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Morning Update

This morning October non-farm payrolls were released, coming in at 171,000. This was better than even the best estimate going into the report. However, the unemployment rate did tick up to 7.9%, in line with expectations. This report sent the market higher with the S&P 500 futures now at their 50-day moving average. Gold on the other hand has fallen over 1% and below the psychologically important 1700 level. Our model for gold suggests there is still more downside for the metal, so our positions remain conservative and tightly hedged.

On September 14th the S&P 500 reached its 2012 peak and is down 3% since then. One stock that has not been dragged down with the broad market is Whirlpool, which is up 20% since Sept. 14th and 111% year to date. Yesterday we saw heavy call buying in the stock, suggesting option traders believe Whirlpool’s rally is not over yet. In total 1491 December 100 calls were bought yesterday for $4.50. This is a bet that WHR will be above 104.50, or 4% higher, at December expiration, which is 49 days away.

Whirlpool’s stock has been on a tear lately due to better than expected earnings. The company reported third quarter earnings on October 23rd that blew away market expectations, and also raised guidance for full year earnings. Investors have been attracted to the stock based on its valuation: it has reasonable debt levels, a P/E below the S&P’s, offers a 2% dividend yield, and generates an 11.6% return on equity. However the stock may not have too much more upside before it becomes fully valued. If the stock trades 104.50 like this option trade predicts, its P/E ratio will be exactly in-line with the S&P 500’s. Also, investors should also note that while quarterly earnings have been beating market expectations, growth is slowing. I like the relative strength this stock has shown in recent weeks but would be cautious to buy here. Instead call options make the most sense for gaining exposure to this name because they keep risk limited while offering the opportunity to profit if the momentum behind this stock continues to drive it upward.

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