Saturday, February 27, 2016

The Closing Bell

The Closing Bell

2/27/16

Statistical Summary

   Current Economic Forecast
           
            2015 estimates

Real Growth in Gross Domestic Product (revised)      -1.0-+2.0%
                        Inflation (revised)                                                          1.0-2.0%
                        Corporate Profits (revised)                                            -7-+5%

2016 estimates

Real Growth in Gross Domestic Product                     -1.25-+0.5%
                        Inflation (revised)                                                          0.5-1.5%
                        Corporate Profits (revised)                                            -15-0%

   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Downtrend                            16725-17471
Intermediate Term Trading Range           15842-18295
Long Term Uptrend                                  5471-19343
                                               
                        2015    Year End Fair Value                                   12200-12400

                        2016     Year End Fair Value                                   12600-12800

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Downtrend                                1874-1960
                                    Intermediate Trading Range                        1867-2134
                                    Long Term Uptrend                                     800-2161
                                               
                        2015   Year End Fair Value                                      1515-1535
                       
2016 Year End Fair Value                                      1560-1580          

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.   This week’s dataflow was mixed by volume: above estimates: weekly purchase applications, January existing home sales, month to date retail chain store sales, January personal income and spending, February consumer sentiment, January durable goods orders, the January Chicago Fed national activity index and fourth quarter GDP; below estimates: weekly mortgage applications, January new home sales, February consumer confidence, weekly jobless claims, both the February flash manufacturing and services PMI’s, the February Richmond and Kansas City Fed manufacturing indices; in line with estimates: the December Case Shiller home price index and the December trade balance.

However, the primary indicators were strongly upbeat: January existing homes sales (+), January durable goods orders (+), fourth quarter GPD (+), January personal income and spending (+) and January new home sales (-). 

This overall showing was the best in six months and the strength in the primary indicators perforce makes me question my newly revised forecast.  Of course, one week does not a trend make; and clearly it is an outlier in the last twenty five weeks (five mixed to upbeat weeks and twenty negative weeks in the last twenty-five).  Nonetheless, I am on alert.

St. Louis Fed chief Bullard made an appearance on CNBC in which he proclaimed that the economy was just fine but that another interest hike could be harmful.  My take is that it revealed a Fed that realizes that it has been wrong on its economic projections, late to the table in starting a move to monetary normalization, scared s**tless that it will have to reverse itself in short order and still clueless as to why nothing that they have done has worked.

In sum, the US stats this week were mixed but the primary indicators were quite positive---enough so that I wonder if I didn’t jump the gun on my recession call.  Certainly, more data is needed before I get too serious about it.

What few international economic numbers we got were negative.  Plus, worries continued to mount regarding the strength of European bank balance sheets.  So no help for the US from this source.

Importantly, the G20, the ECB and the Fed all meet in the next two weeks.  I am sure that there will be some investment fireworks whether or not anything substantial comes from any of these gatherings.  In advance of the G20 meeting, the Chinese did promise to keep the yuan stable and institute fiscal stimulus.  Given their record on honesty, this has to be viewed with some skepticism.   Nonetheless, were it to occur, it would be a big plus.

In summary, the US economic stats this week were better than what has been the norm of late and the international data were poor but sparse.  Meanwhile, the central bankers have numerous opportunities in the next two weeks to delight and thrill investors.

Our forecast:

a recession or a zero economic growth rate, caused by 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 negatives:

(1)   a vulnerable global banking system.  This week we received several bits of data: [a] Standard Chartered, a large UK bank focused on emerging market lending, reported losses significantly higher than anticipated, [b] the largest fracker in North Dakota is suspending its fracking operation, suggesting that all is not well, financially speaking, and hence neither are its banks and [b] JP Morgan added $500 million to its loan loss reserves.

Along the lines of the latter, the FDIC warned of growing credit risks in US banks.

None of these necessarily means that global banks are tanking, but clearly they are not positive signs---which keeps us from concluding that they are not tanking.

This is an expansion on the Cleveland Fed financial stress index that was released this week (medium):

The impact of oil on financial institutions (medium:

                        Private equity firms are now private debt firms (medium):

(2)   fiscal/regulatory policy.  Not much news this week.  But this is a great article on how our mismanaged fiscal policy has contributed to the current economic malaise (medium and a must read):

(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.  

The news this week included [a] the Bank of China continued to pump liquidity into it financial system, [b] hawkish St. Louis Fed chief Bullard reiterated on CNBC his thinking that further rate hikes would be ‘unwise’ and [c] the IMF calling for ‘bold’ action from the G20 {which meets this weekend} to prop up demand.  Unfortunately, the IMF plea was for fiscal action, something that will not likely happen here until at least early 2017, may never occur in the EU as long as the Germans have their way and has already taken place in Japan and China---not that they couldn’t do more.

