Saturday, June 27, 2015

The Closing Bell

The Closing Bell

6/27/15

Statistical Summary

   Current Economic Forecast
           
            2014

                        Real Growth in Gross Domestic Product                       +2.6
                        Inflation (revised)                                                           +0.1%
                        Corporate Profits                                                             +3.7%

            2015 estimates

Real Growth in Gross Domestic Product (revised)      0-+2%
                        Inflation (revised)                                                          1.0-2.0
                        Corporate Profits (revised)                                            -5-+5%

   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Uptrend                                 17465-20271
Intermediate Term Uptrend                      17645-23787
Long Term Uptrend                                  5369-19175
                                               
                        2014    Year End Fair Value                             11800-12000                                          
                        2015    Year End Fair Value                                   12200-12400

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2056-3035
                                    Intermediate Term Uptrend                        1851-2619
                                    Long Term Uptrend                                    797-2138
                                               
                        2014   Year End Fair Value                                     1470-1490

                        2015   Year End Fair Value                                      1515-1535        

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          53%
            High Yield Portfolio                                     54%
            Aggressive Growth Portfolio                        53%

Economics/Politics
           
The economy provides no upward bias to equity valuations.   The dataflow the week of June 22  beat Street expectations by more than any other set of weekly stats this year: above estimates: May existing and new home sales, weekly mortgage and purchase applications, May personal income and spending, month to date retail chain store sales, June consumer sentiment, the June Richmond and Kansas City Fed manufacturing indices and the final first quarter GDP number; below estimates: the May Chicago national activity index and the June Markit flash manufacturing and services PMI’s; in line with estimates: the June durable goods and ex transportation combo.

The more important indicators were almost all above Street forecast:  above estimates: May new and existing home sales, May personal income and spending and first quarter GDP; below estimates: none; in line with estimates: the May durable goods and ex transportation combo.  This marks the fourth week in a row in which the majority of numbers have been above consensus.  That’s great in that this performance likely takes a possible recession off the table.  However, it follows eighteen weeks of data that were consistently below expectations.  True, the weather and the West coast longshoremen’s strike had an impact. Nevertheless, in my judgment, the growth rate of the economy has still shifted down a gear and is growing at a lesser rate than the already anemic pace of the current recovery from the financial crisis.

Our forecast:

a much below average secular rate of recovery, exacerbated by a declining cyclical pattern of growth resulting from too much government spending, too much government debt to service, too much government regulation, a financial system with conflicting profit incentives and a business community hesitant to hire and invest because the aforementioned, the weakening in the global economic outlook, along with the historic inability of the Fed to properly time the reversal of a vastly over expansive monetary policy.
           
        The pluses:

(1)   our improving energy picture.  Oil production in this country continues to grow which is a significant geopolitical plus.  However, we have yet to see the ‘unmitigated’ positive attributed to lower oil prices by the pundits.  Not surprisingly, with oil prices recovering somewhat, this same crowd is trumpeting the pluses that rising prices will have on capital spending.  If they keep trying, the law of averages says that they will eventually be right.  But who will listen?

       The negatives:

(1)   a vulnerable global banking system.  On Thursday, it was announced that JP Morgan, our ‘fortress bank’, was implicated in yet another scheme to defraud the public---this time for pushing private banking clients to buy the bank’s own investment products.


My concern here is that: [a] investors ultimately lose confidence in our financial institutions and [b] the recent scandals are simply signs that our banks are not as sound and well managed as we have been led to believe and, hence, are highly vulnerable to future shocks from either subprime debt problems in the student loan or auto markets or turmoil in the EU financial system resulting from a Greek default or exit from the EU.
      

(2)   fiscal policy.  Something positive for a change from our ruling class.  The congress gave Obama His right to negotiate the Asian trade deal.  Overall, I think it a plus for the economy.  Like most legislation, there are some short comings: [a] renewal of the Import/Export bank charter---which I am not a fan of and [b] the oft heard complaint of the erosion of congressional powers by the executive. 

