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Oakmark FundsQuarterly30 Sep 2012Source: oakmark.com

Bill Nygren Market Commentary | 3Q12

Oakmark is the mutual fund family launched in 1991 by Harris Associates, the Chicago deep-value firm founded in 1976 (about $105bn AUM). Bill Nygren runs the flagship Oakmark Fund and David Herro the Oakmark International Fund, buying businesses at large discounts to intrinsic value and holding them like owners — publishing quarterly fund commentaries, market commentaries and insight articles.

Bill Nygren、David Herro · 1991 · 美国芝加哥Deep value / contrarian long-term

In plain words

This report argues that trying to predict the economy is a losing game. Instead, focus on finding undervalued stocks. For example, bank stocks look risky to many, but their prices are so low that even without profit growth, share buybacks could boost value per share significantly. Meanwhile, popular "safe" stocks like utilities are now overpriced and actually risky. The key takeaway: don't confuse price swings with real risk—what matters is whether you're paying a fair price for a company's true worth.

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Oakmark's quarterly commentary addresses three common questions. The core stance is to adhere to a bottom-up stock selection strategy, opposing the abandonment of individual stock picks due to the macroeconomic environment. The report argues that macroeconomic forecasts need to be "non-consensus and

~6 min full read · 10 sections
Deep Analysis

Theme and Background

This chapter addresses two common investor criticisms: first, whether bottom-up stock selection remains effective when macroeconomic factors overwhelm individual stock factors; second, whether Oakmark’s heavy allocation to financial stocks underestimates the long-term impact of regulatory tightening on profitability. The author argues that stock selection is far more likely to generate excess returns than macroeconomic forecasting, and that current valuations of financial stocks already fully reflect the risk of declining earnings.

Core Views

  • The bar for macro forecasting to create value is extremely high: It must satisfy both “non-consensus” and “correct” conditions, and finding undervalued individual stocks is far easier than making correct non-consensus macro predictions.
  • The undervaluation of financial stocks far outweighs the impact of earnings declines: Even without revenue growth, stock buybacks can achieve satisfactory per-share growth rates. If financial stocks were repriced to utility stock valuations, many holdings could more than double in price.
  • Volatility is not the same as risk: Oakmark defines risk as “permanent capital loss,” not intraday price fluctuations. Currently, utility stocks, due to their excessive valuations, have become high-risk assets.

Key Arguments and Data

Ineffectiveness of Macro Forecasting:

  • Since the 2009 low, the stock market has more than doubled; over the past three years, it has risen nearly 50%; over the past year, it has risen over 30%.
  • Investors holding negative macro views have not benefited over the past four years, and the author believes they will not in the future.

Valuation Comparison Between Financial and Utility Stocks:

Metric Pre-Crisis Bank (Typical) Current Average Utility Stock Oakmark’s Financial Holdings
ROE 15% Slightly below 11% 8-10%
Price-to-Book Ratio Over 2x Approximately 160% Significant discount
P/E Ratio 17x Mid-single digits (based on 2014 earnings)
  • If financial stocks were repriced to utility stock valuations, many holdings could more than double from current prices.
  • A company with a price-to-book ratio of 0.5x, ROE of 8-10%, no growth, and all earnings used for buybacks could reduce its share count by 15-20% annually.

Volatility Analysis:

  • From 1991 to 2011, the Oakmark Fund had lower volatility than the market 75% of the time on days when the S&P 500 moved more than 1%.
  • In the first half of 2012, this ratio plummeted to 17%, due to:
  • The fund held no utility stocks (the sector rose about 10% during the S&P 500’s Q2 decline).
  • The fund was overweight in cyclical sectors such as financials, technology, and industrials, which were more volatile due to European political rhetoric.

