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European stocks tumbled to a two-year low on Monday, as mounting fears over the prospect of a Greek debt default and concern about a surge in Italian yields at a bond auction prompted investors to dump equities across the board. The FTSEurofirst 300 index of top European shares ended down 2.7 percent at 890.98 points in strong volume, after falling as much as 3.7 percent earlier in the session and hitting a two-year low.
French banking stocks swooned, hurt by mounting expectation of a credit rating downgrade from the Moody's agency. Several sources said on Saturday that BNP Paribas, Societe Generale and Credit Agricole were expecting an "imminent" decision from the agency, which first put them under review for possible downgrade on June 15.
Societe Generale plummeted 11 percent to a level not seen since 1992, while CEO Frederic Oudea's bid to reassure markets - with a cost-cutting and asset sale plan to free up 4 billion euros ($5.44 billion) by 2013 - failed. SocGen's market capitalisation has tumbled from 110 billion euros in April 2007 to 12 billion euros on Monday, with the stock trading at 2.57 times expected earnings in 2012, and at 0.263 time its book value.
BNP Paribas lost 12 percent, also hit by investor concern over the bank's exposure to Italy following the country's T-bill auction at which yields hit a three-year high above 4 percent, up from 2.96 percent at an auction a month ago. "The fear goes well beyond Greece. The yields at Italy's T-bill auction today surged, signalling that contagion is real," David Thebault, head of quantitative sales trading at French broker Global Equities, said.
"It's a real 'flight to liquidity' that is happening at the moment. Fund managers are going for cash as much as they can. Although it's too early to call it a floor, there are interesting picks in some sectors such as services and luxury, where you can buy at prices that are below book value." Around Europe, UK's FTSE 100 index fell 1.6 percent, Germany's DAX index dropped 2.3 percent, and France's CAC 40 tumbled 4 percent.
In afternoon trading, the French benchmark index sank by 5 percent, touching its lowest since April 2009, after news of an explosion in a furnace at the Marcoule nuclear waste treatment site in southern France that killed one person. French utility EDF fell nearly 8 percent after the news, hitting a record low, before paring losses to end down 2.9 percent.
The recent slump in equities world-wide has knocked European stock valuation ratios to their lowest since March 2009, during the height of the global financial crisis. The broad STOXX 600 index trades at 8.8 times 12-month forward earnings, well below a 10-year average of 13.2, according to Thomson Reuters Datastream. This compares with a 12-month forward P/E ratio of 11.3 for Wall Street's S&P 500 index.
So far this year, the STOXX 600 index has lost 21 percent, falling behind a 9.2 percent drop on the S&P 500. "When it looks like a bear, feels like a bear and sounds like a bear ... it's a bear," Exane strategists wrote in a note. "The prospect of mediocre earnings growth and no obvious catalyst for sustained multiple expansion makes it difficult to make a bullish case for equities. "Most valuation measures are low by historical standards and reflect a lower growth environment, but this does not mean that equities are 'cheap'."

Copyright Reuters, 2011

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