A Surprisingly Strong Retail Sales Report For July

If July is supposed to be the tipping point, when the business cycle succumbs to gravity, it’s not obvious in today’s update on retail sales. Spending rebounded strongly last month, the U.S. Census Bureau reports. The advance estimate of U.S. retail and food services sales for July, seasonally adjusted, popped 0.8%. That’s the highest monthly gain since February’s 1% surge. Economists generally were projecting a gain of roughly 0.3%, Bloomberg notes.

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Book Bits | 8.11.2012

The Clash of the Cultures: Investment vs. Speculation
By John Bogle
Excerpt via publisher, Wiley
When I entered this business in 1951, right out of college, annual turnover of U.S. stocks was about 15 percent. Over the next 15 years, turnover averaged about 35 percent. By the late 1990s, it had gradually increased to the 100 percent range, and hit 150 percent in 2005. In 2008, stock turnover soared to the remarkable level of 280 percent, declining modestly to 250 percent in 2011.
Think for a moment about the numbers that create these rates. When I came into this field 60 years ago, stock-trading volumes averaged about 2 million shares per day. In recent years, we have traded about 8.5 billion shares of stock daily—4,250 times as many. Annualized, the
total comes to more than 2 trillion shares—in dollar terms, I estimate the trading to be worth some $33 trillion. That figure, in turn, is 220 percent of the $15 trillion market capitalization of U.S. stocks.

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Research Review | 8.10.2012 | Portfolio Strategy

Dynamic Portfolio Choice
Andrew Ang (Columbia Business School) | July 2012
The foundation for a long-term investment strategy is rebalancing to fixed asset class positions, which are determined in a one-period portfolio choice problem where the asset weights reflect the investor’s attitude toward risk. Rebalancing is a counter-cyclical strategy that has worked well even during the Great Depression in the 1930s and during the Lost Decade of the 2000s. Rebalancing goes against investors’ behavioral tendencies and is also a short volatility strategy. When there are liabilities and asset returns vary over time, the long-term investor’s optimal portfolio consists of (i) a liability-hedging portfolio, (ii) a market (or myopic demand) portfolio that reflects optimal short-run asset positions, and (iii) an opportunistic (or long-term hedging demand) portfolio that allows a long-run investor to take advantage of changing investment returns.

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Beware Of Drama In Your Daily Dose Of Investment Advice

What’s the biggest challenge for investors these days? Macroeconomic risk? The threat of war in the Middle East? Slow economic growth? A collapsing euro? One can argue that the explosion of information and advice (much of contradictory) is the number-one hazard for thinking clearly and designing a portfolio that will succeed over the medium- and long-term horizons. What’s the antidote to the noise that permeates our digital world? It starts by considering the major asset classes and a benchmark of these betas, such as the Global Markets Index that’s routinely updated on these pages.

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