A Case Study In Behavioral Finance



Similar documents
July 2012 Commentary. Portfolio Thoughts

Chapter 3.4. Trading Psychology

Five strategies for dealing with difficult markets

Three Investment Risks

Emotions and your money

Investing Practice Questions

22Most Common. Mistakes You Must Avoid When Investing in Stocks! FREE e-book

Six strategies for volatile markets

THE FINANCIAL CRISIS: Is This a REPEAT OF THE 80 S FOR AGRICULTURE? Mike Boehlje and Chris Hurt, Department of Agricultural Economics

Terminology and Scripts: what you say will make a difference in your success

Investing in the Bottoming Process Mike Swanson. We're prepared to do more - The Bernanke. Stock Market Barometer

Chapter 3.3. Trading Psychology

Pursuing a Better Investment Experience

How Does Money Grow Over Time?

Stock-picking strategies

Financial Planning in a Low Interest Rate Environment: The Good, the Bad and the Potentially Ugly

High Yield Bonds in a Rising Rate Environment August 2014

Equity Investing Evolved Manage risk, stay invested

Chapter 3.4. Trading Psychology

Financial Planning Newsletter

Financial Wellness & Education. Understanding mutual funds

The investment world in your own account

RISK PARITY ABSTRACT OVERVIEW

Maximizing Your Equity Allocation

1. Overconfidence {health care discussion at JD s} 2. Biased Judgments. 3. Herding. 4. Loss Aversion

10 STEPS TO A GREAT INVESTMENT PORTFOLIO

DSIP List (Diversified Stock Income Plan)

Chapter Seven STOCK SELECTION

Davy Defensive High Yield Fund from New Ireland

THE RELATIONSHIP BETWEEN MSCI EMERGING MARKETS INDEX, mini MSCI EMERGING MARKETS INDEX FUTURES AND THE ishares MSCI EMERGING MARKETS ETF

What Annuities Can (and Can t) Do for Retirees With proper handling and expectations, annuities are powerful retirement income tools

It s not Like Selling Pots and Pans or is it? A new way of Selling Project Management to Senior Management

Can DC members afford to ignore inflation?

Consolidated Quarterly Report of Baader Bank AG as at

30% 5% of fixed income mutual funds paid capital gains in 2015

Customer Analysis I. Session 3 Marketing Management Prof. Natalie Mizik

Financial Plan for Your 30s

Tips for Avoiding Bad Financial Advice

My brain made me do it How to avoid six common investing mistakes

Financial Advisor Value Proposition Page 2. Financial Advisor Types Page 4. Investment and Financial Planning Careers Page 5

TARGET DATE FUNDS EQUITY EXPOSURE AT TARGET DATE AND BEYOND

Is Gold Worth Its Weight in a Portfolio?

Investing in a 3-D World

Optimizing Rewards and Employee Engagement

Stuart McPhee s Trading Plan Template

Michael J. Huddleston

November Rally. The days before and after Thanksgiving Day, combined, have had only 9 losses in 51 years on the Dow.

MEASUREMENTS OF FAIR VALUE IN ILLIQUID (OR LESS LIQUID) MARKETS

Chapter 3.3. Trading Psychology

FINANCIAL ANALYSIS GUIDE

Prospect Theory Ayelet Gneezy & Nicholas Epley

Click on the below banner to learn about my revolutionary method to trade the forex market:

Why Strategic Bond funds are failing investors

Understanding the 2013 Year-End Distributions Table

FORM Wealth an Independent Firm BY TYSON RAY CFP

Obligation-based Asset Allocation for Public Pension Plans

r a t her t han a s a f e haven

AN INTRODUCTION TO TRADING CURRENCIES

CHAPTER 20: OPTIONS MARKETS: INTRODUCTION

By Ronald A. Sarachan and Daniel J. T. McKenna

Global Financials Update April 13, 2012

CHAPTER 2 ACCOUNTING STATEMENTS, TAXES, AND CASH FLOW

Buy Pitch. Financial Institutions Group (FIG) Darly Bendo, Lynn Hu, Chris Martone, Ray Yang Wednesday, October 30 th, 2013

Market Efficiency and Behavioral Finance. Chapter 12

Solutions Platform & Due Diligence Executing from the foundation of strategic asset allocation

Opportunity in High Yield Bonds

Quality Meets the CEO

Why understanding asset allocation could improve your SMSF returns. By Peter Switzer & Paul Rickard BROUGHT TO YOU BY AMP CAPITAL

Is It Time to Give Up on Active Management?

AUTOMATED CURRENCY TRADING

Keys to prevailing through stock market declines.

