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What’s Wrong with P/E Ratio - Ricky Yeo

Tan KW
Publish date: Wed, 12 Sep 2018, 09:43 AM
Tan KW
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Good.

Price to Earnings ratio is the most widely used tool to gauge the attractiveness of a stock. But it is important to know the limitation of PE ratio so we don’t fall for the “everything looks like a nail to a man with a hammer” illusion. Here are a few things to understand.

Confuse between “most low P/E stocks are cheap” and “most cheap stocks have low P/E”

A classic misconception is we assume low PE stocks are generally cheap. Just as “most rich people are Asians” is not the same as “most Asians are rich people”, most cheap stocks have low PE simply means out of all the stocks that are truly cheap, a majority of them have a low PE, while the rest are in high PE. It is different from saying most low PE stocks are cheap because stocks that are cheap and have low PE might be 10 out of every 100 low PE stocks. This confusion causes us to overestimate our chance of finding cheap stocks in the low PE universe.

Blue: What we think is cheap; Turquoise: The reality of what is cheap.

PE is relative, not absolute

When we talk about a stock is cheap, or expensive, it is a comparison between the PE (or share price) and the value of the business. Just as knowing that I run 5km has little meaning without knowing how long it took me to complete it, a stock with a P/E of 5 or 8 has little meaning by itself without knowing how much future value the business can potentially generate. The two drivers that determine the value of a business are the capital return and growth rate. In Exhibit 6, Michael Mauboussin shows how 3 companies with different growth rate and incremental return can command the same PE. As an example, a company can be cheap at PE 30 if it can generate $20 on a $100 dollar capital (high capital return) for a long time (high growth) while another company that fails to cover its cost of capital can be too expensive even at a PE of 5!

Growth can be bad

Lionel Robbins, a British economist, describe economics as “the study of the use of scarce resources which have alternative uses.” All businesses have an invisible cost imposed on them due to the scarcity of resources. Think of this cost as the minimum amount a company must earn to compensate for the risk of running the business. This the cost of capital or opportunity cost. This cost is affected by interest rates, but as a rule of thumb, an 8-10% return on capital is a good benchmark. So if you have a business that generates 5% return on capital every year, you would rather sell the business and allocate the capital for alternative uses that either generate a similar return at a way lower risk (think term deposits) or ones with a higher return at the same risk. Such as another attractive business or the property market.

Growth, again, has little meaning without any reference to the future return of the business. Growth is only good if it is above the cost of capital. Most stocks have permanently low PE not because they are cheap, but simply because they’re destroying shareholders value by failing to cover their cost of capital. Here, growth has an opposite effect on PE—faster growth lead to lower and lower PE.  

Higher earning doesn’t mean higher P/E

We get this all the time. If earning grows, the stock deserves a higher PE. This makes sense intuitively because if the business is making more money, it should be more valuable, hence a higher market expectation should translate into higher PE. But that’s not always true. If I have a fixed deposit account that earns 3% per annum and reinvests everything on year-end, the account would have grown 15.9% over 5 years. Does that mean it is more valuable now and the bank deserve a pat on the back for doing a good job? No. The return is still 3%. It grows because of reinvestment, not because of adding more value. Similarly, a company can ‘grow’ and become fat simply by retaining all their earnings without paying any dividend, but it certainly doesn’t deserve a higher PE.

The market is long-term focused

If you ever wonder why unprofitable companies (think Uber) can have rich market valuation while other companies with decent earnings have a permanently low P/E, the reason is because the market is always assessing the prospects of a business in 15, 20 years time and translate those future earnings into what it should worth right now. Therefore, a temporary growth spurt on quarterly earnings doesn’t necessarily mean a low PE stock suddenly becomes cheap and deserve a higher valuation unless there is a positive change in market sentiment.

Certainty illusion

Valuing a stock using PE multiples is similar to using the quote “Be greedy when others are fearful”, you need to understand the true meaning behind it. Just as the quote can be used to rationalize any buying decision, you can use PE to value any stock. But are you really doing a valuation? PE multiples can create a certainty illusion that we think we know how to value a stock when we don’t know what we are doing. Most of us know how to use PE, but very few understand how to use it.

