Inside The Stock Market ...trends, cross-currents, and outlook

The trauma of losing Big. Large Investment losses can have a dramatic psychological impact on some individuals. Defined contributions plans…A stock market time bomb?

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The latest reading is now below historical selling extremes.

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What happened to the markets in July?..…No obvious major factor for decline. The daily stock market chart of July 1999 is close to a carbon copy of July 1998. Will history repeat itself in August? Let’s hope not.

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Since 1990, the number of listed stocks on the NYSE has increased by almost 90%. This surge in the number of listings can have a significant impact on a great many tools of the technician’s trade.

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Advise clients mandated to be fully invested to move assets away from Large Cap institutional favorites and into Mid/Small cap names.

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Despite proclamation of a “neutral” bias toward future interest rate shifts, expect the Fed to raise short rates at least 25 basis points more.

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Just as many plan sponsors throw in the towel, active managers pull a great quarter out of their collective hat. What's in store for the second half of 1999?

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Early on, it appeared that June was destined to be one of the less memorable months in terms of U.S. equity fund inflows. But big net inflows came in during the final five days of the month, making June much more memorable to fund flow watchers.

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Cash acquisitions are shrinking U.S. equity base at a faster pace than ever before…$135 billion in the first half of 1999, a record so far, with no signs of a slowdown.

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The latest reading has broken back above this extreme net selling line.

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Volatility in 1999 remains high after eight of 22 trading days in June (36%) ended with up or down moves of 1% or greater in the S&P 500.

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1999 YTD cash acquisition factor nearly $100 billion, far exceeding YTD totals for the last four years.

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With margin debt soaring, it’s past time for the Fed to boost margin requirements. Charlie Maxwell offers unique insights on the oil patch. Rapidly deteriorating U.S./China relationship could have severe implications.

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The latest reading has broken back above this extreme net selling line.

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The S&P 500 eased 2.5% in May, while measures of smaller cap stocks edged up 1% to 2%. Major Trend Index has shifted to negative status. Dow Jones 40,000?

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Market volatility was the likely culprit for equity fund disenchantment in May, as net inflows into U.S. focus equity funds for the month were less than half of April’s record breaking $26.1 billion. Main Street Confidence: The critical market factor…..what are some potential confidence destroyers?

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Volatility is on the rise again.

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April net inflows into U.S. focus equity funds estimated at $23 billion, up from $15 billion in March. YTD equity fund cash flows still 25% below 1998 levels.

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1999 YTD cash acquisition factor nearly $82 billion, over 2 ½ times totals for the last four years.

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The Russell 2000 currently has an upside warp because of its Internet stock components. Many of these issues are now too big for this small cap measure, but remain in the index until the annual Russell rebalancing on May 31.

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