Thursday, June 4, 2015

The Morning Call--The volatility in bonds, oil and the dollar raises questions

The Morning Call

6/4/15

The Market
           
    Technical

After another volatile day, the indices (DJIA 18067, S&P 2114) closed up modestly.  Both finished above their 100 day moving average, but below their former all-time highs.   On the very short term basis, the Dow finished above the upper boundary of the very short term downtrend that I mentioned yesterday; but the S&P remained below its comparable level.  The pin action, in my opinion, continues to reflect investor uncertainty.

Longer term, the Averages remained well within their uptrends across all timeframes: short term (17306-20111, 2032-3011), intermediate term (17458-23598, 1834-2602) and long term (5369-19175, 797-2138).  

Volume fell to an even more anemic level while breadth was down.  The VIX declined 4%, a bit more than normal for a slightly up Market day.  It is still below its 100 day moving average and the upper boundary of its very short term downtrend---a plus for stocks.  It is also within a short term trading range and an intermediate term downtrend.

M&A activity at bull market highs (short):

The long Treasury got hammered again, ending below its 100 day moving average, very near the lower boundary of a short term downtrend and below the upper boundary of that recently negated very short term downtrend.    
                       
GLD was down---continuing to do nothing and ending below its 100 day moving average and the neck line of the head and shoulders pattern.  Oil fell, closing back below the upper boundary of its short term trading range---negating Tuesday’s break. The dollar dropped, closing below its 100 day moving average and very near the lower boundary of the former short term uptrend.

Bottom line: despite intraday attempts to move in both directions, the Market remains trendless on a very short term basis---an indication, I believe, of a lack of conviction of both bulls and bears.  They remain hesitant to press their bets. 

I still believe that the Averages have come too far not to challenge the upper boundaries of their long term uptrends but I also think that any further advance will be limited to the rate of ascent of those boundaries. 

While the volatility in stocks has remained intraday, it is manifesting itself interday in bonds, oil and the dollar.  I am sure that is contributing to investor confusion---I know it is for me.  Given the current unattractive short term risk/reward equation, it makes sense to me to do nothing.
           
            Hedge funds have never been longer (short):

    Fundamental

       Headlines

            Yesterday’s US economic data returned to the negative side: weekly mortgage and purchase applications fell, the May Markit services PMI and the May ISM services index were both below estimates.  The May ADP private payroll report was in line and the most recent Beige Book report contained nothing of informational value.  The one positive was the April (yesterday I termed it as the second quarter, which was incorrect) US trade deficit.

Overseas:

(1)   the ECB left interest rates unchanged.  That was pretty much expected; however, in a press conference following the meeting, Draghi told investors to expected increased volatility in rates---which did not make the bond markets happy.

(2)   the OECD lowered its global growth outlook.  I don’t think that a surprise since these guys are always behind the curve.  It does support our revised lower growth forecast.

(3)   first quarter Australian GDP came in better than estimates.   This helps our ‘muddling through’ scenario.

(4)   another large Chinese company defaulted---that doesn’t.  This is a little unsettling.  You know, the Chinese only tell us what they want to tell us; and if they can’t tell us anything but bad news, I have to wonder what is going on beneath the surface,

(5)   T minus 2.  No solution to the Greek bailout negotiations; although, by definition, we are getting closer.  We almost have to have some sign before the IMF payment is due on Saturday.  Although as I noted yesterday, gosh only knows what is going to happen.  However, given the options and their consequences, I think too sanguine a view is very risky.
           
                 A review of Greece’s options (medium):

                       ***overnight (medium):

Bottom line: yesterday’s economic data took a decided turn for the worse, although this week’s stats to date are still in the ‘mixed’ category.  Whether the improvement seen in two of the last four weeks is a sign that the economy is stabilizing is open to question.  We need this week and subsequent ones to follow suit before we get too jiggy about the prospects.  Nonetheless, it is good news that we at least have an open issue. 

The overseas data was not that significant save for the Chinese bankruptcy.  Their stock market notwithstanding, the reported economic conditions are just not progressing.  With an economy that big, a significant slowdown will likely induce some heartburn.

The Greek bailout problem is not going away.  Things have gone far enough that there is no easy solution; the pain is now a matter of degrees.  How much pain is already being discounted is a big question; but given the seeming Pollyannaish attitude of many investors on this issue, I suspect if any solution other than Greece stays in the EU, gets its bailout money and guts it up on austerity would not be well received.

Finally, since I am always looking for things to worry about, the recent volatility in the bonds, oil and the dollar does raise questions about the investor motivation behind this pin action and what that could mean for stocks.

 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 and 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.

            Looney Tunes market---the latest from Doug Kass (medium):

            The Fed’s confusion (medium):

            What is Janet to do? (medium):

            The corporate borrowing spree impacts future stock returns (medium):

            Has profits share on national income peaked? (short):

     Economics

   This Week’s Data

            The May Markit services PMI was reported at 56.2 versus expectations of 56.5.

            The May ISM services index came in at 55.5 versus estimates of 57.2.

            The latest Beige Book was released and it shows the economy growing and respondents generally optimistic.

            Weekly jobless claims fell 8,000, in line.

            First quarter nonfarm productivity declined 3.1% versus forecasts of -2.9%; unit labor costs rose 6.7% versus consensus of +6.0%.

   Other

Politics

  Domestic

  International War Against Radical Islam

            More smoke being blown up our skirts on the Iran deal (short):
            Ukrainian rebels attack (short):





No comments:

Post a Comment