Thematic | Contrarian Investing
India Strategy
Contrarian Investing – Quarterly Update
Please refer our report dated
June 2017
A review of our contrarian investment strategies
Our thematic strategy note on
Contrarian Investing,
published in June 2017 gives a
detailed account of the subject matter. In this note, we have reviewed the
performance of our strategies. Also, since we use quarterly rebalancing to test our
hypothesis, we have run the updated quintiles as on March 31, 2018 and present
our key findings along with our top contrarian bets.
Key takeaways from 4QFY18 quintiles
Please refer our report dated
January 2018
Our analysis suggested that, over a longer term, neutral to moderately popular
stocks deliver significant outperformance, even bettering the performance of
the most popular stocks.
In this quarter, neutral to moderately popular stocks as
well as the most popular stocks failed to beat the benchmark. The least popular
stocks delivered the worst return, followed by the popular quintiles. The neutral
to moderately popular stocks delivered the second best return.
Our findings proved that, over the long term, out-of-favor low P/E stocks deliver
disproportionate returns, significantly beating the benchmark. In contrast, the
performance of high P/E stocks is dismal.
In this quarter, both Q1 (high P/E) and
Q5 (low P/E) stocks failed to beat the BSE100 benchmark, whereas Quintile-4
(second lowest P/E stocks) performed the best.
Similarly, out-of-favor low P/CF stocks deliver disproportionate returns,
significantly beating the benchmark. In contrast, the performance of high P/CF
stocks is dismal.
In this quarter, low P/CF stocks delivered the worst returns,
whereas the high P/CF quintile delivered the third highest returns.
We also note that in some sub-themes, the returns from a quintile deviate from
the long-term pattern highlighted in our initial detailed note. However, this is in
line with the trends observed even in the long-term study – where returns can
deviate for a quarter there but over a long period, the hypothesis is proven
right. For example, in the Popularity theme, instead of Quintile-4, Quintile-3 has
delivered the best returns in 4QFY18. Quintile-3 is the second worst performing
quintile over the last decade.
Best delta: Consensus change from net sell to net buy
As a part of our analysis, we
have divided BSE100 in 5
groups of 20 – Quintile-1
(Q1), Quintile-2 (Q2),
Quintile-3 (Q3), Quintile-4
(Q4) and Quintile-5 (Q5),
respectively, with Q1 being
composed of the most
popular stocks and so on
Our findings suggested that a simple strategy of investing in stocks for which
analyst consensus has changed from “net sell to net buy” with a holding period
of one year has delivered 22.3% annual returns over the last 10 years.
Net Sell to Net Buy stocks for 4QFY18: The only stock that satisfies this criterion
is
TCS.
Exit from list: Biocon
has exited from our list after completing 12 months. It
entered the “net sell to net buy” stocks in January 2017 and delivered 82.5%
return in a year, significantly beating the Nifty (28.8%).
Gautam Duggad – Research analyst
(Gautam.Duggad@MotilalOswal.com); +91 22 3982 5404
Bharat Arora – Research analyst
(Bharat.Arora@MotilalOswal.com); +91 22 3982 5410
Investors are advised to refer through important disclosures made at the last page of the Research Report.
11 April 2018
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Motilal Oswal research is available on www.motilaloswal.com/Institutional-Equities, Bloomberg, Thomson Reuters, Factset and S&P Capital.