is stronger in venture capital than in buyout funds.

  • Public Market Equivalent (PME): The historical PME of buyout funds is approximately 1.2 (i.e., outperforming the market by about 20%); the historical PME of venture capital is approximately 1.4. However, venture capital's superior performance is highly concentrated in the internet bubble period from the late 1990s to the early 2000s, with PME hovering near 1.0 for most of the rest of the time.
  • Extreme Return Dispersion: Venture capital exhibits the highest return dispersion among all asset classes, followed by buyout funds. Top-quartile/decile funds perform exceptionally well, but bottom-quartile funds deliver dismal returns. "The average completely masks a highly skewed distribution."
  • Differences in Return Persistence:
  • Venture Capital: Since 2000, top-tier funds have consistently outperformed. Mauboussin proposes the explanation of "Preferential Access": star funds attract the best projects due to their reputation, creating a positive feedback loop. Verification method: observe the performance of partners who leave star funds to operate independently.
  • Buyout Funds: Persistence has weakened, owing to the "skill paradox"—as more smart money and talent flood in, consistently outperforming the market becomes more difficult. Moreover, successful funds find it easier to keep raising capital, while poorly performing funds are weeded out, meaning that the next round of competition is inherently concentrated among the best performers.

4. Intangible Assets: Changing Investment Accounting and Value Logic

Mauboussin argues that the rise of intangible assets is the most important structural change of the past two decades, fundamentally distorting traditional financial metrics and investment strategies.

  • Measurement Challenge: Investments in intangible assets (e.g., R&D, branding, software development) are typically expensed on the income statement rather than capitalized on the balance sheet. In 2019, U.S. companies invested approximately $1.8 trillion in intangible assets, compared to only about $700 billion in capital expenditure and about $400 billion in R&D. "Investment in intangible assets is now more than double that in physical assets."
  • Significant Accounting Impact: If some intangible asset investments were capitalized, accounting profits and invested capital would rise substantially, thereby altering metrics such as P/E and P/B ratios. One study shows that 30%-40% of companies would move from the "value" or "growth" stock categories as a result.
  • Explanation for the Failure of Value Investing: The traditional value strategy (buying stocks with low P/E or P/B ratios) has underperformed in recent years, partly due to not properly adjusting for intangible assets. Mauboussin points out that simply capitalizing some intangible asset investments can significantly improve the historical returns of the value strategy.
  • What Remains Unchanged Is Free Cash Flow: Regardless of accounting treatment, free cash flow is unaffected. However, adjusting accounting standards helps investors gain a clearer picture of a company's true return on investment, thereby forecasting future profitability.

Unique Framework – The "Non-Rival" Nature of Intangible Assets: Tangible assets are "rival" (if one person uses them, others cannot), while intangible assets (e.g., software, formulas) are "non-rival" and can be used by multiple people simultaneously. When such non-rival assets also possess "partial excludability" (i.e., the ability to protect intellectual property), companies can earn excess rents.


5. Superstar Companies and Network Effects: The Winner-Take-All Logic

Mauboussin, drawing on Brian Arthur's theory of "increasing returns," explains why a small number of companies can continuously widen their lead, leading to divergence in the structure of public markets.

  • Widening return gap: Twenty years ago, the gap in return on invested capital (ROIC) between the largest and smallest companies was roughly 15 percentage points; today it has widened to 30–35 percentage points. The divergence in operating margins is equally striking: margins for companies in the bottom three quintiles fluctuate with the economic cycle but show no clear upward trend, whereas margins for the top quintile continue to pull the overall average higher.
  • "Increasing returns" mechanism: Traditional economics holds that competition drives capital returns back to the cost of capital, but Arthur points out that in markets with significant network effects, companies can achieve "demand-side economies of scale"—the more users a platform has, the higher the willingness of other users to pay (rather than a decline in costs). This effect allows a small number of companies to capture 80–90% of market share (e.g., social media, search engines), whereas in traditional industries (e.g., beverages, footwear), the leading company's share is typically around 40–50%.
  • Market concentration: The Herfindahl index (a measure of industry concentration) was high in the 1970s, fell to a low in 1996, and then rose again over the subsequent two decades, almost mirroring the curve of the number of listed companies. Mergers and acquisitions (M&A) have been the main driver of rising concentration.