And speaking of China.  Ahead of this weekend’s meeting in Singapore, the government announced several measures to deal with its current economic problems including promises to keep the yuan stable and [echoing the IMF plea] to increase fiscal stimulus.  Whether or not the Chinese really mean it is another question---remember they lie a lot about their economy and policies.  Nonetheless, if they truly adopt these measures, it would be a plus.  Time will tell.

David Stockman on Chinese policy alternatives (medium):

Of course, the G20 could always agree to pursue more of the same useless QE or negative interest rate policies as some sort of substitute for fiscal action.  And barring a dramatic turnaround among the policy makers that would likely be exactly what they do.  Which is to say more Keynesian monetary stimulus in the hopes of generating consumer spending.  ‘Hopes’ being the operative word.  Because nothing that they have done thus far has worked and any add on QE or negative interest rate policies will likely only make matters worse. (must read):

As usual, those policies continue to inject euphoria among the stock guys because the central bankers’ only true accomplishment has been to drive asset prices ever higher as earnings decline ever further.  Sooner or later something has to give because the logical conclusion of this trend is to pay infinity for no earnings/no earnings growth.   I think it likely to be ugly when that happens.

You know my bottom line: sooner or later, the price will be paid for asset mispricing and misallocation.  The longer it takes and the greater the magnitude of QE, the more the pain.
                                 

(4)   geopolitical risks: it appears there has been an agreement on a ceasefire in Syria, whatever that means---which if we use Ukraine as the latest example of a ceasefire where Russia was involved, means nothing 

My chief concern is that if the Saudi’s/Turks keep getting more involved, there is the potential that get their collective asses kicked by the Russians and then come whining to us to do something. 

(5)   economic difficulties in Europe and around the globe.  There were few international economic stats released this week:  the February EU composite PMI hit a fourteen month low, with French and German readings in negative territory; January EU inflation was below consensus; German business sentiment declined and the February Japanese flash PMI came in below expectations.

A bull on Japan (medium):

In other economic news:

[a] all three ratings agencies lowered the credit rating of Brazil to junk,

[b] the Saudi Oil minister ruled out any oil production cuts in the near future and Iran characterized a freeze of oil production as a ‘joke’.  But then the Nigerian oil minister said OPEC would meet to consider production cuts. Yeah, right.  Talk about talking your book. 

Of course, as long as demand is declining as a result of slowing global economic activity, only an agreed upon meaningful reduction in supply will  have any long term positive effects on oil prices.  And even then, it may mean nothing given historical inclination of OPEC members to cheat on production quotes.

That said, on Thursday, Whiting Petroleum, the largest fracker in North Dakoda, suspended its fracking operations.  While it is tough to know whether or not this is the start of reduction in global oil supplies, if it is, it could also be the end of declining oil prices.  Of course, there are a lot of other factors that play into that outcome: how much the Iranians and Iraqis intend to ramp up production and how much demand is being removed from the market by the slowing global economy.  Unfortunately, what it most likely means short term is that the frackers are having problems and hence so are the banks.

      In sum, the global economic outlook has not improved.

Bottom line:  the aggregate US dataflow continues to point to a recession though this week’s primary indicators give me pause.  On the other hand, the global economy did nothing to brighten the outlook.    Meanwhile, the upcoming meetings of the G20, the ECB and the Fed provide the major global central banks with ample chances to enhance and prolong QE policies even though to date those policies have only made matters worse. 

A deteriorating global economy and a counterproductive central bank monetary policy are the biggest economic risks to our forecast. 


This week’s data:

(1)                                  housing: weekly mortgage applications dropped but purchase applications were up; the December Case Shiller home price index was up, in line; January existing home sales were better than expected but new home sales were worse,

(2)                                  consumer: month to date retail chain store sales growth rose versus the prior week; February consumer confidence was disappointing while consumer sentiment was better than forecast; weekly jobless claims increased more than projected; January personal income and spending were ahead of consensus,

(3)                                  industry: the January Chicago Fed national activity index was strong; the February flash manufacturing index was below estimates while the services PMI was terrible; January durable goods order were much better than anticipated; the February Richmond and Kansas City Fed manufacturing indices were lower than projected,

(4)                                  macroeconomic: fourth quarter GDP was much stronger than consensus; the December trade deficit was slightly below expectations.


The Market-Disciplined Investing
         
  Technical

The indices (DJIA 16639, S&P 1948) had another great up week, but they ended quietly as volatility declined, volume rose a tad and breadth remained mixed.

The Dow closed [a] below its 100 day moving average, now resistance, [b] below its 200 day moving average, now resistance, [c] below the lower boundary of a short term downtrend {16725-17471}, [c] in an intermediate term trading range {15842-18295}, [d] in a long term uptrend {5471-19343}, [e] and made a second higher high last week.

