Efficiency: Part 2

I had a classmate in my MBA program who left his job as an equity analyst to come back to college to get an MBA. The longer-term goal was to use the MBA to help get an even better job doing the same thing or, ideally to get his old boss’ job. His specific role in his firm before coming back to school was to know everything there was to know about the toy industry in the United States. At that time, there were roughly 8 publicly traded companies in the US that focused on producing toys, and fully understanding this set of companies and all of those that supplied them, and resold their wares took him around 80 hours per week.

He knew everything there was to know about each of these companies. He knew their product development pipeline, their contract manufacturers in China and elsewhere. He knew all about their cash flows, income statements, profit and loss, balance sheets, etc. He knew the duration and amounts of every element of debt the companies owed. He knew details about the cash on hand and all cash flows over the past 10 years. He knew all about their capital assets like property, plants, and equipment. He knew all about their accounts receivable. He knew about any securities that the firm held. He knew the details about how they calculated inventory levels, such as when inventory was recorded as received, whether they used a FIFO or LIFO method and so on. He knew all about the major shareholders, how many shares management held in the company, and when these levels changed. In each product category he knew what the competing products were, what the market share of each product was, its profit margins, quality issues, delivery lead times, etc. I could go on and on here, but the point is that he knew more about these 8 companies than you are ever likely to know about any company on earth. He also was well versed in the financial data for the stores, vendors, and web sites that sold the products, as well as the companies that supplied the raw materials.

What does one do with such knowledge? He created reports to characterize each stock. It could be a “BUY” meaning that you should expect to make money on the stock if you buy it today. It could be a “HOLD” meaning that if you already have it, that’s fine, but you shouldn’t be looking to acquire more right now. It could even be a “SELL” (pretty rare) meaning you should dump this junk today.

He also provided input to higher ranking members in the organization who were the resident experts in Retailing, Consumer Goods, Household Discretionary items, Children’s products, and so on. These folks, in turn, served on committees to advise mutual fund managers. The fund managers then made decisions about what to buy and sell and they turned over about 75% of each fund annually, meaning that they sold and replaced about 3/4 of what was in each fund in a given year. In fact, he was one of a veritable army of analysts producing reports, providing input, and supporting the big decision makers. The firm had roughly 1,000 of these folks, all working as hard as humanly possible to know everything there was to know about what stocks to buy and sell.

His day could start about 6 AM, as he processed information from overseas markets and prepared info for meetings that would start taking place by 9 AM. He tracked price movements, any news that could come out, any SEC filings or press releases that one of the companies might issue. On most days he skipped lunch to meet some deadline. He took a break about 6 PM to go to a gym and to eat. His gym and frequent restaurants were the same spaces that analysts from dozens of other firms used. These folks worked out together, ate together, drank together, partied together day in and day out. They shared information with each other that you and I are NEVER going to hear. They live in a world that is foreign to you and I focused on knowing more about buying and selling securities than we could ever imagine.

Virtually every one of these people were at the top of their class in college. Those that got into this industry and couldn’t handle the workload quickly dropped out. They had the best office space in New York. They had the best equipment, best sources of information, best training, and were supremely motivated to do this well. If they succeeded in their jobs and moved up they would become millionaires before the age of 30. They are younger than you, have more time than you, have more energy than you, have better training than you, have stronger incentives than you, and to be brutally honest, most of them are smarter than you.

When a fund manager makes a decision to buy a particular stock, it is the result of thousands of the best and the brightest working 80 hours per week for the last 6 weeks to collectively lead to that decision.

What’s the point behind this discussion? Well I have 2. First, capital markets may not be perfectly efficient because information is hard to find and it takes time to process it. But this army of workers suggests that this market is as close to efficient as the world has ever seen. Second, the average amateur investor might spend 8 hours per week to do similar work, and as a result has no realistic chance to do it better.

STOP IT! You can’t possibly compete against this army. You lack the time, energy, experience, support, funding, equipment, training, inside information, and focus. You have a life – when they don’t.

Fortunately, there’s a much better reason to stop this nonsense if you are doing it already. IT DOESN’T WORK. What do I mean by that. Ask yourself – what is a stock market? It is a collection of buyers and sellers, trading shares using both physical and digital means. It is dominated by big-money traders: mutual funds, pension funds, endowment funds, sovereign funds, etc. It is also a closed system in that for every buyer there has to be a seller. That fact ensures that the average return among these folks WILL BE EXACTLY THE SAME AS THE AVERAGE RETURN OF THE MARKET. Half of them will beat the market this year, and half of them will do worse – by construction. There is no way around this unless some third party it willing to give them money to do it. That’s where you come in. They don’t make money because they consistently beat the market. They make money because they get it from you. Fees that you pay is what makes them rich. If you want to be rich – don’t pay them.

But let’s take this one final step. If you do decide to pay them for this insight – how much will they charge you? There is no big drama here. They will charge you as much as you are willing to pay. How much will yo pay someone to beat the market by 1% per year? Whatever that amount is, I can assure you that someone else will pay just a little more – at least up to 1%. Capital markets may not be perfectly efficient, but this labor market is efficient to charge you roughly what information is worth. At the end of the day this means that even if you could pick the right money manager, he will charge you a fair price for what he delivers and the gain, net of those fees will be the same as the broader market delivers for free.

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