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Analysts missed the downturn, are they getting it right now? Why it matters

If you've ever distrusted the earnings estimates of stock market analysts, it looks like you've had good reason to be skeptical.

The following chart shows an interesting pattern. At the top left, we see global stock prices plunging roughly three months before earnings estimates began to come down. Doesn't inspire confidence in analyst opinions, does it?

Global Earnings Momentum
Now take a closer look at the lower right hand corner of chart. Here we see prices and estimates playing out the same way, only in reverse. In other words, prices are heading up and analysts are only now, three months after the trough in prices, beginning to raise earnings estimates.

How to play it --

Citigroup has looked at global estimates divided them into two buckets: developed world and emerging world. You can see the results in this next chart:

12-Month Forward EPS

It is clear that analyst expectations for emerging market stocks are much rosier than their expectations for stocks in developed economies.

Conclusion --

Stock prices are leading analyst estimates again, this time in a positive direction.

The charts above show that earnings estimates, in aggregate, provide something like a smoothing function to underlying price action. Estimates lag prices by roughly three months and don't exhibit as much volatility as prices. This interaction of prices and estimates does seem to mark turning points in the stock market.

Worried that you've already missed a big part of the rally? Then go where the expected earnings momentum is highest: emerging markets. There's still time to go out and buy an emerging market ETF . Here is a quick list to get you started:
  • iShares MSCI Emerging Markets Index Fund (EEM)
  • PowerShares FTSE RAFI Emerging Markets Portfolio (PXH)
  • SPDR S&P Emerging Markets ETF (GMM)
  • Vanguard Emerging Markets ETF (VWO)
  • ProShares Ultra MSCI Emerging Markets (EET)

Sources: this post is based on an article in Toronto's Globe and Mail.

Disclosure: no positions

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