Compound matters

If you fold a piece of paper in half for 50 times, how thick will it become? The height of your knee? A single story? Not quite. The thickness will be more than halfway over the distance towards the Sun, or 112 million km to be exact. Most things follow a power law in scaling. The same law governs compounding as well. We tend to think if a stock that generates 15 cents on a dollar (15% ROC) deserve a PE of 15, then one that earns 30 cents on a dollar (30% ROC) should deserve a PE double of that, or 30x. But that ignores the power of compounding. A stock that can compound at 30% for a long period of time will enjoy a growth that follows a power law and can easily worth a PE of 60 or 70.

P/E Ratio is just an instrument

Investing is like flying a plane, you need to constantly monitor many instruments from the altimeter, airspeed to fuel gauge and attitude in order to get to your destination safely. PE is a crude instrument that is very inaccurate, like trying to determine who is going to win the Oscar by watching a 30 seconds movie trailer. You have to put PE into the context by looking at other things like the characteristics of the business, industry, capital structure and so on. Looking at PE alone is like staring at the fuel gauge all the time. While it is great to know you still have enough fuel to fly, you might be flying towards the ground, or heading in an opposite direction to where you want to go. PE is just an instrument. Before you use an instrument, make sure you know the limits of it. 

 

http://musingzebra.com/whats-wrong-with-p-e-ratio/

 

Discussions
5 people like this. Showing 24 of 24 comments

UnicornP

Pro trading: Buy before price starts rallying.
Noob trading: Wanna buy when price already rallied. So use P/E to justify stock is overvalued to console himself.

2018-09-12 10:24

qqq3

very good writing....insightful

2018-09-12 10:28

qqq3

I been here 2 years now. People talk too much about PE, not enough about its pitfalls and business sense, ROC etc etc.

2018-09-12 10:30

Up_down

Nothing wrong for using PER as a basic benchmark for comparison purposes. This ratio is easily understood by investors. It’s very useful when we want to do priminary screening before get into the details to study further. There are many conditions affecting the share price movement besides PER. Low PER is normally more attractive to investors since it offers certain degree of reliable earnings at the present moment. But business operation may get better of worse tomorrow.

2018-09-12 12:09

3iii

What is 'low' PE ratio?

"You should look for stocks with a low PE ratio." What is 'low'?

Depending on your point of view, low PE ratios could mean:

- PE of 5 or below
- PE of 15 or below
- anything less than the median PE of the S&P 500 industrials
- PE in the bottom 20% of the market
- PE that is less than the annual EPS growth rate of the company (PE/EPSGR ratio less than 1)

All the above precise definitions of 'low' PE have been used by various investors.

2018-09-12 18:21

3iii

Don't use the PE ratio

The price to earnings ratio (PE) s the most commonly used valuation yardstick by investors.

It is very easy to calculate.

PE ratio = share price / earnings per share (EPS)


In simple terms, shares with high PE ratios are seen as being expensive whilst those with low ones are seen as being cheaper.

Despite its simplicity, PE ratio has many pitfalls that can give investors a misleading view of how cheap or expensive some share really are.

The PE ratio's drawbacks are all to do with the "E" or EPS, part of the calculation


1. EPS is easy to manipulate.

Companies can boost EPS by changing accounting policies.

For example, they can extend the useful lives of fixed assets such as plant and machinery, which lowers the depreciation expense and boosts profits.

2. EPS says nothing about the quality of profits.

It doesn't take into account whether profits have changed due to sales of existing products or services - the best source of profits growth - or whether the company has invested heavily in new assets or bought another company (acquisition).

Share buybacks boost EPS by shrinking the number of shares outstanding, even if profits are static or shrinking. Buyback can be done when the shares are expensive. By paying too much, a large chunk of shareholder value is destroyed; the cash spent is wasted.

3. EPS may not resemble true cash profits.

Quite often a company's true cash profits are significantly more or less than its EPS (more often less).

4. EPS may be based on profits that are unsustainably high or temporarily low.

This means that the PE ratio could be misleadingly low or high.

This is a particular problem for cyclical companies.



Summary:

For the above reasons, EPS can be unreliable and you should not rely on PE alone.

Once again, PE has may pitfalls that can give investors a misleading view of how cheap or expensive some shares really are.

2018-09-12 18:25

qqq3

Post removed.Why?

2018-09-12 18:49

qqq3

what is wrong with this forum....why people in forum lost money....neatly described....


osted by UnicornP > Sep 12, 2018 10:24 AM | Report Abuse

Pro trading: Buy before price starts rallying.
Noob trading: Wanna buy when price already rallied. So use P/E to justify stock is overvalued to console himself.

