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Roger Martin

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Earning a Real Return on Real Investment

Posted: 01/17/12 09:43 AM ET

Boards, executives and compensation consultants hold an almost fanatical attachment to the expectations market because they believe that the job of management should be to maximize the long-term value of the firm and the current stock price is considered the best proxy for that long-term value. Hence, boards and executives assume that if they increase the stock price of the firm today, they have contributed to the maximization of long-term value. That thinking has led to the tying of compensation to stock price through grants of stock options and restricted stock, which in turn has led to the shift in focus of executives away from building real companies and toward the manipulation of investor expectations.

Critics of eliminating the focus on stock price and stock-based compensation fear that doing so would leave companies without 'an objective function' -- something to guide their performance toward creating the value they are supposed to generate. They argue that focusing on measuring value on the basis of stock price and providing incentives that are stock-based may not be a perfect system, but it is the only one that can guide proper company behavior. And they argue that investors deserve a return on their investment in the company so it is the role of management to work assiduously at maximizing the stock price.

These arguments play fast and loose with logic. Let's say I start a company and take it public at $20/share. Ben, who helps me post these columns, buys a share for $20/share is part of the IPO. Let's imagine that Ben needs to earn 10% on his investment to account for its riskiness -- so I have to produce $2/share of net earnings for him, which would enable me to dividend it out to him and enable him to earn his targeted 10%. However, let's imagine that there is a LinkedIn-like frenzy after the IPO, the stock skyrockets to $100/share, and Arianna buys the share from Ben for $100. The prevailing theory says that I owe Arianna (who has the same desired return for her risk) $10/share of return.

But do I? Did Arianna give me $100 like Ben gave me $20? Did Ben turn around and return his $80 profit to the firm? No. Arianna gave an $80 profit to Ben who pocketed it. Did I promote or authorize or even know of the sale by Ben to Arianna? No. They decided on that transaction themselves -- my firm was not a party to it and the capital I have for investment is still $20.

So to satisfy Arianna's return requirement, I need to make $10/share based on an investment of $20 or 50% return on investment -- a very hard thing to do. All because she decided it was worth it to buy the share from Ben for $100.

She didn't give me a single dollar of investment capital -- and I don't owe her anything more than a return on the $20, which is the total capital I have ever received for the share that she now owns. That should be the only obligation to shareholders that companies ever accept: to earn them a return above their cost of capital for the capital actually provided by shareholders (plus any earnings on those shares retained by the company rather than paid out in a dividend) -- i.e., the book value of the shares. If shareholders want to trade those shares between themselves based on their expectations of the future, they should knock themselves out and do it. But those trades and the value they are made at should have no bearing on the obligations of executive management.

But because this is not the case and executives routinely accept the obligation to earn a return on the market price of the shares rather than the book value of the shares -- and have their incentives tied to the former, they engage in extremely risky actions when their share price rises. Michael Jensen wrote a very good article on the subject entitled "The Agency Costs of Overvalued Equity and the Current State of Corporate Finance", which argues that spectacular crashes including Enron, WorldCom and Nortel could be traced to this problem. Management feels the obligation to earn a spectacularly high return on the investment resources they were actually given in order to earn a minimally acceptable return on value based on the expectations of investors. That article was written in 2004, well before the 2008 crash, but the actions of the big American banks bore a great similarity. The stock price of Citibank went up by 15X during the 1990s and headed another 50% higher in the time before the crash. What did Chuck Prince think he needed to do when he took over as CEO in 2003? I suspect that it was to earn an acceptable return on the wildly inflated stock price of Citibank -- however risky that was to accomplish. And it was riskier than anyone could have imagined for Prince and the other "too big to fail banks".

At the very heart of the problem are two deeply flawed theories -- first, that the obligation of management is to earn a return on the expectations of shareholders, however insanely high those expectations happen to be: and second, that stock-based compensation provides a useful motivation for management to take care of their company. They both sound good on the surface, but shareholders would be better off in the long-run if management felt the obligation to earn a fair, risk-adjusted return on the investment capital they were given and if their performance incentives were based on their company's performance in the real game.

 
 
 
 
 
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SolarPowerGuy
Ph.D., Immunology; Solar power @ home; Green Party
11:26 AM on 01/18/2012
I'm sorry that it took me two whole days to getting around to reading this article. This is very insightful. It leaves me wondering what we might do to get executives to recognize when they are not obligated to pander to speculators. Any suggestions?
HUFFPOST SUPER USER
ftkl1234
08:55 PM on 01/18/2012
Yes, there's a schizoid attitude of investors who goad corporations to make fast and big returns yet we blame them for the mess we're in. Short term profits and higher stock prices force corporation executives to achieve them and take those risks that landed us in the mess we now find ourselves.