Policy risk reminder: These "natural monopoly" companies are currently not subject to strict regulation, but if the regulatory environment changes in the future (e.g., after the 2020 U.S. election), they could face antitrust risk. Mauboussin cautions that for a company's shareholders, a breakup is not necessarily a bad thing—historical cases show that shareholder returns after a breakup have sometimes been even better.


Mentioned Tickers

Ticker Analyst View Key Data
Facebook / Amazon / Apple / Microsoft / Google Not explicitly stated (used as a market concentration case) Aggregate market cap of the 5 companies increased by approximately $1.8 trillion by end of July 2020, exceeding the total size of the entire U.S. buyout fund industry
Benchmark (venture capital fund) Not explicitly stated (used as a scale case) Latest fund size of $400–500 million, "barely moves the needle" for large institutional portfolios
CalPERS (California Public Employees' Retirement System) Not explicitly stated (used as a pension fund case analysis) Assumed plan return rate rises from 4% in 1960 to 7% in 2020, while 10-year Treasury yield falls from 4% to 0.7%, implying an implied equity risk premium from 0% to approximately 6.3%
AT&T Not explicitly stated (used as a historical network effect case) Network effect clearly articulated in its 1908 annual report; the breakup may not have been detrimental to shareholders
Walmart Not explicitly stated (used as a historical benchmark case) Listed in the 1970s, generated negative free cash flow for the first 15 years due to heavy capital spending on store construction
RJR Nabisco Not explicitly stated (used as a historical M&A case) Acquired by KKR in the 1980s, transaction size approximately $50 billion (in current dollars)

Judgments Worth Remembering

1. "The public market has not disappeared, but the incremental gains have been monopolized by a handful of companies." (Mauboussin) — The market cap increase of just five tech companies surpassed that of the entire buyout fund industry, implying that the "effective investment universe" of the public market is shrinking, and index investing is increasingly concentrated in these superstar companies.

2. "Employee stock-based compensation is a disguised form of financing, and on a massive scale." (Mauboussin) — In S&P 500 technology companies, stock-based compensation (SBC) accounts for about 18% of operating cash flow. This proportion is even higher for younger companies, effectively meaning the company is "borrowing" capital from employees rather than raising funds from the public market. This is one of the key reasons companies delay IPOs.

3. "Investment in intangible assets is already twice as large as physical investment, yet it is treated as an expense in accounting." (Mauboussin) — In 2019, U.S. companies invested approximately $1.8 trillion in intangible assets, while capital expenditure was only about $700 billion. If intangibles were capitalized, the returns of value investing strategies would improve significantly.

4. "The average return of venture capital is misleading; the vast majority of returns come from a six-year window." (Mauboussin) — The late 1990s to early 2000s dot-com bubble period was the main driver behind the VC industry's overall PME of 1.4; for most of the rest of the time, PME was close to 1.0. The return gap between top-tier funds and mediocre funds is enormous.

5. "Network effects are not a new phenomenon, but their importance in the intangible economy has been amplified." (Mauboussin) — AT&T clearly articulated network effects in its 1908 annual report, but today's business models of software, platforms, etc., with high fixed costs, low marginal costs, and strong network effects, make "increasing returns" the norm rather than the exception.

6. "Pension funds' expectation of 14%+ returns from alternative assets may be a dangerous assumption." (Mauboussin) — 40% of institutional investors expect annualized returns of over 14% from alternative assets, but actual historical returns are far lower. This expectation may stem from agency problems (investment managers are not held accountable for short-term performance) rather than rational analysis.

7. "Purchase price is the most important factor determining buyout fund returns — an entry multiple above 10x EBITDA has historically been a danger signal." (Mauboussin) — In 2019, the average EV/EBITDA for buyout transactions reached a record high of 11.5x, and over 40% of deals used EBITDA adjustments (i.e., optimistic estimates of future cost savings). Historical data shows that these expectations are often proven wrong.

8. "Advice for young investors: do what others are not doing." (Mauboussin) — Don't become the 1000th large-cap growth fund manager; instead, look for overlooked, smaller asset classes or geographic regions and become an expert in them.