To be clear, I think the latter one of the most significant constitutional problems that the US faces.  That said, congress has been submitting to this process for the last 75 years under both party’s rule and the only time we hear complaints, it is more for partisan political reasons than anything to do with the constitutional issue of separation of powers.  So I might be more sympathetic if the current legislative complainants had been fighting the massive overreach by executive orders lo these many years.  But that is not the case.  So, while I wish that someone had the cojones to do something to change the trend in this process; but that is not likely to happen.  In the meantime, if I was going to object to the usurpation of congressional authority, I have a complaint list a mile long at the bottom of which would be free trade negotiating power.

On a less constructive note, the Supreme Court upheld the constitutionality of Obamacare.  Setting aside the act’s social/political value, the economic affect to date has been as many expected---detrimental to economic growth, especially as it applies to small business, which, lest we forget, is the main driver of employment.  It is also far more expensive than was originally forecast and, hence, has  become another federal program that either sucks taxes out of the people or adds to the deficit---thus falling under the aforementioned categories of  ‘too much government spending, too much government debt to service, too much government regulation’.

(3)   the potential negative impact of central bank money printing:  The key point here is that [a] the Fed has inflated bank reserves far beyond any comparable level in history and [b] while this hasn’t been an economic problem to date, {i} it still has to withdraw all those reserves from the system without creating any disruptions---a task that I regularly point out it has proven inept at in the past and {ii} it has created or is creating asset bubbles in the stock market as well as in the auto, student and mortgage loan markets.  

An absolute must read:

(4)   geopolitical risks: tensions continue in Ukraine and there is no letup in the fighting in the Middle East.  However, they are taking a back seat to the Greek standoff.  I will note that the US/Russian rhetoric has reached a point that is a little concerning---my worry being a misstep by the administration which has proven time and again its lack of skill in foreign affairs.

(5)   economic difficulties, overly indebted sovereigns and overleveraged banks in Europe and around the globe.  The headline remains the test of wills between the Troika and the Greeks over a bail out agreement.  While the rhetoric took a less discordant tone the last seven days, the parties appear no closer to a deal.  And time is running short---at least on the current calendar of payment deadlines. 

Adding even more drama, the ECB said Thursday that it has ended its liquidity injections into the Greek banks.  Then on Friday, the Troika gave Greece another final [if you believe that] ‘take it or leave it’ offer [as of this writing, details are unclear but we do know that it is only a five month agreement] to be met by Monday; which the Greeks then rejected as ‘blackmail’ and threatened to call for referendum.  Clearly, this a minute to minute situation and may have changed by the time you read this.  Given history, we should never underestimate the eurocrats’ ability to snatch victory from the jaws of defeat even with one foot off the cliff.

My bottom line here hasn’t changed: I don’t know how this ends and I don’t know what it means for the markets if it ends badly; but I do believe that there will be unintended consequences; and since those are by definition unknowable, this situation demands some caution.          

Here is the really, really, really optimistic case (short):

Getting off the Greek dilemma for a moment, the international economic news over the last seven days has not been all that positive.  The EU flash composite index came in well above forecasts.  Regrettably, the comparable Chinese number was as bad as the EU was good---which along with a major stock selloff prompted the central bank to ease monetary policy dramatically.  In addition, June German business confidence fell for the second month in a row, South Korea downgraded its 2015 economic growth outlook and Japan, despite its Godzilla QE, can’t get off dead center---May inflation and household spending were basically flat.  Overall, nothing to suggest that the global economy will make any contribution to our own growth beyond what is providing now.


    ‘Muddling through’ remains the assumption for the global economy in our Economic Model with the proviso that if a Greek default/exit occurs, all bets are off. This remains the biggest risk to forecast.
           

Bottom line:  the US economic news continues to indicate improvement from its first quarter swoon.  That is positive in that it, hopefully, is taking the recession scenario off the table.  But, in my opinion, that in no way suggests any acceleration in our growth prospects above the rates that existed in the preceding couple of years.

The international data did little to demonstrate any kind of pick up in global economic growth.  But we did get, as we are accustomed to, another central bank pushing the QE button---in this case China, which is trying to deal with both lagging economic growth and a speculative stock market.  Sound familiar?  So ‘the head in the sand’ monetary strategy remains the keystone of global central bank policy.  No one seems willing to consider the clear overall failure of QE or the consequences of the misallocation and pricing of assets.