What should happen is that any risky deals should not be rewarded with payouts till after, say five years, until the deal is shown to have really panned out. They should also be required to put substantial money of their own into their deals.

Will those greedy mortgage dealers with their focus on commissions, including the high executives of Fanny and Freddie, get taken to court or not? They need to pay back for what the mess they got us into, right?
HUFFPOST SUPER USER
billp65
10:06 AM on 01/18/2012
Once upon a time, say 1975, you could buy & hold a stock like VA Pwr&Electric, reinvesting the 8% dividends back into the stock, and after 20 or 30 years have a very nice retirement nest egg. That all changed in 1981. No longer can we buy and hold and expect a reasonable value some years down the line. Now we have to buy huge amounts of the flavor to the day stock today, and sell it tomorrow hoping to make a .25% (1/4%) profit on 10,000 share sale. Then do it again tomorrow. We went from a buy and hold, investment, mentality for a "LasVegas", throw the dice, mentality on Wall Street. Time for a change.
02:59 AM on 01/18/2012
Hey Rodger.....I can't figure you out???

Why is it that you fail to mention the role Clinton played in this drama?

Do you not know? Don't understand history? Forgot to take off your horse blinders???

You owe own it your audience to present a fair and balanced story....

Clinton pushed legislation to limited the tax deductiblity of company's top management salary to $1 million per year.....so company's countered this by offering something new.....STOCK OPTIONS....as an incentive for top executives

Oh shoot......

If your really this big brainiac, super smart fella then respond to this

Double dog dare ya!!!!!
07:44 AM on 01/19/2012
You are correct. The law left a loophole that should be closed. All money obtained from employment (options, shares, capital gains on shadow shares) must be taxed as employment income.
07:31 PM on 01/17/2012
Shareholders are not bondholders. If the company wanted money in exchange for a rate of return, it should sell bonds. Shares are owning a part of the company, and the company should generate value for them.

That said, stock price is not the way to generate value, it is just a guess on it. Long term improvements in book value, revenue, growth rates, and free cash to pay as dividends or reinvest is what the real goal should be, and having an incentive system based on the long term business fundamentals and not the stock price is far preferable to the current system.
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Opposition Research
Studying the enemies of civil liberty for 20 years
04:22 PM on 01/17/2012
And to think that the GOP wants to make our retirements *DEPENDENT* on that smoke-and-mirrors game.

If Social Security is privatized, our literal, direct dependence upon the owning royalty class will be complete.
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KOisGod
To thine own self be true
04:03 PM on 01/17/2012
Elect Myth Romney.

He'll make sure the game is even further "fixed".
03:56 PM on 01/17/2012
This is a matter that has concerned me for a long time. The flaw seems to be that the owners of the stock own the company and will demand that the stock value be maximized. I can't see any easy way around it.

The best (?) solution is that companies should issue bonds rather than sell stock. This would keep the investors from telling the company what to do.

The flaw here is that company ownership is fixed. One solution to that would be run companies as partnerships (or a similar arrangement). Another might be that the stock can only be sold back to the company and the price is always the net worth of the company divided by the number of outstanding shares - I imagine that the company also stands ready to sell shares at the same price.

It is the odd notion that the stock market is a valid measure of the company's practical worth that needs to be exploded. In my opinion this idea only arose because the stockholders could force it upon the companies.
03:46 PM on 01/17/2012
It's a deal with the devil every CEO understands when pondering whether to go public.Funding aplenty provided to pursue a market vs permanent indentured servitude to the same market. It is wildly effective at building capital intense organizations, with resulting employment for many. It is also insanely demanding and can jeopardize decades of success with a short term under performance.

Tweak it at your peril though. Social engineering gave us root cause of the last bubble. Boy, just imagine the damage these type of exercises could wreak on the entire market based economy that feeds the world.
03:35 PM on 01/17/2012
A number of psychological studies indicate that the ability to delay gratification is a crucial component of a person’s overall strategy for success. It should be obvious that (as in the game of chess) that the consequence of imprudent short-term gain can be subsequent disaster. It would be foolish to burn through temporarily increased income at a future cost; as an example, by means of multiple home equity loans that would convert an asset into crushing debt.

