Convertible Bonds, Treasury Bonds

In truth, convertibles act more like stocks than bonds. The return on convertibles is about 83% correlated to the Standard & Poor’s 500stock index-but only about 30% correlated to the performance of Treasury bonds. Thus, “converts” zig when most bonds zag. For conservative investors with most or all of their assets in bonds, adding a diversified bundle of converts is a sensible way to seek stock like returns without having to take the scary step of investing in stocks directly. You could call convertible bonds “stocks for chickens.” As convertibles expert F. Barry Nelson of Advent Capital Management points out, this roughly $200 billion market has blossomed since Graham’s day. Most converts are now medium term, in the seven to10 year range; roughly half are investment grade; and many issues now carry some call protection (an assurance against early redemption). All these factors make them less risky than they used to be.
Commentary on Chapter 16 version premium.) Since each DoubleClick bond is convertible to just over 24 common shares, the stock will have to rise from $5.66 to more than $ if conversion is to become a practical option before the bonds mature in 2006. Such a stock return is not impossible, but it borders on the miraculous. The cash yield on this particular bond scarcely seems adequate, given the low probability of conversion.

Convertible Bonds, each Convertible

They pay $47.50 in interest per year and are each convertible into 24. shares of the company’s common stock, a “conversion ratio” of 24.24. As of year end 2002, DoubleClick’s stock was priced at $5.66 a share, giving each bond a “conversion value” of $137.20 ($5.66  24.24). Yet the bonds traded roughly six times higher, at $881.30-creating a “conversion premium,” or excess over their conversion value, of 542%. If you bought at that price, your “break even time,” or “payback period,” was very long. (You paid roughly $750 more than the conversion value of the bond, so it will take nearly 16 years of $47.50 interest payments for you to “earn back” that con From 1957 through 2002, according to Ibbotson Associates, convertible bonds earned an annual average return of 8.3%-only two percentage points below the total return on stocks, but with steadier prices and shallower losses.
More income, less risk than stocks: No wonder Wall Street’s salespeople often describe convertibles as a “best of both worlds” investment. But the intelligent investor will quickly realize that convertibles offer less income and more risk than most other bonds. So they could, by the same logic and with equal justice, be called a “worst of both worlds” investment. Which side you come down on depends on how you use them.

Convertible Bonds, Convertible Issues

Convertible Issues and Warrants
  • Graham, an enthusiastic reader of Spanish literature, is paraphrasing a line
from the play Life Is a Dream by Pedro Calderon de la Barca (1600

Selling Bonds, the Warrants

Example: The record books will show that Tri Continental Corp.
warrants, which date from 1929, sold at a negligible 1/32 of a dollar each in the depth of the depression. From that lowly estate their price rose to a magnificent ?4 in 1969, an astronomical advance of some 242,000%. (The warrants then sold considerably higher than the shares themselves; this is the kind of thing that occurs on Wall Street through technical developments, such as stock splits.) A recent example is supplied by Ling Temco Vought warrants, which in the first half of 1971 advanced from ?2 to ?2-and then fell back to 4.
No doubt shrewd operations can be carried on in warrants from time to time, but this is too technical a matter for discussion here.
We might say that warrants tend to sell relatively higher than the corresponding market components related to the conversion privilege of bonds or preferred stocks. To that extent there is a valid argument for selling bonds with warrants attached rather than creating an equivalent dilution factor by a convertible issue. If the warrant total is relatively small there is no point in taking its theoretical aspect too seriously; if the warrant issue is large relative to the outstanding stock, that would probably indicate that the company has a top heavy senior capitalization. It should be selling additional common stock instead. Thus the main objective of our attack on warrants as a financial mechanism is not to condemn their use in connection with moderate size bond issues, but to argue against the wanton creation of huge “paper money” monstrosities of this genre.