Finally, the Greek/Troika negotiations are on a treadmill and time is running out.  A resolution may still occur, but there remains a decent risk that it will not.

This week’s data:

(1)                                  housing: May existing and new home sales were better than consensus; weekly mortgage and purchase applications were up,

(2)                                  consumer: May personal income and spending were above estimates, month to date retail chain store sales were up; weekly jobless claims rose less than expected; June consumer sentiment was higher than anticipated,

(3)                                  industry: the May Chicago national activity index was below forecasts; May durable goods orders were disappointing, but ex transportation they were fine; both the June Markit flash manufacturing and services PMI’s were below consensus; the June Richmond Fed manufacturing index was much better than estimated while the Kansas City index, while negative, was somewhat improved,

(4)                                  macroeconomic: the final first quarter GDP growth number was -0.2%, in line but below the initial reading of -0.7%.

The Market-Disciplined Investing
         
  Technical

The indices (DJIA 17947, S&P 2101) drifted lower on the week, trading down near the lower level of their very short term trading ranges.  The upper boundary of that range is marked by the Averages prior highs (18298, 2135); the lower boundaries are their respective 100 day moving averages.  On Friday, the Dow closed below its moving average for the third day in a row; the S&P remains above its comparable level (2095) but just barely.  I have previously noted that the 100 moving averages have offered tremendous support over the past two years.  So the question now is the reverse of one that I posed two weeks ago when the indices appeared poised to challenge their prior highs and upper boundaries of their long term uptrends: do the bears now have the juice to push the Averages below those strong support levels?  Follow through.

That said longer term, the indices remained well within their uptrends across all timeframes: short term (17465-20271, 2056-3035), intermediate term (17645-23787, 1851-2619) and long term (5369-19175, 797-2138).  

Volume rose markedly on Friday; but that was primarily due to the Russell rebalancing.  Breadth improved, more so than I would have thought.  The VIX was off fractionally, finishing below its 100 day moving average and the upper boundary of a very short term downtrend.  Any price below 13, I believe offers great value as portfolio insurance.

The long Treasury got whacked again on Friday, closing below its 100 day moving average and below the upper boundaries of its very short term and short term downtrends.  Indeed, it ended right on the lower boundary of its short term downtrend.  So a technical bounce here wouldn’t be a surprise; but the trend is still down and has decent momentum.  I continue to have a problem coming up with an economic scenario that explains the 15% losses in the bond market but vacillation near all-time highs in the stock market.

GLD continues to do nothing.  Oil remains at the upper end of a short term trading range while the dollar closed below its 100 day moving average and the lower boundary of a very short term downtrend.

Bottom line: the indices are trendless at the moment, caught between their all-time highs and their 100 day moving averages.  Resolution of the Greek bailout dilemma likely holds the key to any directional move out of that range and could swamp any short term technical factors.

Two other things to watch that may also play a role in determining stock price direction are the bond market and the Chinese stock market, neither of which present any optimism for assuming higher stock prices. 

My technical bias remains to the downside primarily because I believe that the upside is limited by the resistance I expect to be offered by the upper boundaries of the indices long term uptrends while there is a much larger downside represented by the lower boundaries of their short term uptrends. 

That spread is clearly not enough to warrant getting beared up.  However, the spread between the upper and lower boundaries of their long term uptrends is something else again.  That should give pause to anyone dying to buy stocks at these price levels.


Fundamental-A Dividend Growth Investment Strategy

The DJIA (17947) finished this week about 48.2% above Fair Value (12105) while the S&P (2101) closed 39.8% overvalued (1502).  Incorporated in that ‘Fair Value’ judgment is some sort of half assed attempt at getting fiscal policy under control, a botched Fed transition from easy to tight money, a historically low long term secular growth rate of the economy and a ‘muddle through’ scenario in Europe, Japan and China.

The June 22 week of US stats dovetails nicely with our forecast of no recession but decelerating growth.  Hence, there is no need to challenge the longer term growth of productive capacity assumption in our Valuation Model.