2018-09-12 18:51

probability

V, value is a function of variables (x, y, z, m, n and etc)

and y could be a function of variables (a, b, c, d)

if x has the greatest magnitude of implications to V (highest sensitivity), i rather focus my energy predicting x....

X is basically the Earnings (E).
..............................

i dont want to study pages and pages of information for figuring out variables y, z, m, n....though they have implications to V but its insignificant (less sensitive).

Worst are those who even extend their studies to figure out variables a,b,c,d .... and talk like professors.

even worst are those only talks about these variables blindly without being able to address each variables sensitivity to V = value.

Hope the above tells why P/E matters. The price you pay for the value you get.

Thank you

2018-09-12 19:09

Up_down

You have been following WB for long time. You have never got enough real experienced in buying stocks with low PER. To apply PER in trading or investing, you need to do a lot of homework for comparison of companies within industry, peers, market as a whole and etc. sometimes, we use adjusted PER to exclude exceptional item or uncommon item, reliability of management, working out potential future earnings by considering conditions of the market or industry.....Not so straightforward as you think ‘ low PER ‘ alone for buying shares. It is about relativity whether expensive or cheap in making a comparison with others at a point of time. It’s hard for you to have a full grasp in exploiting PER approach besides theoretically.

Posted by 3iii > Sep 12, 2018 06:25 PM | Report Abuse

Don't use the PE ratio

The price to earnings ratio (PE) s the most commonly used valuation yardstick by investors.

It is very easy to calculate.

PE ratio = share price / earnings per share (EPS)


In simple terms, shares with high PE ratios are seen as being expensive whilst those with low ones are seen as being cheaper.

Despite its simplicity, PE ratio has many pitfalls that can give investors a misleading view of how cheap or expensive some share really are.

The PE ratio's drawbacks are all to do with the "E" or EPS, part of the calculation


1. EPS is easy to manipulate.

Companies can boost EPS by changing accounting policies.

For example, they can extend the useful lives of fixed assets such as plant and machinery, which lowers the depreciation expense and boosts profits.

2. EPS says nothing about the quality of profits.

It doesn't take into account whether profits have changed due to sales of existing products or services - the best source of profits growth - or whether the company has invested heavily in new assets or bought another company (acquisition).

Share buybacks boost EPS by shrinking the number of shares outstanding, even if profits are static or shrinking. Buyback can be done when the shares are expensive. By paying too much, a large chunk of shareholder value is destroyed; the cash spent is wasted.

3. EPS may not resemble true cash profits.

Quite often a company's true cash profits are significantly more or less than its EPS (more often less).

4. EPS may be based on profits that are unsustainably high or temporarily low.

This means that the PE ratio could be misleadingly low or high.

This is a particular problem for cyclical companies.



Summary:

For the above reasons, EPS can be unreliable and you should not rely on PE alone.

Once again, PE has may pitfalls that can give investors a misleading view of how cheap or expensive some shares really are.

2018-09-12 19:14

probability

when we talk about P/E ...we should not talk about the observed E...we should talk about the E generation potential (x).....

I rather spend all my energy for this single variable x...then talking about other observed variables (y,z,m,n,a,b,c,d) like Debt level, cash flow, ROE or ROIC, management personality, etc...

2018-09-12 19:22

Up_down

Future E earnings is important to determine the price of shares now. Without current earnings actual figures, it’s rather difficult to project (not extrapolate) the earnings base on the conditions or trend in next 6 months. We have to consider conditions to monitor the risks in projecting future earnings ie Commodity price trend (raw materials), government regulations, Forex rate, turnover trend, interest rate (gearing), contracts, taxation.....many variables.

2018-09-12 19:32

Up_down

‘ low PER’ doesn’t mean a good buy. ‘ high PER ‘ doesn’t mean not a good buy. It all depends on potential future earnings and the prospect of the whole industry or regional market. If we apply PER rigidly, we may expose to higher risks. Where got so simple to apply PER approach to make money through trading. Lolz

2018-09-12 19:43

3iii

<<<Posted by Up_down > Sep 12, 2018 07:43 PM | Report Abuse

‘ low PER’ doesn’t mean a good buy. ‘ high PER ‘ doesn’t mean not a good buy. It all depends on potential future earnings and the prospect of the whole industry or regional market. If we apply PER rigidly, we may expose to higher risks. Where got so simple to apply PER approach to make money through trading. Lolz
>>>>


Why was Hengyuan trading at low PE last year just before otb "promoted" it?

What is Hengyuan's PE today?

