Friday, December 21, 2007

Energy stocks ready for another upleg?

LT Uptrend + Breakout + Neutral Sentiment = Bullish

Energy stocks may be ready for another upleg for three reasons.

Long term uptrend: the first chart shows the relative ratio of XLE (Energy Select SPDR ETF) to SPY (S&P 500 SPDR ETF). As you can see the Energy sector has been in a long term relative uptrend against the market, as defined by the S&P 500. As oil prices approached $100 and pulled back, so did the Energy relative to the market.

Relative strength breakout: the sector broke out to an all-time relative high against the S&P 500 in mid-December.



Neutral mutual fund sentiment: Using the technique shown in the sidebar (titled Reverse Engineering a Manager's Macro Exposure) I imputed the average Energy sector exposure of 22 US large cap blend equity mutual funds. These 22 funds can be thought of as a composite of the S&P 500-like mandate funds from the largest mutual fund complexes. As you can see from the chart, mutual funds moved from a significant overweight to a neutral/underweight position in the Energy sector.

In future posts I will highlight other divergences and opportunities within the Energy space.

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