Likewise, as I have noted previously, the Fed has already done its part to assure ‘a botched…transition from easy to tight money’.  It is now facing the probability that unless it gets very lucky, (1) if it tightens, it will run the risk of hampering or even stopping what sluggish growth the US economy currently has or (2) if it doesn’t tighten, it still may have to implement QEIV due to the aforementioned economic lethargy and/or events in Greece that produce a shock that would necessitate a further infusion of liquidity to maintain stability within our financial institutions---and that is just what we need: more pricing distortion in the securities market and more asset misallocation.   

Making matters worse, the long end of the yield curve has been rising.  That would be normal in an environment of improving economic activity.  Unfortunately the reverse is occurring; or more correctly said, the economy is showing signs of stabilization after a rough first quarter but is not likely to get back to its growth rate of a year ago.  My conclusion is that the bond guys have lost faith in the Fed; and if that spills over into the equity market, well, times could get tough.

We are getting down to the short strokes in the Greek bailout negotiations.  No apparent progress has been made in the last seven days; and even worse, the ECB is ending its liquidity injections in the Greek banking system---meaning a possible bank holiday on Monday if no solution is achieved.  Of course, there were rumors of such an occurrence last weekend and nothing happened.  I have no idea how this crisis gets resolved; though if history is any guide it somehow will end positively, even if it doesn’t correct failed fiscal policies of the past.  Further, I remain unclear as to the ultimate consequences of a default or Grexit; but I suspect that they will impact the Markets negatively.

Bottom line: the assumptions in our Economic Model are unchanged.  If they are anywhere near correct, they will almost assuredly result in changes in Street models that will have to take their consensus Fair Value down. 

The assumptions in our Valuation Model have not changed either; though there are scenarios (Grexit) that could lower Fair Value.  That said, our Model’s current calculated Fair Values are so far below current valuation that any downward revisions by the Street will only bring their estimates more in line with our own.

I can’t emphasize strongly enough that I believe that the key investment strategy today is to take advantage of the current high prices to sell any stock that has been a disappointment or no longer fits your investment criteria and to trim the holding of any stock that has doubled or more in price.

Bear in mind, this is not a recommendation to run for the hills.  Our Portfolios are still 55-60% invested; but their cash position is a function of individual stocks either hitting their Sell Half Prices or their underlying company failing to meet the requisite minimum financial criteria needed for inclusion in our Universe.
                       

                Corporate dividends plus buybacks now equal more than operating cash flow (short):


DJIA             S&P

Current 2015 Year End Fair Value*              12300             1525
Fair Value as of 6/30/15                                  12105            1502
Close this week                                               17947            2101

Over Valuation vs. 6/30 Close
              5% overvalued                                12710                1577
            10% overvalued                                13315               1652 
            15% overvalued                                13920                1727
            20% overvalued                                14526                1802   
            25% overvalued                                  15131              1877   
            30% overvalued                                  15736              1952
            35% overvalued                                  16341              2027
            40% overvalued                                  16947              2102
            45%overvalued                                   17552              2177
            50%overvalued                                   18157              2253
            55% overvalued                                  18762              2328

Under Valuation vs. 6/30 Close
            5% undervalued                             11499                    1426
10%undervalued                            10894                   1351   
15%undervalued                            10289                   1276



* Just a reminder that the Year End Fair Value number is based on the long term secular growth of the earning power of productive capacity of the US economy not the near term   cyclical influences.  The model is now accounting for somewhat below average secular growth for the next 3 to 5 years. 

The Portfolios and Buy Lists are up to date.


Steve Cook received his education in investments from Harvard, where he earned an MBA, New York University, where he did post graduate work in economics and financial analysis and the CFA Institute, where he earned the Chartered Financial Analysts designation in 1973.  His 47 years of investment experience includes institutional portfolio management at Scudder. Stevens and Clark and Bear Stearns, managing a risk arbitrage hedge fund and an investment banking boutique specializing in funding second stage private companies.  Through his involvement with Strategic Stock Investments, Steve hopes that his experience can help other investors build their wealth while avoiding tough lessons that he learned the hard way.








No comments:

Post a Comment