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given2invest

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Schwab has many merits that IBKR doesn't have. Most notably, Schwab's revenue model is much more sensitive to rising interest rates. So Simpson and Greenberg are probably betting that current earnings don't represent the true earning power.

 

IBKR is a bet on the lowest cost provider with a strong moat in a niche market growing 15% per year.

 

If you look at a pie chart showing revenue distribution, you will see that they are two very different businesses.

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Schwab has many merits that IBKR doesn't have. Most notably, Schwab's revenue model is much more sensitive to rising interest rates. So Simpson and Greenberg are probably betting that current earnings don't represent the true earning power.

 

IBKR is a bet on the lowest cost provider with a strong moat in a niche market growing 15% per year.

 

If you look at a pie chart showing revenue distribution, you will see that they are two very different businesses.

 

Just to add to that. SCHW deposit has been growing rapidly in the last few years. Bank deposit was up 26% YoY. More low-cost funding, but I guess it means nothing if interest rates don't rise. True earning power could stay low for a while.

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  • 2 weeks later...

Anyone have Goldman Sach's reports on IBKR?

 

--

 

I'm having a hard time understanding consensus estimate of $1.53 for 2016.

 

2015 was hit with a number of large items, that could be considered "one-time" costs.

 

Reported Earnings: $415

Currency Effects: 206

Swiss Franc Bad Debt: 119

Mark-to-market on Short Term Treasuries: 33

Adjusted Earnings: 773

Adjusted EPS: $1.90

Reported EPS: $0.78

Adjusted PE (ttm): 16.4

 

--

So far this year:

US Dollar is down, so currency effects could reverse

Treasuries are up, so mark-to-market losses could reverse

Bad debt - unknowable, but likely to reverse unless the Yuan is broken

Volatility and trading up

Margin debt and equity per account will be down

Client accounts will be up

Fed rates +0.25%

 

--

How is sell-side modelling the currency impact? What am I missing? Am I crazy to think that currency impact could actually be positive this year?

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Anyone have Goldman Sach's reports on IBKR?

 

--

 

I'm having a hard time understanding consensus estimate of $1.53 for 2016.

 

2015 was hit with a number of large items, that could be considered "one-time" costs.

 

Reported Earnings: $415

Currency Effects: 206

Swiss Franc Bad Debt: 119

Mark-to-market on Short Term Treasuries: 33

Adjusted Earnings: 773

Adjusted EPS: $1.90

Reported EPS: $0.78

Adjusted PE (ttm): 16.4

 

--

So far this year:

US Dollar is down, so currency effects could reverse

Treasuries are up, so mark-to-market losses could reverse

Bad debt - unknowable, but likely to reverse unless the Yuan is broken

Volatility and trading up

Margin debt and equity per account will be down

Client accounts will be up

Fed rates +0.25%

 

--

How is sell-side modelling the currency impact? What am I missing? Am I crazy to think that currency impact could actually be positive this year?

 

Are the amounts you're adding back pre-tax number or post-tax numbers?  For example, I see the reference to $119 million in the Q4 press release, but is that after the tax benefit from the loss, or before it?

 

As for the currency issue, I suspect it's anybody's guess how the dollar will do against the GLOBAL basket.  I don't know what sell-side models are forecasting.

 

 

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Anyone have Goldman Sach's reports on IBKR?

 

--

 

I'm having a hard time understanding consensus estimate of $1.53 for 2016.

 

2015 was hit with a number of large items, that could be considered "one-time" costs.

 

Reported Earnings: $415

Currency Effects: 206

Swiss Franc Bad Debt: 119

Mark-to-market on Short Term Treasuries: 33

Adjusted Earnings: 773

Adjusted EPS: $1.90

Reported EPS: $0.78

Adjusted PE (ttm): 16.4

 

--

So far this year:

US Dollar is down, so currency effects could reverse

Treasuries are up, so mark-to-market losses could reverse

Bad debt - unknowable, but likely to reverse unless the Yuan is broken

Volatility and trading up

Margin debt and equity per account will be down

Client accounts will be up

Fed rates +0.25%

 

--

How is sell-side modelling the currency impact? What am I missing? Am I crazy to think that currency impact could actually be positive this year?

