An Arithmetic mystery - need help

This has had me puzzled for the last few years. But I was a bit hesitant in asking for help. But no more.

The WSJ has daily levels of the S&P 500 Index. Along with its dividend yield, trailing P/E and P/E estimate. In the interest of space and time, I will provide the levels and trailing P/E for March 2 4 5 6 7 of 2015

Date. S&P 500 level. Trailing P/E
2. 2104. 18.95
4 2108. 18.95
5. 2099. 18.95
6. 2101. 18.95
7. 2071. 20.5

Any supporting equations to explain the apparent inconsistencies will he highly appreciated.

Re: An Arithmetic mystery - need help

why dont you like 3 and 6?

Re: An Arithmetic mystery - need help

Where r you getting data for March 3. I did tot even provide it.

Is this new math. Or fuzzy math.

Re: An Arithmetic mystery - need help

no.
There is no 3 or 6 in data you posted.

Re: An Arithmetic mystery - need help

There is data for March 6.

Focus, Monk. Focus.

Re: An Arithmetic mystery - need help

My colleagues suggested you may be asking why no data for March 3 was presented. I just didn’t have March 3 paper handy.

Now help me with the conundrum.

Re: An Arithmetic mystery - need help

level = 100*Trailing P/E + Sum of speculation

Re: An Arithmetic mystery - need help

Nice touch throwing in a fudge factor to fit data.

Re: An Arithmetic mystery - need help

What’s the inconsistency here?

Re: An Arithmetic mystery - need help

The price is changinv, but p to trailing e is contact at 18.95 for March 2 4 5.6. Then price goes.down by 1.5 pct.tp 2070..but p to e jumps to 20.5.

The only explanation is for March 2 4.5.6.the E is changing s.t p to e is unchanged to two decimal.places..and for March 7 the earnings decreased significantly (1.05times 1.075 I think).to have HIGHER p to e.when p dropped.

Re: An Arithmetic mystery - need help

Does it always happen like this (PE decreasing while index level increases)? Also if it happens only on a Friday?

The only explanation I can think of is that they account for earnings announcements of several companies during the week on Fridays (March 6), with a majority of them declaring lower earnings than previous years.

Re: An Arithmetic mystery - need help

Good point. I did consider that. But how does it account for p to e being exactly 18.95 for the other 4 days. Even though prices moved all over the place. I suspect wsj does not change p to e during week regardless of what it actually is. And updates it on Saturday for next week.

Re: An Arithmetic mystery - need help

^ Possible. Adjusting PE ratio daily is not really informative anyways.

Re: An Arithmetic mystery - need help

I agree. Just that if they are giving daily data, they should state the p to e is strictly based on ending p to e for last week.

The other thing that irks me is - and this happens quite a few times - the trailing p to e would show up as say 19.5 in this usual place. And in the same section there will be an article that states the market at a trailing p to e of 17 does not appear expensive.

Just like that.

Re: An Arithmetic mystery - need help

In this instance, for the data provided, price dropped 1.5 pct. P to e increased 7.75 pct! So if my arithmetic is not too far off - Monk will verify I hope, if only he can focus- the trailing earnings decreased by 1.015x1.0775 or by 7.85 pct. Possible.

The Mkt at 2070 appears more expensive than at 2100. WSJ should provide simple splanation in footnote to data table.

Re: An Arithmetic mystery - need help

Different definition of ‘earnings’? Some analysts use GAAP earnings and some use street earnings.

Re: An Arithmetic mystery - need help

Yes. That is possible. But you will note that the articles always use the earnings that decrease P to E. So non GAAP I suppose.

So the data table in footnote should specify what type earning it uses for trailing 12 months and ditto the article. In fact, it is irresponsible to provide p to e that makes the case the market is not expensive when GAAP p to e could be 10 pct higher.

Re: An Arithmetic mystery - need help

I don’t follow US financial press, but most of the websites do state what ‘earnings’ are used.

How does that make case for fair value, though?

Re: An Arithmetic mystery - need help

The article uses the “lower” p to e to make the case that market is not expensive. The use of “fair value” was just my interpretation of what they mean as not expensive. I will edit previous post.

Re: An Arithmetic mystery - need help

Why is market-wide pe ratio used so much? For me, it doesn’t make much sense (unless you adjust it for historical long term fluctuations).