Convertible Bonds, Convertible Issues

Among the “few prudent principles” that investors forgot were such market clich

Convertible Issues, Convertible Bonds

  • Graham detested warrants, as he makes clear on pp. 413

Industrial Bonds, Interest Payments

Among industrial bond issues the long term record has been different. Although the industrial group as a whole has shown a better growth of earning power than either the railroads or the utilities, it has revealed a lesser degree of inherent stability for individual companies and lines of business. Thus in the past, at least, there have been persuasive reasons for confining the purchase of industrial bonds and preferred stocks to companies that not only are of major size but also have shown an ability in the past to withstand a serious depression.
Few defaults of industrial bonds have occurred since 1950, but this fact is attributable in part to the absence of a major depression during this long period. Since 1966 there have been adverse developments in the financial position of many industrial companies.
Considerable difficulties have developed as the result of unwise expansion. On the one hand this has involved large additions to both bank loans and long term debt; on the other it has frequently produced operating losses instead of the expected profits. At the beginning of 1971 it was calculated that in the past seven years the interest payments of all nonfinancial firms had grown from $9. billion in 1963 to $26.1 billion in 1970, and that interest payments had taken 29% of the aggregate profits before interest and taxes in 1971, against only 16% in 1963.

Industrial Bonds, Interest Payments

Among industrial bond issues the long term record has been different. Although the industrial group as a whole has shown a better growth of earning power than either the railroads or the utilities, it has revealed a lesser degree of inherent stability for individual companies and lines of business. Thus in the past, at least, there have been persuasive reasons for confining the purchase of industrial bonds and preferred stocks to companies that not only are of major size but also have shown an ability in the past to withstand a serious depression.
Few defaults of industrial bonds have occurred since 1950, but this fact is attributable in part to the absence of a major depression during this long period. Since 1966 there have been adverse developments in the financial position of many industrial companies.
Considerable difficulties have developed as the result of unwise expansion. On the one hand this has involved large additions to both bank loans and long term debt; on the other it has frequently produced operating losses instead of the expected profits. At the beginning of 1971 it was calculated that in the past seven years the interest payments of all nonfinancial firms had grown from $9. billion in 1963 to $26.1 billion in 1970, and that interest payments had taken 29% of the aggregate profits before interest and taxes in 1971, against only 16% in 1963.

Corporate Bonds, Security Analysis

We do not consider it necessary or appropriate to traverse the same ground in this chapter, especially since the emphasis in the present article is on principles and attitudes rather than on information and description. Let us pass on to two basic questions underlying the selection of investments. What are the primary tests of safety of a corporate bond or preferred stock? What are the chief factors entering into the valuation of a common stock?

Bond Analysis

The most dependable and hence the most respectable branch of security analysis concerns itself with the safety, or quality, of bond issues and investment grade preferred stocks. The chief criterion used for corporate bonds is the number of times that total interest charges have been covered by available earnings for some years in the past. In the case of preferred stocks, it is the number of times that bond interest and preferred dividends combined have been covered.

The exact standards applied will vary with different authorities.
Since the tests are at bottom arbitrary, there is no way to determine precisely the most suitable criteria. In the 1961 revision of our textbook, Security Analysis, we recommend certain “coverage” standards, which appear in Table 11 1.* Our basic test is applied only to the average results for a period of years. Other authorities require also that a minimum coverage be shown for every year considered. We approve a “poorest year” test Security Analysis for the Lay Investor
  • In 1972, an investor in corporate bonds had little choice but to assemble
his or her own portfolio. Today, roughly 500 mutual funds invest in corporate bonds, creating a convenient, well diversified bundle of securities. Since it is not feasible to build a diversified bond portfolio on your own unless you have at least $100,000, the typical intelligent investor will be best off simply buying a low cost bond fund and leaving the painstaking labor of credit research to its managers. For more on bond funds, see the commentary on Chapter 4.as an alternative to the seven year average test; it would be sufficient if the bond or preferred stock met either of these criteria.

Bond Yields, U.s. Savings Bonds

Moral: Nothing important on Wall Street can be counted on to occur exactly in the same way as it happened before. This repre208 The Intelligent Investor
  • By what Graham called “the rule of opposites,” in 2002 the yields on longterm U.S. Treasury bonds hit their lowest levels since 1963. Since bond
yields move inversely to prices, those low yields meant that prices had risen-making investors most eager to buy just as bonds were at their most expensive and as their future returns were almost guaranteed to be low. This provides another proof of Graham’s lesson that the intelligent investor must refuse to make decisions based on market fluctuations.1902 low 1920 high 1928 low 1932 high 1946 low 1970 high 1971 close

S & P AAA Composite

4.31% 6. 4. 5. 2. 8. 7.

S & P Municipals

3.11% 5. 3. 5. 1. 7. 5. 1905 high 1920 low 1930 high 1932 low 1936 high 1939