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Wednesday’s newsletter cited the work of strategist Alex Makedon, who argued that the era of price momentum strategies outperformance has ended, and value investors are set to win. An in-depth look at S&P/TSX Composite Index performance for the past 12 months suggests that the BofA Securities cross-asset and quantitative strategist’s recommendations are relatively straightforward to apply in the domestic stock market.

The domestic benchmark is down 777 points or 3.6 per cent over the past year. Using Bloomberg data, I generated a report showing the top 10 contributors and detractors by points (I posted a portion of results on social media here).

The top five contributors to index returns were Canadian Natural Resources (117 points), Suncor energy (96), Alimentation Couche-Tard (77), Canadian Pacific Railway (76) and Waste Connections (58). The primary detractors were Spotify (255), Toronto Dominion Bank (144), Bank of Nova Scotia (126), Brookfield Corp. (107) and CIBC (98).

In simple terms, applying Mr. Makedon’s thesis involves avoiding the winners in favour of the downtrodden financial and technology stocks. There are already cases like Suncor where returns have started to flag – the stock was lower by 6.7 per cent for the three months ending with Friday morning trading.

Bank stocks dominate the top detractor list. As a sector, banks are much more attractively valued than in recent quarters. The trailing price to earnings ratio has fallen from 14.5 times in May of 2021 to 10.6 times now. For price to book value, that has fallen from 2.5 in February 2022 to 1.9 times. Perhaps most importantly, the average dividend yield in the bank sector has jumped to 4.2 per cent.

I don’t think domestic investors should blindly adopt Mr. Makedon’s advice. For one, many of the energy stocks with the strongest price momentum are also value stocks, thanks to strong earnings growth that has outpaced the stock price and reduced price to earnings ratios.

But I do think the relative performance of the index’s winners and detractors will be interesting to follow in the months ahead, and strong returns from the detractors should attract investor capital.

-- Scott Barlow, Globe and Mail market strategist

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Stocks to ponder

Companhia Energetica de Minas Gerais (CIG-N) This utility stock changes hands at around US$2, way down from more than US$8 where it traded just over a decade ago. The dividend is not exactly consistent, and being based in Brazil means that the taxation level for Canadians is higher than with our stocks. Revenues have been pretty consistent over the past decade but have not gained upward traction, and the debt load is not light, although it has been dropping. It doesn’t sound like a screaming buy, does it? Well, the Contra Guys believe there’s a real investment case to be made, as they explain.

The Rundown

Thematic ETFs plunge, taking down inexperienced investors

In investing, a good story can be a dangerous thing. Consider the rise and fall of thematic ETFs. These funds, which package an investable theme in a single tradable security, exploded in popularity through the pandemic bull market. Hundreds of exchange-traded funds now cater to the trends of the moment, from working from home to decarbonization to the metaverse. But as Tim Shufelt tells us, the vast majority of thematic ETFs went on to suffer enormous losses as the bubble in risky assets popped last year.

Why energy stocks are now out of gas - and poised to stay that way

Where did nosebleed oil prices go? One year after Russia invaded Ukraine, doomsday forecasts of war-driven shortages driving ever-higher oil and gas prices have fallen flat. Billionaire investor Ken Fisher explains why - and has a downbeat outlook on what’s ahead for the energy sector the rest of this year.

What recession? Strong economy buoys U.S. stocks, though Fed casts shadow

Signs of strength in the U.S. economy have buoyed stocks in the face of rising Treasury yields and hawkish Federal Reserve expectations, though some investors believe the rally may be on borrowed time.

Also see, from Reuters’ Jamie McGeever: Stocks find rare resilience to soaring rates

Retailers’ results may be next test for rally in U.S. stocks

Earnings results from major retailers in the coming weeks will test the strength of the U.S. stock market rally, as investors gain insight into the health of consumer spending and the fallout on company bottom lines from inflation.

Others (for subscribers)

The highest-yielding stocks on the TSX, plus risk data

Number Cruncher: 22 top-ranked investment funds for DIY investors

Number Cruncher: Six silver producers with sustainable dividends

Friday’s analyst upgrades and downgrades

Thursday’s analyst upgrades and downgrades

Globe Advisor

How this portfolio manager is preparing for a ‘decade’ of value outperforming growth stocks

China reopening bets now a ‘crowded trade,’ warn fund managers

Are you a financial advisor? Register for Globe Advisor (www.globeadvisor.com) for free daily and weekly newsletters, in-depth industry coverage and analysis, and access to ProStation - a powerful tool to help you manage your clients’’ portfolios.

Ask Globe Investor

Question: I sold a U.S. stock in a non-registered account for the tax loss and waited 30 days. Now, I want to repurchase the stock in my tax-free savings account. Do I have to exchange the U.S. dollars to Canadian dollars before I put the money in my TFSA, and then exchange the funds back to U.S. dollars to repurchase the U.S. stock?

Answer: Banks typically take a profit of 1 to 2 per cent each time they buy or sell currencies, so converting U.S. dollars into Canadian dollars, and then back again, would be a double-whammy. The good news is that, depending on your broker, you may be able to avoid the hassle and expense of currency switching.

There’s certainly no law against contributing U.S. dollars directly to your TFSA.

“You can contribute foreign funds to a TFSA,” the Canada Revenue Agency says on its website. “However, your issuer will convert the funds to Canadian dollars (using the exchange rate on the date of the transaction), when reporting this information to us.”

Keep in mind that the value of your U.S. dollar contribution, expressed in Canadian dollars, cannot exceed your TFSA contribution room. Overcontributions to TFSAs are subject to a penalty tax of 1 per cent per month on the excess amount.

Now, back to your question. Some brokers make it painless to contribute U.S. dollars to a registered account. For example, my broker, BMO InvestorLine, has a straightforward “move money” feature. I simply choose the account I’m moving money from, specify the currency and choose the destination account.

With some brokers, however, the process is more convoluted. TD WebBroker, for instance, says on its website that contributions cannot be made directly to the U.S. dollar component of a TFSA or registered retirement savings plan. Clients must contribute to the Canadian dollar side of their registered account, then convert the money to U.S. dollars.

However, some TD clients use a workaround to avoid currency conversion costs. They purchase a U.S. money-market fund in their non-registered account using U.S. dollars, transfer the fund in-kind to the U.S. side of their registered account, then sell the fund and realize the cash proceeds in U.S. dollars.

Speak to your broker about what options are available. If your broker doesn’t allow direct TFSA contributions in U.S. dollars, ask how it can facilitate a transfer that minimizes or eliminates currency-conversion costs.

--John Heinzl (E-mail your questions to jheinzl@globeandmail.com.)

What’s up in the days ahead

Is it time to get bullish on Shopify after this week’s selloff? David Berman will share his thoughts.

A year of war in Ukraine and other world market themes for the week ahead

Click here to see the Globe Investor earnings and economic news calendar.

Note to readers

The Globe Investor newsletter will be taking a holiday on Monday but will return on Wednesday.

Compiled by Globe Investor Staff

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