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That Time Buffett Smashed the Efficient Market Hypothesis

69 points| tacon | 11 years ago |thereformedbroker.com | reply

51 comments

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[+] Animats|11 years ago|reply
Back then Buffett was pure Graham and Dodd. (This refers to the book "Securities Analysis". The more readable version is "The Intelligent Investor", by Graham. Anybody with money should at least read the latter.) The basic concept is to only buy stocks which are priced lower than the value of the company. Value is based on solid assets, an ongoing profitable business, and some degree of protection from competition. Value investors buy very boring companies. This is, historically, quite profitable over a decade or so.

As Buffett got more money, Berkshire Hathaway became a conglomerate, rather than a fund. Berkshire Hathaway owns outright eight insurance companies, including GEICO, which is where Buffett originally got rich. They own the Burlington Northern Santa Fe Railroad, which is most of the railroading west of the Mississippi. Dairy Queen. See's Candies. Fruit of the Loom. A bunch of furniture chains. Acme Brick Company. Boring, important companies that have been around for half a century or more and make useful stuff, and money.

Berkshire Hathaway doesn't trade much. They just study companies, pick carefully, then buy and hold, forever. They do sell occasionally, as the world changes; Berkshire and Hathaway were US-based textile companies, and that industry is dead in the US.

[+] gatehouse|11 years ago|reply
Here are the last few words of the 1934 Securities Analysis:

More satisfactory results are to be obtained, in our opinion, by confining the positive conclusions of the analyst to the following fields of endeavor:

1. The selection of standard senior issues which meet exacting tests of safety.

2. The discovery of senior issues which merit an investment rating but which also have opportunities of an appreciable enhancement in value.

3. The discovery of common stocks, or speculative senior issues, which appear to be selling at far less than their intrinsic value.

4. The determination of definite price discrepancies existing between related securities, which situation may justify making exchanges or initiating hedging or arbitrage operations.

[+] AnimalMuppet|11 years ago|reply
One minor nit. Burlington Northern Santa Fe Railroad is not "most of the railroading west of the Mississippi". The Union Pacific Railroad is larger, including larger west of the Mississippi.
[+] typedweb|11 years ago|reply
A Joke from A Mathematician Plays The Stock Market (I think):

Two Efficient Market theorists were walking down the street and see a $100 bill lying there. They both keep on walking and one says to the other "If that was real, someone would have picked it up by now."

[+] Symmetry|11 years ago|reply
That's funny but there are actually several forms of the EMH.

Strong from: There are no $100 bills on the ground. Semi-Strong: By the time you hear about a $100 bill on the ground someone has already taken it. Weak form: You cannot predictably find $100 bills on the ground.

[+] tempestn|11 years ago|reply
Funny, but if you think about it... if I had followed that exact principle for my entire life and never picked up $100 bills I saw lying on the street, I think I would be exactly as wealthy as I am now. Even if I never picked up street money at all, it would be pretty close. And I expect I have walked in plenty of places where money has been dropped, but the vast majority of the time, it has been picked up before I can get there.

Add in the possibility of dropped money being booby-trapped, and I figure never picking up street money would be a very sensible habit.

[+] tokenadult|11 years ago|reply
Saying that the efficient market hypothesis is false is like saying that the principle of entropy is false because you can heat a pot of water on your stove. The efficient market hypothesis as a long-term, general phenomenon is consistent with short-term, local arbitrage and other examples of information asymmetry in markets.

P.S. The blog from which this submission comes bears the usual signs of hype exceeding performance. The author's firm was established in 2008, which means it

1) doesn't really have a very long-term record,

and

2) what record it does have was established during a recovery from a worldwide financial shock and depression, an atypical period during my lifetime.

[+] reduce|11 years ago|reply
In the long term, all stocks become worthless and the heat death of the universe occurs.

If you can't state a particular time period over which a finance model's prediction should be valid, then you haven't actually made any prediction at all.

[+] DannyBee|11 years ago|reply
The efficient market hypothesis is also equivalent to the problem of whether P=NP, which to me, is more evidence as to it's likely truth value than this blog :)
[+] lern_too_spel|11 years ago|reply
Here's Buffett betting that the magnitude of the inefficiency is actually quite small. http://longbets.org/362/
[+] debacle|11 years ago|reply
That's actually entirely not what he said there. He said "On average, active investors will do just as well as passive investors, but due to fees will actually perform worse."

That doesn't mean that some active investors are not going to do incredibly well. Some of those active investors will be smart and lucky, and some of them will be very good at what they do.

[+] etjossem|11 years ago|reply
The analogy of the coin-flipping game has one crucial flaw: in the securities trading world, the coin-flips are not independent. At any point, a participant may decide not to flip a coin, and instead make the result of someone else's coin their win condition.

Efficient-market theorists would say "Buffett was good at convincing a lot of people to follow his trading strategy instead of flipping their own coins, and he also happened to be lucky." It would actually be more surprising if the 40 people who won weren't in the same lucky group.