Successful value investing: the long term approach

Peer Reviewed. Abstract

Balanced Scorecard: Better Results with Business Analytics

Gundlach The Scariest Indicator in the World

Forex Success Formula. Presents. Secure Your Money

Binary Options Trading Strategy. Professional Binary Trading Manual Strategy

National Small Business Network

Guide to Financial Statements Study Guide

Toto, I ve a feeling we re not in Kansas anymore... Dorothy, Wizard of Oz, 1939

CRITICAL THINKING REASONS FOR BELIEF AND DOUBT (VAUGHN CH. 4)

Global Investment Trends Survey May A study into global investment trends and saver intentions in 2015

Discover What s Possible

Treatment of COD Income by Partnerships

Intro to Forex and Futures

Transcription:

A Case Study In Behavioral Finance We Are All Human Behavioral Finance is a field of study that combines psychology, economics, and finance to offer an explanation for why investors make irrational financial decisions. Our emotions are powerful forces that often override logical conclusions, and this struggle typically leads to suboptimal results. Traditional finance theory assumes all investors to be rational, a highly unrealistic scenario, so it s critical for an investor to have a basic understanding of the emotional traps that exist in markets. Not only will spotting these traps protect your portfolio over the long run, but you will also get better at recognizing when others have become ensnarled, which are some of the best times to seek profit. NOTE: All market participants are prone to emotional forces in their investment making decisions, which is why it s so important to have an investment team consisting of diverse opinions and skillsets. Our Investment Committee is a great example of such a team because we operate as a checks and balances system for portfolio design, buy/sell decisions, and asset allocation. Here are just a few examples of the biases, or traps, that investors must avoid in order to reduce risk: Conservatism Bias: Maintaining a prior forecast by inadequately incorporating new information. An example would be an investor that is so sure of his reason to buy a stock that he then completely disregards new information that contradicts or even disproves his thesis.

Confirmation Bias: Looking for data that only confirm a belief and ignoring the data that contradict or even disprove this belief. Human nature tends to put more weight on what we believe versus what we do not. Loss Aversion Bias: When an investor strongly prefers avoiding losses as opposed to achieving gains. This behavior is the primary reason why so many investors will hold their losers even if an investment has little or no chance of going back up. Self Control Bias: When one fails to act in the best interest of long-term goals due to a lack of self discipline. For example, an individual who spends money now instead of saving for retirement. This bias will often cause an investor to take on too much risk for the satisfaction of short-term returns vs. lower risk to achieving the long-term goal of financial freedom. These biases explain some of the greatest market euphoria (dot-com boom) and bubble bursts (financial crisis) in recorded history. They have existed for thousands of years and they will exist for thousands more to come. Can Portugal Really Cause a Correction? Worries over the financial health of a Portuguese bank spooked global markets on Thursday, sending global markets down including the S&P 500. The catalyst for the concern stemmed from a missed payment on short-term debt issued by the country s second largest lender, which then sparked fears over a possible contagion in the European financial sector.

The Investment Committee struggles to see how a single bank in Portugal can cause billions of dollars in equity value to simply disappear. To explain why, let s first look at the charts below which offer a visual representation of just how irrelevant Portugal is to the global economy:

Portugal accounts for 0.14% of the global market, which is roughly 1/10 th the size of Italy. Furthermore, this chart represents the entire economy of Portugal so imagine the impact of one bank here is to the overall global economy (keep in mind that this bank did not fail or go out of business). Furthermore, fears over contagion appear to be extremely low given that the rest of Europe is far more financially secure than Portugal, and the European Central Bank (ECB) has explicitly stated that they will not allow the Eurozone to fail. Despite this evidence and the positive U.S. economic data released over the last two weeks, investors panicked and sold stocks here because many feared over the beginning of a broad correction in U.S. equities. NOTE: A correction is defined as a 10% or greater decline in an equity index. Currently we have not experienced a correction in the S&P 500 since 2011, and many market pundits have spent the last six months predicting a correction solely because one has not happened in a longer than normal time period. This panic selling in the S&P 500 is a classic example of confirmation bias. In the face of a rising economy, an unemployment rate not seen this low since before the financial crisis, and robust consumption from consumers and businesses alike, the bears simply scoured the headlines until they found data that could loosely support their theory. Implications for Investors Here s where behavioral finance can be frustrating and profitable at the same time. Although the data show that Portugal is practically irrelevant, we still admit that it could ignite a correction. Timing these events is impossible and there s been so much media time dedicated to the subject that we could very well talk ourselves into one as bears point to anything even remotely supportive of a selloff. This is the part that can be frustrating because corrections are not always rational. However, the Investment Committee enjoys nothing more than to profit from the fear and panic of others, and we welcome any major market correction due to concerns over a single missed payment at a bank that continues to operate in a country that comprises 0.14% of the global economy. This is the part where behavioral finance can be profitable!

The bottom line is that we may not be able to predict emotionally driven corrections, but we do stand to profit when they occur because our team is highly skilled at recognizing when these biases are driving irrational behavior in markets. This commentary is not intended as investment advice or an investment recommendation. It is solely the opinion of our investment managers at the time of writing. Nothing in the commentary should be construed as a solicitation to buy or sell securities. Past performance is no indication of future performance. Liquid securities, such as those held within DIAS portfolios, can fall in value. Global Financial Private Capital is an SEC Registered Investment Adviser.