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

Domestic equity inflows for 1998 lag last year’s levels, but still very strong...However, bond and money market fund flows YTD are significantly ahead of1997’s pace.

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After weighing the pluses and minuses, it still looks like big cap leadership to us...small caps lacking sponsorship and liquidity at this point.

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On a year to date basis, the entire bounce universe is up almost 13%, outperforming the S&P 500 (+8.1%). Maybe there was a bounce this year, but it really seems that Tech stocks were the driver.

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Steve’s thoughts on 1998 Stock Market Leadership, Volatility, Japan, Gold and Inflation.

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In last month's publication, it was noted that the Unconventional Asset Allocation Portfolio was establishing a 3% position in gold stocks.

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Back in November 1997, the bottom fishing expedition began in the devastated Asian markets.

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Net inflows into equity funds lagged somewhat behind last January. We estimate U.S. focus equity funds experienced still strong net inflows of $17 billion, but foreign focus net inflows may have been less than $1 billion (net redemptions in the first few weeks).

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Each February, this publication, sometimes with help from our readers, constructs a series of "Fearless Forecasts".

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It was a shaky 1998 start, but the U.S. equity markets got it together after the big hit on January 9th (-3%).

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We did not employ nor endorse this tactical strategy in late 1997.

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In January, the S&P 500, on a close to close basis moved up 1% or more on four trading days and down 1% or more on two trading days and down 1% or more on two trading days (January 9 was down 2.97%).

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Jim Floyd maintains a continuing earnings momentum monitor for a universe of 3000 stocks, breatking the universe down into tiers based on market capitalization.

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Over and over we hear and read that today’s mutual fund investors are different. They are truly long term investors saving for retirement.

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This publication has chosen not to employ this late 1997-early 1998 tactical trading strategy.

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The following table compares the performance of the Russell 2000 Index since its inception in 1979 with the S&P 500.

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Each January, this publication has presented a look back at the prior year’s best and worst industry groups and institutional stocks.

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Regardless of conflicting trends being reported in December by AMG and Trim Tabs, our studies conclude that December net inflows into U.S. focus funds (not foreign funds) exceeded December 1996.

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The new year has started with a disappointing thud rather than the liquidity induced bang expected by the consensus.

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Some emerging markets continued to submerge in December, others stabilized and a few rallied.

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1998...Will "New Era" deflate?  Thermal pollution time...Steve Leuthold offers his 1998 views on U.S. stock market, interest rates, economy, etc.  Also a review of 1997's prognostications.

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