(Makor) Yahoo (YHOO US) - It only took one week…

Special Situations: Yahoo (YHOO US)

It only took one week…

YHOO US: US$ 40.80

September 29, 2014

It only took one week to see a Yahoo shareholder becoming a vocal activist.  While we disagree with Starboard Value’s idea (get Yahoo to buy AOL to achieve synergies), it just highlights the value in the stock and we re-iterate our buy recommendation on Yahoo.  Moreover, we note that Alibaba can be shorted (stock borrowing costs around 8-10%) and that options started to trade today.  It is therefore possible to hedge the stake in Alibaba (about 1 baba for 2 yhoo).  One alternative recommended strategy would be to go long Yahoo and sell out of the money calls on Alibaba.  For example Dec 100 calls can be sold for around $3.00 as of this writing.  In other words, one could essentially collect the call premium, and only be effectively short BABA from 103 upward, or 15% higher than now. However, if Yahoo’s discount was to remain constant at the current level of 30-32%, the shares would need to rise to $44 or 7.5%. This does not take into account the fact that we believe that Yahoo’s discount should contract south of 20%.

FULL REPORT ATTACHED