September 10, 2020

If you think that the September market rout is all about Technology, think again.

We haven't seen a multi-day beat-down like this since February-March, when the market sank 34% in a little over one month. That drop has the ignominious distinction of being the fastest bear market in history (with the exception of October 19th, 1987, which was a one-day crash of epic proportions, and has never been seen before or since). 

Are we headed down a similar path in September-October? Maybe, but circumstances have changed dramatically since Covid and lockdowns arrived on the scene.

The September rout is all about Energy

Here is the list of the 25 stocks that got hit the hardest today, September 10. 2020. Take a close look at the sectors. Today's decline was led by Energy companies - not Tech.

9-10 worst performing stocks

The worst performing 7 names were from the Energy sector, and 9 of the 10 worst performers are Energy names. 16 of the 25 worst performers today were Energy names. How did Tech do?

Only two Tech names - NTAP and CTXS made the sh*t list. And lest you think that one day does not a trend make, here's the list from the last three days, using ETFs.

9-10 worst performing etfs

Notice that Energy is the worst performing ETF over the past three days. Financials are second worst, and Tech is 3rd. Energy is more than twice as bad as Financials and Tech.

Possible explanations for the drop in Energy stocks

  • Demand for energy is low and getting lower as summer ends
  • Most of the Energy names on these lists are carbon-based.
  • Clean Energy is the wave of the future.
  • Natural Gas prices crested on August 27th and have since been in decline.
  • Crude oil prices topped out at about the same time.
  • Offshore rig counts were rising but have since begun to decline again.

Will the intrepid dip-buyers return to save the day?

The chart below shows that the intrepid dip-buyers have only allowed three declines of 5% or greater since the recent bottom in March 2020. Will they show up once again? They tried and failed on 9/9/20. 

But don't underestimate the dip-buyers. Mostly retail types, they have been in control of this market since March 23rd. They have the Powell Fed on their side. And there seems to be no limit to the amount of risk they are willing to take, including options and leverage. 

5% market dips 2020

Probabilities for what comes next

I do a lot of work with probabilities. Here are a few observations I've made, based on today's decline and the historical record of what has happened after similar events. I use Bayesian conditional probabilities to arrive at these numbers.

There is a...

  • 66% chance tomorrow will be an up day.
  • 79% chance the market will be 10% lower than where it closed today, sometime in the next 3 months.
  • 71% chance it will be 15% lower within the next 6 months.
  • 28% chance it will be 15% higher than today at the end of the next 12 months.

As Benjamin Graham said, “In the short run, the market is a voting machine but in the long run, it is a weighing machine.” Since the recent bottom on March 23rd, investors have been voting for a speedy recovery and a return to normal. Today's action marks the beginning of the weighing machine market. 

About the author 

Erik Conley

Former head of equity trading, Northern Trust Bank, Chicago. Teacher, trainer, mentor, market historian, and perpetual student of all things related to the stock market and excellence in investing.

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