 

Are the amounts you're adding back pre-tax number or post-tax numbers?  For example, I see the reference to $119 million in the Q4 press release, but is that after the tax benefit from the loss, or before it?

 

As for the currency issue, I suspect it's anybody's guess how the dollar will do against the GLOBAL basket.  I don't know what sell-side models are forecasting.

 

It isn't clear if these are pre or post tax.

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Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not. 

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Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not.

 

Yes, that makes a big difference. Thanks. It is not immediately clear why the economic interest and the net income attribution are so different. Presumably, this is because the common shareholders are responsible for more tax? But I can't find an explicit disclosure on this attribution. Actually, I can and it contradicts the income statement:

 

"Our share of IBG LLC’s net income, excluding Holdings’ noncontrolling interest, for 2014 was approximately 14.0% and similarly, outstanding shares of our common stock represent approximately 14.5% of the outstanding membership interests of IBG LLC." 2014 annual report.

 

But this isn't true. Only 10% of Net Income is attributed to common shareholders.

 

--

I have asked IR for clarification.

 

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Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not.

 

Yes, that makes a big difference. Thanks. It is not immediately clear why the economic interest and the net income attribution are so different. Presumably, this is because the common shareholders are responsible for more tax? But I can't find an explicit disclosure on this attribution. Actually, I can and it contradicts the income statement:

 

"Our share of IBG LLC’s net income, excluding Holdings’ noncontrolling interest, for 2014 was approximately 14.0% and similarly, outstanding shares of our common stock represent approximately 14.5% of the outstanding membership interests of IBG LLC." 2014 annual report.

 

But this isn't true. Only 10% of Net Income is attributed to common shareholders.

 

--

I have asked IR for clarification.

 

I remember this issue being discussed elsewhere and found it in the comments to a post on Punchcard's blog.  Here's what IR told him:

 

I asked: Per page 53 of the 2013 Form 10-K,IBG is entitled to 12.4% of the net income of LLC. But, per the income statement, IBG earned consolidated net income of 417M and the portion allocated to the common shareholders was 37M or 8.86%. Can you please explain why the common shareholders earned 8.86% of net income rather than 12.4%?

They responded:

Andrew,

Thanks for your email and interest in Interactive Brokers.

You cannot recalculate the 12.4% from our income statement because net income attributable to common shareholders for 2013 was 12.4% of IBG LLC’s net income. However, you’re looking at a consolidated income statement which includes IBG LLC in addition to IBG, Inc.

I hope that clarifies things and let me know if you have any questions.

Best regards,

Deborah Belevan, CPA

Director of Investor Relations, Institutional Sales

Interactive Brokers

8 Greenwich Office Park | Greenwich, CT 06831

Phone: (203) 618-5987

debbie@interactivebrokers.com

 

I don't fully understand what IR is saying, but it sounds like there is a layer of expense that is buried in one of the entities that is wholly owned by the common.

 

EDIT:  There must be, at a minimum, public company expenses that are borne only by IBG, Inc., the listed entity.  I have not calculated how these expenses have changed over time.

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You cannot recalculate the 12.4% from our income statement because net income attributable to common shareholders for 2013 was 12.4% of IBG LLC’s net income. However, you’re looking at a consolidated income statement which includes IBG LLC in addition to IBG, Inc.

 

Thanks. I will try to clarify with IR. It is important to know whether these corporate level expenses are variable (e.g. taxes) or fixed (public company expenses).

 

--

 

I'm surprised by the magnitude of currency effects on reported earnings. The earnings hit from currency alone was 22% of reported REVENUE. Kudos to Petterfy for avoiding non-GaaP earnings. But anyone relying on reported earnings will miss the underlying earnings power and growth of the broker business.

 

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The amount of stupidity on IB website defies all expectations.

 

If I could get rid of my IB account, I would immediately.

 

Who are the idiots who programmed it and why are they still employed.

 

How does this company survive.

 

FU********************************************K!

 

There.

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The amount of stupidity on IB website defies all expectations.

 

If I could get rid of my IB account, I would immediately.

