Value gaps within Europe – biggest in World
We also show some cheap and expensive stocks within European sectors
Investors dislike Value: pushing European Value Gap back to Tech Bubble High
It may not feel like a great time for value, but we wanted to highlight that the pay-back for buying European value is back to its 16-year high. Widening value gaps suggests lack of trust. These gaps open up within sectors when investors desperately crowd around the BEST stocks per sector and drop the rest. We’ve been asked if Europe's Gap is unique? While the Developed World Gap is almost as big, it is driven by firstly Europe, then Japan and finally EM. Why do we care? If there is any unexpected 'good news', history suggests that the Value pay-back from here is +20% over the next 6, 9 and 12m
Europe's gap biggest in World - US & UK fall to half of their 2000 peaks
The US: it was a haven away from Europe's woes. Since May 2007, US beat European equities by 60% pushing its value gap to half its 2000 peak (Figure 2). Plus, on Price to Book Europe vs the US has not been this cheap at any point in the euro crisis. The UK: even after a Leave Vote, the UK's valuation dispersion fell and PE rose to 16x (a post 2000 high). Plus, the valuation discount between the Estoxx 50 and FTSE100 is also
bigger today than at any point in the crisis.
Are we naïve to be looking at European Value now? Tactical swings happen
We are not saying European equities are without risk (profit & political risk spring to mind). But we are saying that today style gaps look priced for things to be as bad or worse than the darkest days of the crisis. Could crowding around Safety also be a risk?
We look for value: for tactical swings and/or long run investing
We suggest taking some profits and nibbling on Europe relative to the US, Estoxx 50 relative to FTSE100 and to look for left-behind value stocks within European sectors. If hesitant, perhaps start with left-behind stocks within the more defensive sectors. See sectors with widest dispersion gaps – 15 are wider than in March 2009 (page 3). See
also cheap vs expensive stocks within European sectors