But what if you could wring this same home dry of equity and its value as collateral, and stick someone else with the bill? This is what many corporate raiders are permitted to do with companies. Or what if you could approve millions of unsound loans, homogenize them to the point that it became nearly impossible to track their quality, and sell them off as triple-A investment to suckers? And what if you were allowed to capture such a substantial portion of your nation’s financial intercourse that you effectively held the economy hostage – necessitating both a lavish financial rescue and a blanket pardon of criminal or negligent actions in the event of a self-induced catastrophe? In the absence of conscience, that’s a pretty sweet deal

We need to do a lot more thinking about how to incentivize planning and building for longer-term outcomes; as individuals, as companies, and for our nation, lest reality awaken us with the equivalent of a cry of “Checkmate!”
HUFFPOST SUPER USER
MissTake1989
Equal means equal, hypocrites.
03:34 PM on 01/17/2012
I love the GOP line that higher taxes on investment will discourage investment.

Because you know if they can only earn 6% on their money rather 12%, they'll just burn it to keep warm in the winter.

Meanwhile, they love to call the unemployed "lazy". They aren't lazy, they are merely discouraged at investing their time and effort by a low rate of return.

How about we tax investments at 35% and work at 15%.

That'll encourage them.
04:09 PM on 01/17/2012
you miss the point that investment income was already taxed when originally earned.
HUFFPOST SUPER USER
MissTake1989
Equal means equal, hypocrites.
05:11 PM on 01/17/2012
So, if I invest $10,000 and make another $2,000...the $2,000 was already taxed when originally earned, was it?

That's one psychic tax collector with their ear to the market.
03:27 PM on 01/17/2012
Excellent point. All I want from my investment is dividends. I don't care about capital gains, if they come fine, but as a small investor, chasing gains is a mugs game. The transaction costs will beat me if the people staring at Bloomberg terminals all day and the flash traders don't. If a dividend ratio is low, the stock is overpriced.
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TheTightwireGuy
Attempting to balance reason and passion
03:16 PM on 01/17/2012
Dear HuffPost readers,

I find it terribly ironic that the Michael Jensen mentioned in this article is the very same Michael Jensen who once vigorously touted stock-based compensation plans:

http://www.nytimes.com/2005/04/03/business/yourmoney/03guru.html

Why is this fact significant to me? 

Well, for starters, I was once an eager and impressionable doctoral student of his and his University of Chicago-trained cohorts at the University of Rochester's William E. Simon Graduate School Of Business:

http://en.wikipedia.org/wiki/William_E._Simon_Graduate_School_of_Business_Administration

In my enthusiastic ignorance as a fledgling libertarian economist-in-training, I naively soaked up his emotionally appealing but theoretically primitive and fallacious arguments in support of aggressive stock-based compensation.

And if the above article from the "liberal-biased" New York Times doesn't convince you that Dr. Jensen once prodigiously peddled the mistaken notion that corporate executives should be aggressively compensated with highly addictive and company-destructive stock-based compensation, then check out these articles from THE premier mass-market media publication for the business elite, Forbes:

http://www.forbes.com/sites/evapereira/2011/02/16/malcolm-gladwell-on-why-income-inequality-is-the-next-big-issue-facing-america/

http://www.forbes.com/sites/stevedenning/2011/11/28/maximizing-shareholder-value-the-dumbest-idea-in-the-world/

http://www.forbes.com/sites/stevedenning/2011/12/19/kicking-the-addiction-to-managerial-heroin-the-new-bottom-line-of-business/

The Tightwire Guy
Genders
Love, Tolerance, Enlightenment
03:05 PM on 01/17/2012
Stocks are not the rpoblem.

Your analysis is wrong.

You said that trading between third parties does not effect the original owners of the stock, this is wrong, it increases the market price, and the company and other stock holders can sell stock to get money, that's the whole point right?

You complaint should be focused on the regulation and accounting of the companies, for instance the borrowing against stock, the bets using SWAPS and derivatives, and the leveraged buyouts.

Enron and the other examples were fraud. Stocks may have been used in the fraud, but Enron was moving debt into shell companies, then borrowing against the "health" of the company that kept the good stuff. It also had multiple companies buying each others stuff to drive the price up.
http://en.wikipedia.org/wiki/Enron_scandal
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BBackSoon
Hello, I must be going.
03:01 PM on 01/17/2012
Seems to me that back when the tax rate was over 70% the idea was 'why take the money out of the company if I am just going to give it to Uncle Sam?'

Now it is all about Me, Me, Me.
02:53 PM on 01/17/2012
Well put. An article, I believe on this site the other day, said that Canadian public pension funds are now looked at as successful investors. Why? Because their objective is to pay a teacher a fixed amount for 10 to 15 years, not to earn a return on an artificial value. And the executives of these funds say they pay well for talent, but nothing compared to Wall street. And the Ontario Teachers head says his costs of investment are 10 to 15 % note that amount of what it would cost if he hired wall street advisors