July Market Story – Interdependece Day

by Andrew Yakovlev on 5/07/2011

This is a first post tracking my approach to daily  market analysis.

The market has a had a low-volume week-long rally, from what I get a sense of this is a relief rally following progress in the negotiation of the Greek debt crisis. There might also be a mix-in from the light at the end of the tunnel in the debt ceiling negotiations. I’ve been out of the country for two weeks and not following the markets, so this is just from information that drifted my way. Read the rest of this article »

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Synopsys, Inc. (SNPS) Analysis

by Andrew Yakovlev on 6/06/2011

This is a research thesis I wrote for the Capitalist Collective analyst competition.

EXECUTIVE SUMMARY

Synopsys is a long term idea with a possible option play (either IP or acquisition). It’s a steady cash flow business with no debt. The Company is a market leader in its core competency (EDA), has impressive industry ecosystem penetration, and is adjusting its business model to branch out into IP. The move puts it in competition with ARM and Intel. The Company leads its peers in operational efficiency and has low valuation ratios, making it undervalued. In a rough DCF scenario the Company comes in undervalued by 50%. Synopsys’ market cap of $4B is an interesting match to Intel’s $4.1B of balance sheet cash. Read the rest of this article »

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Corporate Disclosure Term Paper

by Andrew Yakovlev on 6/06/2011

“Equity is not an asset. It’s a fine sliver of hope between assets and liabilities.” – Anonymous

1. Introduction

The issue of corporate disclosure is a dynamic one. Markets evolve through technology, economic theory, macro economic environment, legislature, and other elements. In fact, markets seen as signifiers of human economic enterprise, are the most dynamic systems observable to man and the pace of globalization has only sped up their progress and made them more volatile. In this system, corporate disclosure plays several major roles. At face value corporate disclosure is an issue of trust and the requirements for it serve the role of market protection. In fact, the original spirit behind the Act of 1934 was to protect the retail investors, the outsiders, by giving them access to insider financial and other material information (Shefrin and Statman, 1993). The laws have been tweaked with time, such as the recommendations of the Brady Commission following the 1987 crash (that echoed 1929), the introduction of Regulation Fair Disclosure (Regulation FD) by the SEC in 2000, and the Sarbanes-Oxley Act of 2002. One can argue though, that the ‘consumer’ protection and market integrity aspects of the requirements are cosmetic to a degree, bubbles haven’t been prevented, retail (unsophisticated) investors, as demonstrated by the events of 2008, are not considerably safer than they were before. The true economic function, and the reason that companies commit to disclosure, is the significant reduction in agency costs (Stulz, 2009). The regulations allow for a more efficient investment of capital for financial institutions, whether through equity purchase and especially through debenture allocation. The standardization of the reports, the presence of an enforcing agency, as well as that of ex ante and ex post controls, create an environment of trust that lowers risk, as well as lowering the need to individually negotiate capital allocation between the players (Leuz, 2010). Corporate disclosure requirements actually protect the sophisticated investor, and the enforcement of these laws gives companies a lower cost of capital. Information generation and acquisition costs are further lowered through the requirement for standardization.

The paper is broken down into three sections. Section 1 discusses the history of corporate disclosure regulation in United States, starting with the Securities Exchange Act of 1934, and the consequent toughening of these requirements by Regulation FD and Sarbanes-Oxley. Section 2 looks at current trends that put mandatory disclosure rules under debate. In particular, the paper looks at the arguments under Portfolio Theory, Efficient Market Hypothesis, and the impacts of High Frequency Trading (HFT). The section also discusses the reverting trend towards financial intermediation, with institutional investors now accounting for 70% of market wealth. Section 3 addresses the impact of Globalization (which allows for ‘regulatory shopping’), the coming international adoption of International Financial Reporting Standards (IFRS), liberalization of financial markets, as well as the results of SEC Rule 12h-6 which allows for the voluntary deregistration (not delistining) by foreign firms on American exchanges. Read the rest of this article »

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