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Callum Thomas

Weekly Sentiment Poll - 20 Feb 2017

Here's a quick note looking at some charts created using data from the latest weekly equity sentiment poll I've been running. As a reminder, the Weekly Equity Sentiment Poll uses Twitter polling and distinguishes between whether respondents are bullish or bearish primarily on the back of fundamental vs technical analysis reasons.

The first graph shows the survey responses across time. A couple of trends in sentiment standout e.g. bullish technicals is clearly trending up (and likewise bearish technicals is drifting down).

Looking at the overall bulls vs bears spread vs the S&P500 you can see the net-bulls indicator moving up with price, but the latest observation shows an apparent divergence - on balance poll respondents are skeptical of the move, much more so than the post-election surge.

Looking at the individual bulls/bears sentiment spread for technicals and fundamentals separately you can see that there has been a softening of enthusiasm in the "Fundamentals" net-bulls, while the "Technicals" net-bulls has been only gradually tracking upwards. One way of reconciling this is the short-term vs long-term view i.e. many people remain bearish on the longer term prospects given high valuations, high debt loads, tightening monetary policy, political uncertainty... but in the short-term the price signals say the trend is your friend.

Finally, checking in again on the VIX vs sentiment divergence, the gap remains, and it likely will remain until there is a reset on either side. This chart is also interesting in that the VIX can sometimes be described as a market based measure of sentiment, vs the survey or poll-based sentiment - in that respect, there is a slight difference between thoughts and action.

Summary

The latest results show a lingering sense of skepticism. The difference between the fundamentals vs technicals bull-bear spreads shows how investors overall appear to have ongoing doubt over the medium-long-term, but in the short-term are happy to go with the flow as technicals remain net-bullish. As noted in the latest S&P500 #ChartStorm, volatility remains low, and as the last chart shows, people still implicitly expect a rise in volatility. So, not necessarily "something for everyone", but certainly an interesting mix of short-term vs longer-term, technicals vs fundamentals, and low volatility vs higher expected volatility.

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