The S&P finished [a] below its 100 day moving average, now resistance, [b] below its 200 day moving average, now resistance [c] within a short term downtrend {1874-1960}, [d] in an intermediate term trading range {1867-2134}, [e] in a long term uptrend {800-2161} and [f] made a one day higher high on Thursday, leaving open the question that it might have been a head fake. 

The long Treasury took a break last week.  On Friday, it finished below the lower boundary of its very short term uptrend; if it closes there on Monday, the trend will be voided.  On the other hand, it remained within a short term uptrend and above its 100 day moving average.  So bond prices may be consolidating after a big run up; but it will take more than a break of a very short term uptrend to make me think that we have seen the highs.

GLD ended in very short term and short term uptrends, as well as substantially above its 100 moving average.  The rally continues. 

Bottom line: this week’s pin action was confusing as hell.  I can name just as many technical factors that point to higher stocks as I can that point to lower stock prices.  So short term, I don’t have a clue on Market direction.  That said, if stocks do go higher, I remain firmly convinced that [a] we will not see a new all-time high and [b] we haven’t seen the lows of this cycle yet.

Update on best stock market indicator ever (medium):

Fundamental-A Dividend Growth Investment Strategy

The DJIA (16639) finished this week about 34.5% above Fair Value (12366) while the S&P (1948) closed 27.1% overvalued (1532).  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.

This week’s primary indicators were very strong.  Whether or not this was merely an outlier or a sign of things to come will be my focus in coming weeks.  For the moment, I am sticking with our newly revised forecast for recession or zero growth.  The global economy remains a mess, its banking system increasingly infirm and the tensions in the Middle East raise the risk of some untoward event igniting all-out war.  The risk here is that many Street economic forecasts are too optimistic (and they assume none of the above occurs); and if they are revised down, it will likely be accompanied by lower Valuation estimates.

This week, St. Louis Fed chief Bullard, a major hawk on the Fed, repeated his ‘another rate hike would be unwise’ statement on CNBC, providing added emphasis to the point that the Fed has blown the transition to normalized monetary policy, that the risk of a recession has risen (his comments to the contrary notwithstanding) and, therefore, the clincher, the Fed has almost no bullets with which to combat it---save negative interest rates. 

I have discussed and linked to enough articles on that subject to not have to repeat the negative impact and consequences of such an ill begotten policy---the bottom line of which is that it will only exacerbate the impending recession and make a return to normalized monetary policy all the more difficult and painful. 

That said, short term, the Markets clearly continue to love QE despite its abysmal record in generating economic growth.  And there will be plenty of openings for even more QE coming out of those big three meetings discussed above.  Regrettably, as long as that lasts, mispriced assets will remain in nosebleed territory.  Long term. I believe that the longer easy money policies of the central banks last and the larger the magnitude of QE, the greater the Market pain when it is finally over or when the Markets finally figure out the shell game.

 Whenever that happens, I believe that the cash generated by following our Price Discipline will be welcome when investors wake up to the Fed’s (and other central bank) malfeasance because I suspect the results will not be pretty. 

Net, net, my two biggest concerns for the Markets are (1) declining profit and valuation estimates resulting from the economic effects of a slowing global economy and (2) the unwinding of the gross mispricing and misallocation of assets following the Fed’s wildly unsuccessful, experimental QE policy.

More on earnings (medium):

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 for equities.  Unfortunately, our own assumptions may be too optimistic, making matters worse.

The assumptions in our Valuation Model have not changed either; though at this moment, there appears to be more events (greater than expected decline in Chinese economic activity; turmoil in the emerging markets and commodities; miscalculations by one or more central banks that would upset markets; a potential escalation of violence in the Middle East and around the world) that could lower those assumptions than raise them.  That said, our Model’s current calculated Fair Values under the best assumptions are so far below current valuations that a simple process of mean reversion is all that is necessary to bring Market prices down significantly.

I can’t emphasize strongly enough that I believe that the key investment strategy today is to take advantage of any further bounce in stock 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.  As a secondary objective, I would reconsider any thoughts of ‘buying the dip’.

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.
           
            More investment thoughts from Lance Roberts (medium):


DJIA             S&P

Current 2016 Year End Fair Value*              12700             1570
Fair Value as of 2/29/16                                  12366            1532
Close this week                                               16639            1948

Over Valuation vs. 2/29 Close
              5% overvalued                                12984                1608
            10% overvalued                                13602               1685 
            15% overvalued                                14220               1761
            20% overvalued                                14839                1838   
            25% overvalued                                  15457              1915   
            30% overvalued                                  16075              1991
            35% overvalued                                  16694              2068
                       
Under Valuation vs. 2/29 Close
            5% undervalued                             11747                    1455
10%undervalued                            11129                   1378   
15%undervalued                            10511                   1302



* 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.








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