Companies/Assets Involved

  • Financial Stocks (Banks, etc.): Core holdings. Bullish. Rationale: Extremely low valuations (mid-single-digit P/E, significant discount to book value). Even with earnings declines, buybacks can drive per-share value growth.
  • Utility Stocks (Electric, Telecom): Not held. Bearish. Rationale: Current P/E ratios are already higher than other S&P 500 sectors, indicating excessive valuations and rising risk. Historically, utilities had lower P/E ratios due to slower growth, but this relationship has now reversed.
  • Technology Stocks: Mentioned but not named specifically. The author believes that after a decade of underperformance, risks have significantly decreased.

Investment Implications

  • Abandon macro timing and focus on individual stock value: The difficulty of macro forecasting is systematically overestimated. Investors holding negative macro views over the past four years have consistently underperformed. Effort should be directed toward finding undervalued individual stocks.
  • Financial stocks offer valuation recovery opportunities: Current market pessimism over regulation is fully priced in, and the low valuations of financial stocks provide a margin of safety. Even with earnings declines, buybacks can generate substantial per-share growth. If market sentiment recovers to utility stock levels, potential upside is significant.
  • Beware of the “low volatility” trap: Utility stocks, seen as bond substitutes, have inflated valuations and have become high-risk assets. Investors should not equate low volatility with low risk; instead, they should focus on the relationship between purchase price and intrinsic value.

Theme and Background

This chapter discusses the recent "great reversal" phenomenon in the market: bonds outperforming stocks, and low-growth, high-dividend stocks being sought after as "low-risk" assets. The author argues that investors are mistakenly extrapolating recent trends while ignoring the comparison between price and value, which in turn creates new low-risk, high-return opportunities.

Core Thesis

The author's core investment thesis is: The market is currently mispricing risk. Specifically:

  • Long-term bonds are very risky at current prices, not low-risk.
  • Low-growth, high-dividend stocks are among the riskiest stocks at current prices, not the safest.
  • Investors fleeing traditional "high-risk" assets (such as value stocks) have instead created new low-risk, high-return opportunities for Oakmark.

Counterintuitive judgment: Assets considered "low-risk" by market consensus (long-term bonds, high-dividend stocks) are actually very risky; while assets considered "high-risk" by the market (value stocks held by Oakmark) are actually very low-risk.

Key Arguments and Data

1. Historical Return Reversal: Bonds have historically underperformed stocks but have performed better over the past decade. The author believes this trend is unsustainable.

2. Risk Pricing Mispricing: Investors extrapolate based solely on recent performance without comparing current prices to intrinsic value, making them prone to "buying high and selling low."

3. Oakmark's Stock Selection Criteria: The portfolio invests in three types of stocks—those trading at a significant discount to business value, those with expected growth in business value, and those where management is committed to maximizing long-term per-share value. The author argues that these three criteria inherently reduce risk.

4. Volatility Does Not Equal Risk: The author believes that the portfolio's daily high volatility is merely "annoying" and does not represent real risk of loss.

Companies/Assets Involved

This chapter does not mention specific company names, primarily discussing asset classes and market behavior:

  • S&P 500 Index: Referenced as a market benchmark, but the author emphasizes that the Oakmark portfolio is concentrated in a few stocks, leading to higher volatility.
  • Long-term Bonds: The author is bearish, believing they are very risky at current prices.
  • Low-growth, High-dividend Stocks: The author is bearish, considering them the riskiest stocks at current prices.
  • Oakmark Fund Holdings: The author is bullish, arguing that the portfolio's appeal is as strong as ever and that it has avoided the stocks with the highest risk of loss.

Investment Implications

  • Avoid Chasing Recent Trends: Do not buy bonds or high-dividend stocks simply because they have performed well in the past; instead, compare current prices to intrinsic value.
  • Redefine Risk: Volatility does not equal risk; the real risk is permanent capital loss. Currently shunned value stocks may offer low-risk, high-return opportunities.
  • Adhere to Bottom-Up Value Investing: Amid chaotic macro conditions, focus on individual stocks' discounts, growth potential, and management quality, rather than market sentiment.