CREDIT SUISSE ELEM MLCX GOLD GOE S
February 23, 2009 - 12:05am EST by
mm202
2009 2010
Price: 50.99 EPS $0.00 $0.00
Shares Out. (in M): 0 P/E 0.0x 0.0x
Market Cap (in $M): 3 P/FCF 0.0x 0.0x
Net Debt (in $M): 0 EBIT 0 0
TEV (in $M): 0 TEV/EBIT 0.0x 0.0x
Borrow Cost: NA

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Description

GOE is an ETN which seeks to replicate, net of expenses, the MLCX Gold Index. The index is designed to provide a benchmark for the price of gold. Over the last 5 trading sessions starting February 12, gold has risen by a bit less than 5%. Meanwhile GOE, which should perform roughly in line with gold, has risen from 14.50 to 50.99 over the same span. 

 

GOE's NAV as of the 2/19 close was just 10.69 (it traded up slightly from there on Friday with gold's nice move...but still finished the day below $11)..which means that it's trading at just an absurd premium of roughly 400% above fair value. http://www.etfconnect.com/select/fundpages/etf_funds.asp?MFID=185341   As common sense would suggest, GOE historically never trades at a premium to NAV even a fraction this massive http://www.etfconnect.com/select/fundpages/etf_funds.asp?MFID=185341#Premium/Discount%20History  

 

Clearly, this is not rational trading and I expect GOE's shocking move to be reversed in short order. GOE is extremely thin with only 50,000 shares outstanding which I think has likely contributed to a short squeeze in this issue...which in turn has resulted in a very dramatic overvaluation that should be corrected just as dramatically.   I called Investor Relations for the company on Friday to see if I was somehow missing something here...and he confirmed that GOE's real time, intraday net asset value ("NAV") was around 10.93, and also confirmed that the price action was totally irrational (he said something to the effect of " traders are just buying at market without an understanding of what it's worth")  

 

To make this short even more appealing, gold is very overbought and short term risk/reward favors shorting gold for a healthy pullback imho. But that's just a bonus, as GOE would be shockingly overvalued even if gold were trading at $2000.  I expect to see GOE at least back to the low 20s (where it would still be very overvalued) soon even if gold holds up short term.

Catalyst

GOE returning to a sane valuation as whatever short term effect that has been driving the stock to ridiculous heights dissipates.

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