The Stock Sleuth

Detecting deep values in turbulent markets

BLS Payroll Revisions Get Ignored

2011              Initial Release            Revision           Net Change

August                           0                            104,000            +104,000

September           103,000                       210,000            +107,000

October                  80,000                       120,000              +40,000

November          120,000                       157,000               +37,000

December           200,000                       223,000               +23,000

January               243,000                       275,000               +32,000

February            227,000                       240,000                +13,000 

March                 120,000                                  ????

Do you ever hear anyone mention this when the jobs number comes out? Ever? A kindergartener can figure out this trend, but those that manage billions of dollars on CNBC can’t seem to figure this out. The margin of error in this series is + or – 100,000 jobs, but no one seems to care about statistics, unless they are talking about the mean reversion of gross margins. A great commentary on that nonsense has been broken down by Jeff Miller here:

http://oldprof.typepad.com/a_dash_of_insight/2012/04/dont-like-the-real-data-just-pretend.html

GDP gets similar treatment. Forget about the fact that the 2.2% number that came out last week was due to contraction in government spending, the inefficient use of private sector capital. The private sector grew at 3.4%.

http://www.ftportfolios.com/Blogs/EconBlog/2012/4/27/the-first-estimate-for-q1-real-gdp-growth-is-2.2percent-at-an-annual-rate

Furthermore, the BEA expressly tells you that the average revision is UP! On average, GDP is revised up .2%. That was the GDP revision in the 4th quarter.

A tiny amount of effort to read the release instead of just the headline, and a basic understanding of the process of advance estimates can be enlightening. Don’t expect any enlightenment in financial entertainment television.

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4 Responses

  1. [...] about a big miss this month.  There is too much focus on the initial number.  Take a look at this assessment of revisions from Scott Murray at The Stock Sleuth (now added to our featured sites). 2011              Initial Release   [...]

  2. [...] about a big miss this month.  There is too much focus on the initial number.  Take a look at this assessment of revisions from Scott Murray at The Stock Sleuth (now added to our featured [...]

  3. [...] The recent pattern has been a weaker-than-expected initial report, followed by upward revisions.  Check out last month’s preview, where I covered this in more detail, including some great analysis from Scott Murray. [...]

  4. [...] The recent pattern has been a weaker-than-expected initial report, followed by upward revisions.  Check out last month’s preview, where I covered this in more detail, including some great analysis from Scott Murray. [...]

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