 

Who are the idiots who programmed it and why are they still employed.

 

How does this company survive.

 

FU********************************************K!

 

What is the issue with IB's website. I don't use it much except at tax time. The standalone apps for the Windows and the ipad are pretty good.

 

There.

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What is the issue with IB's website. I don't use it much except at tax time. The standalone apps for the Windows and the ipad are pretty good.

 

Yeah, tax time.

 

They don't fcking import to Turbo Tax Online. OK, I knew this already. Sucks.

 

So they want me to enter tax country and tax country ID. I click on ?-mark icon to see what they want. Instead of opening an explanation popup, this opens a new page that advertises their mobile apps. With no way to close the page. With no back button. With no information even remotely related to what I clicked. I had to close everything relogin and then avoid clicking anything looking even remotely like question mark.

 

Then I go to their message inbox. It's a fcking internal message inbox. And the message in it says:

 

Dear IB Customer,

 

Form 1099 for tax year 2015 is now available for account XXXXXXX. To view your tax form, please login to Account Management:

 

<login url>

 

This is in an internal IB message inbox. What are they thinking? That I somehow accessed this message without logging into Account Management? Why give a login URL instead of giving URL to tax form? Who wrote this????

 

 

And BTW, this is not the first and not the last time IB website does things that make no sense whatsoever.

 

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Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not.

 

Yes, that makes a big difference. Thanks. It is not immediately clear why the economic interest and the net income attribution are so different. Presumably, this is because the common shareholders are responsible for more tax? But I can't find an explicit disclosure on this attribution. Actually, I can and it contradicts the income statement:

 

"Our share of IBG LLC’s net income, excluding Holdings’ noncontrolling interest, for 2014 was approximately 14.0% and similarly, outstanding shares of our common stock represent approximately 14.5% of the outstanding membership interests of IBG LLC." 2014 annual report.

 

But this isn't true. Only 10% of Net Income is attributed to common shareholders.

 

--

I have asked IR for clarification.

 

I think there are more moving parts here than most realize.  It looks to me like the pretax number is for IBG LLC as a whole.  But some of the costs are only attributable to IBKR as a public company.  Only IBKR bears those costs (thus they earn less than their ownership % of the reported pre-tax number).  The income tax line appears to include some foreign taxes for IBG LLC but mainly income taxes for IBKR (but not IBG LLC). 

 

I still don't see an attractive valuation on a fully diluted basis.

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  • 2 months later...

Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not.

 

Yes, that makes a big difference. Thanks. It is not immediately clear why the economic interest and the net income attribution are so different. Presumably, this is because the common shareholders are responsible for more tax? But I can't find an explicit disclosure on this attribution. Actually, I can and it contradicts the income statement:

 

"Our share of IBG LLC’s net income, excluding Holdings’ noncontrolling interest, for 2014 was approximately 14.0% and similarly, outstanding shares of our common stock represent approximately 14.5% of the outstanding membership interests of IBG LLC." 2014 annual report.

 

But this isn't true. Only 10% of Net Income is attributed to common shareholders.

 

--

I have asked IR for clarification.

 

I think there are more moving parts here than most realize.  It looks to me like the pretax number is for IBG LLC as a whole.  But some of the costs are only attributable to IBKR as a public company.  Only IBKR bears those costs (thus they earn less than their ownership % of the reported pre-tax number).  The income tax line appears to include some foreign taxes for IBG LLC but mainly income taxes for IBKR (but not IBG LLC). 

 

I still don't see an attractive valuation on a fully diluted basis.

 

I don't either, as much as I love this idea. If I take Q1 and take out the "other income" line - which is currency related - I get close to $200MM pre-tax profit in total. But the common, as noted, seems to be getting 10.6% of that. That leaves us with $21MM net. There are 65MM diluted shares O/S, or .32 for the common.

 

Multiply that by 4 and you get $1.28 run - rate

Current price $37 / $1.28 = 29X.

 

What am I missing?

 

 

 

 

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Is part of the issue that common stockholders to not get attributed net income that is proportional to their ownership interest in IBG LLC?  For example, common shareholders have a 15.7% interest in IBG LLC and EPS is calculated based on that number of shares, but they were attributed only 11.8% of net income in 2015 (49/415). 