[+] throwawaymsft|11 years ago|reply
Imagine a drug that beat a placebo in 38/46 trials. It would be approved. Everyone on HN would love an A/B test with such clear results.

Call the drug "Berkshire Hathaway performance" and the placebo "S&P 500 performance" and suddenly it's a coincidence.

[+] mikeash|11 years ago|reply
I frequently see articles on the front page of HN discussing publication bias and how positive outcomes for drug trials are often purely coincidence. Your characterization of the community's perceptions seems to be imaginary.
[+] murbard2|11 years ago|reply
Yes, it's called a prior, and there's nothing wrong with that.
[+] dllthomas|11 years ago|reply
Those 46 trials weren't anything like independent.
[+] viggity|11 years ago|reply
Is the market 100% efficient? No, certainly. But just because it isn't always efficient, doesn't mean that it isn't monumentally better at advancing the human condition than an economy run by a few central planning bureaucrats.
[+] kaonashi|11 years ago|reply
My knowledge of history shows no such correlation.

Russia and China developed through central planning, and free markets do a terrible job helping other countries develop.

The best outcomes seem to rise through some combination of both central coordination and market-base approaches.

[+] sharemywin|11 years ago|reply
Since when it buying majority shares in companies anything like "putting money in the market"
[+] wstrange|11 years ago|reply
Exactly.

Buffet is not a passive investor - he takes an active role in how the company is managed.

[+] api|11 years ago|reply
I read once -- but cannot remember where -- that a market cannot be perfectly efficient if P!=NP. I'm curious if anyone else has ever heard this and where it comes from.
[+] throwaway7808|11 years ago|reply
""" Friedman, laureate of the Nobel Memorial Prize in Economics, said: "You want more insider trading, not less. You want to give the people most likely to have knowledge about deficiencies of the company an incentive to make the public aware of that." Friedman did not believe that the trader should be required to make his trade known to the public, because the buying or selling pressure itself is information for the market.
[+] polemic|11 years ago|reply
How about: a theory of eventually efficient distributed markets.
[+] chad_strategic|11 years ago|reply
Just an FYI, nobody seems to pick up on this. But in 08 when the market crashed. Mr.Buffet had large stakes in BAC and WFC. Mr. Buffet says that he always studies his purchases so forth and so on. Well in the summer of 08, it wasn't difficult to see the banks where in trouble. (I figured it out, and made $$)

However, Mr. Buffett didn't, even know he always says that he does due diligence. Had the banks not been bailed out by the US GOV in Oct 08, (TARP, low interest rates) we would be having a different conversation about Uncle Warren right now, because his stakes in WFC & BAC would be zero.

Josh Brown is a clickbait / SEO / yahoo groups shill for the market. I don't believe this type of article is of interest to Hacker News. If I want this crap, then I can just click over to cnbc or business insider?

[+] jannotti|11 years ago|reply
Not sure where I side in the larger debate, but on this point it's perfectly plausible that Buffett (correctly) guessed that the banks were safer than they might appear. He may have believed a bailout would be inevitable if things went badly for them.
[+] MaysonL|11 years ago|reply
Of course, Buffett did also make a fair amount of money on his $5B purchase of Goldman Sachs preferred stock during the crisis – it paid 10% dividend for a few years, got bought back at a 10% premium last year, and he got a couple billion worth of GS stock by exercising the warrants he got given to sweeten the deal.

Josh Brown works with Barry Ritholz, who's one of the more perspicacious commentators on the market around, so lumping him with cnbc and business insider is really a low blow.

[+] diogenescynic|11 years ago|reply
Are you sure he owned Bank of America before the crash? I know he invested another $5 billion in Bank of America in 2011 and the stock jumped 25% overnight: http://dealbook.nytimes.com/2011/08/25/buffett-to-invest-5-b...

And also:

>Buffett’s paper profit on the Bank of America warrants stands at about $5.7 billion.

From: http://www.bloomberg.com/news/2014-05-04/bofa-forgiven-as-bu...

Buffett's investment to BAC was seen as a vote of confidence and definitely helped keep the struggling company from declining further. I'm not sure where you're getting your facts from.

[+] anonbanker|11 years ago|reply
Do you suppose Buffett just anticipated a bailout? I mean, I saw it coming in 2005 or so.
[+] xenadu02|11 years ago|reply
There's always a meta game going on at Buffet's scale. Because he is so successful, his act of investing in the banks both before and after the crisis can be seen as a cost of doing business to ensure a healthy US and world economy, upon which his entire empire depends.
[+] discreteevent|11 years ago|reply
I think the bottom line seems to be that if you have a day job (e.g. software development, running your own company. whatever) you are highly unlikely to to have the time to come anywhere near beating the market with investing your spare cash. Just stick to what you're good at.
[+] jeffreyrogers|11 years ago|reply
You are almost guaranteed to beat the market using a very simple strategy: just buy the lowest decile ranked by price-to-earnings.