2018-09-12 19:48

probability

yup....the current earnings provides one of the greatest certainty about the future earnings provided one is well aware why is the current earnings are as such.

Its like when you are driving on a road you still need to consider the present traffic level in front of you to estimate your arrival time...though there is no way u can predict with certainty how the traffic level would be just after another 200 meter ahead..

Posted by Up_down > Sep 12, 2018 07:32 PM | Report Abuse

Future E earnings is important to determine the price of shares now. Without current earnings actual figures, it’s rather difficult to project (not extrapolate) the earnings base on the conditions or trend in next 6 months. We have to consider conditions to monitor the risks in projecting future earnings ie Commodity price trend (raw materials), government regulations, Forex rate, turnover trend, interest rate (gearing), contracts, taxation.....many variables.

2018-09-12 19:50

3iii

PE should not be used in isolation.

2018-09-12 19:50

probability

Inclusion of others should not undermine or cloud the value of PE..

Posted by 3iii > Sep 12, 2018 07:50 PM | Report Abuse

PE should not be used in isolation.

2018-09-12 19:52

Up_down

HY is still trading at low PER today but it can’t fool the market without any factual to support earnings in the next 6 months. How’s the crack spread now and projected EPS in next 2 quarters? Investors or traders are not fool nowadays.

<<<Posted by Up_down > Sep 12, 2018 07:43 PM | Report Abuse

‘ low PER’ doesn’t mean a good buy. ‘ high PER ‘ doesn’t mean not a good buy. It all depends on potential future earnings and the prospect of the whole industry or regional market. If we apply PER rigidly, we may expose to higher risks. Where got so simple to apply PER approach to make money through trading. Lolz
>>>>


Why was Hengyuan trading at low PE last year just before otb "promoted" it?

What is Hengyuan's PE today?

2018-09-12 19:53

probability

ha ha ha..

Posted by Up_down > Sep 12, 2018 07:53 PM | Report Abuse

HY is still trading at low PER today but it can’t fool the market without any factual to support earnings in the next 6 months. How’s the crack spread now and projected EPS in next 2 quarters? Investors or traders are not fool nowadays.

2018-09-12 19:55

Up_down

Exactly. We still have to drive to the destination even though uncertainty is ahead of us. It depends how we monitor the risks over the journey. We can stop temporarily to take a mindful breath of fresh air during the way. We can stop and overnight in the hotel if the risks higher (very tired). .....

Posted by probability > Sep 12, 2018 07:50 PM | Report Abuse

yup....the current earnings provides one of the greatest certainty about the future earnings provided one is well aware why is the current earnings are as such.

Its like when you are driving on a road you still need to consider the present traffic level in front of you to estimate your arrival time...though there is no way u can predict with certainty how the traffic level would be just after another 200 meter ahead..

2018-09-12 20:02

Ricky Yeo

The points being written are gladly ignored in most of the comments here. To point out a few:

1. Prediction of highly unknowable forex, interest rate.
2. Calling ROC insensitive or insignificant
3. Projecting EPS for next 2 quarters (trend in 6 months)

2018-09-12 20:06

probability

the problem with historical variables (like ROC and growth G) is that its often well accounted by the price P causing the discount or mis-pricing to its intrinsic value way smaller than....the massive discount one would capitalize if the coming 6 months earnings projection are correct & sustainable, with current price (as reflected by P/E).

2018-09-12 20:21

Up_down

Management integrity is the primary priority for studying future earnings. If a company management team is not reliable then we may have to call it a day.....unless we want to punt a share based on management intention (ulterior motive) to goreng it.


Posted by probability > Sep 12, 2018 07:22 PM | Report Abuse

when we talk about P/E ...we should not talk about the observed E...we should talk about the E generation potential (x).....

I rather spend all my energy for this single variable x...then talking about other observed variables (y,z,m,n,a,b,c,d) like Debt level, cash flow, ROE or ROIC, management personality, etc...

2018-09-12 20:59

Up_down

It depends on the industry and the growth of the company. sometimes, we use debtor turnover ratio and inventory turnover ratio to understand the operation risks. Cross checking between turnover, debtor, inventory and borrowing to identify abnormalities and finding out reasons behind. it's part of the risk assessment.


========
probability Inclusion of others should not undermine or cloud the value of PE..

Posted by 3iii > Sep 12, 2018 07:50 PM | Report Abuse

PE should not be used in isolation.
12/09/2018 19:52

2018-09-12 23:14

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