 

That is why your adjusted EPS number more than doubles even though your adjusted income number does not.

 

Yes, that makes a big difference. Thanks. It is not immediately clear why the economic interest and the net income attribution are so different. Presumably, this is because the common shareholders are responsible for more tax? But I can't find an explicit disclosure on this attribution. Actually, I can and it contradicts the income statement:

 

"Our share of IBG LLC’s net income, excluding Holdings’ noncontrolling interest, for 2014 was approximately 14.0% and similarly, outstanding shares of our common stock represent approximately 14.5% of the outstanding membership interests of IBG LLC." 2014 annual report.

 

But this isn't true. Only 10% of Net Income is attributed to common shareholders.

 

--

I have asked IR for clarification.

 

I think there are more moving parts here than most realize.  It looks to me like the pretax number is for IBG LLC as a whole.  But some of the costs are only attributable to IBKR as a public company.  Only IBKR bears those costs (thus they earn less than their ownership % of the reported pre-tax number).  The income tax line appears to include some foreign taxes for IBG LLC but mainly income taxes for IBKR (but not IBG LLC). 

 

I still don't see an attractive valuation on a fully diluted basis.

 

I don't either, as much as I love this idea. If I take Q1 and take out the "other income" line - which is currency related - I get close to $200MM pre-tax profit in total. But the common, as noted, seems to be getting 10.6% of that. That leaves us with $21MM net. There are 65MM diluted shares O/S, or .32 for the common.

 

Multiply that by 4 and you get $1.28 run - rate

Current price $37 / $1.28 = 29X.

 

What am I missing?

I don't think you're missing anything. But they're growing accounts +15% y/o/y, accounts are sticky and they could easily sacrifice some growth for increased profitability. No position but I was very close at buying @ 30. And am still considering.

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Another thing to keep in mind is that a rise in interest rates would help them. From the most recent call:

 

based on current balances, we estimate that a general rise in overnight interest rates of another 25 basis points would produce an additional $48 million in net interest income annually. Further increases in rates would produce smaller gains, because the interest we pay to our customers is pegged to benchmark rates, less a narrow spread.
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Multiply that by 4 and you get $1.28 run - rate

Current price $37 / $1.28 = 29X.

 

What am I missing?

 

The market maker business is extremely volatile. I don't think your simple 4x calculation will work in practice (your run-rate will be very volatile). As a starting point, you should strip out the market maker, currency effects, and mark-to-market gains of the treasuries. Then maybe normalize "bad margin debt" expenses. Then add back some value for the market maker. This would give you a less volatile "run-rate".

 

 

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  • 1 month later...

Anyone have any thoughts on the impacts of Brexit on IBKR?

 

Swiss Franc Debacle: Although there were wild swings last night, they weren't as dramatic as the Swiss Franc. I think it also unlikely that people were positioned heavily in anticipation of a REMAIN vote. The increased margin rates seem sufficient.

 

Interest rates: Not a major factor. The increase in the 2 year should result in mark-to-market losses, but probably lead to slightly lower NIM? IBKR is not as interest rate sensitive as Schwab.

 

Currency: GLOBALS currency basket will take a big hit.

 

Volatility: increased volatility should be good for market maker and commissions.

 

Altogether, I don't think these add up to a significant impact.

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I think those are great points, and outages on competing platforms could help incremental customer equity to IBKR.

During days like these, I try to remind myself why I am in IBKR in the first place (strategic take-out value).

 

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KC, they probably have some margin losses here, maybe $5-15m (guessing) from general whatever... but I think net effect is more trading and higher spreads / commissions / MM margins.

 

So slightly net positive for them mid term.  Just my feel.

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KC, they probably have some margin losses here, maybe $5-15m (guessing) from general whatever... but I think net effect is more trading and higher spreads / commissions / MM margins.

 

So slightly net positive for them mid term.  Just my feel.

 

It sounds like it was well-contained:

http://www.marketwatch.com/story/how-one-broker-weathered-the-brexit-storm-2016-06-24?mod=mw_share_twitter

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