Tuesday, March 15, 2016

The Morning Call---the Bank of Japan rolls out a peashooter

The Morning Call

3/15/16

The Market
         
    Technical

The indices (DJIA 17229, S&P 2019) turned in a mixed day (Dow up, S&P down) on low volume.  Stocks remained overbought.  The VIX rose and looks like it could have made a double bottom---perhaps a sign of impending weakness.   

The Dow closed [a] above its 100 day moving average for the second day, now resistance; if it remains there through the close today, it will revert to support, [b] above its 200 day moving average for the second day, now resistance; if it remains there through the close on Wednesday, it will revert to support, [c] above the lower boundary of a short term downtrend {16655-17386}, [c] in an intermediate term trading range {15842-18295}, [d] in a long term uptrend {5471-19343}, [e] and has made a third higher high and is working on a fourth.

The S&P finished [a] above its 100 day moving average for a second day, now resistance; if it remains there through the close today, it will revert to support, [b] above its 200 day moving average for the second day, now resistance; if it remains there through the close on Wednesday, it will revert to support, [c] within a short term trading range {1867-2104}, [d] in an intermediate term trading range {1867-2134}, [e] in a long term uptrend {800-2161} and [f] has made a second higher high and is working on a third. 

The long Treasury lifted a bit.  However, it has developed a very short term downtrend and busted through a key Fibonacci retracement level.  Since the global central banks are cutting rates (higher bond prices), this pin action only makes sense if investors are in a risk-on mood (sell safety, buy risk).

GLD got whacked, finishing below the lower boundary of its very short term uptrend.  I thought that some consolidation after a very sharp rise was likely.  But it remains well above the lower boundary of its short term uptrend, as well as its 100 moving average. 

Bottom line: yesterday’s pin action was likely just a pause as investors await a big data week as well as meetings by both the Bank of Japan and the Fed.  Still the breaks of both the 100 and 200 day moving averages remain valid, so the ball stays in the bulls’ court.

This Friday’s close will likely be much different than Monday’s.  I just have no idea in which direction.  That said, I still believe that the bull market is likely over and that mean reversion is the principal risk right now.

    Fundamental

       Headlines

            No US economic data yesterday.  Overseas, February Chinese factory output and retail sales were below estimates; while the government said that it was going to expand the funds dedicated to investment in fixed assets---more capacity, just what the doctor ordered.  The Japanese reported February Japanese machine orders surged.

            ***overnight, February EU industrial production came in better than forecast; the Bank of China reported that it was considering a tax on currency transactions---a form of capital control.

            However as I noted above, investors seemed to be sitting on their hands awaiting a big US economic data week as well as two central bank meetings.  And yesterday’s flat pin action suggests that a low level of concern.

            Are investors betting too much on the central banks (medium)?

                Part 2 (medium):

Bottom line:   Draghi did his part last week.  Now it is the turn of the Fed and the Bank of Japan to keep the QE fairy tale alive.  If you believe Hilsenrath’s prediction last week, then the Fed will give us another ‘on the one hand, on the other hand’ dialectic and do nothing.  Anticipating what the Bank of Japan does is a crapshoot.  These guys have to date shown no hesitancy to double, triple or quadruple down on QE; so I see no reason why they wouldn’t take QE/negative interest rates to new levels of lunacy.

***overnight, the Bank of Japan again surprised by doing nothing.  It declined to comment on the likelihood or necessity of further rate cuts into negative territory (that’s good) but stayed with its projections of accelerated monetary growth (that’s not good) and lower its assumption for economic growth.

In my opinion, the current rally represents an excellent opportunity to raise cash reserves by selling either a portion of your profitable investments and/or sell your losers.

                More on corporate buybacks.  I pose the question, why would you invest in a company which is buying back its own stock at or near its all-time high instead of investing for future earnings growth? (medium):

                The latest from John Hussman (medium):

                The high yield debt market still has problems (medium):

       
       Investing for Survival
   
            The problem with trying to quantify risk.

    News on Stocks in Our Portfolios
 
FactSet Research Systems (NYSE:FDS): FQ2 EPS of $1.59 beats by $0.07.
Revenue of $281.8M (+13.7% Y/Y) misses by $1.19M.

Economics

   This Week’s Data

            February PPI fell 0.2%, in line; ex food and energy, it was flat versus expectations of +0.1%.

            February retail sales fell 0.1%, in line, however, January sales were revised from +0.2% to -0.4%; ex autos and gas, they rose +0.3%, also in line.

            The March NY Fed manufacturing index came in at .62 versus estimates of -11.25.

   Other

            Has oil hit a near term price peak? (short):

Politics

  Domestic

  International War Against Radical Islam

            Putin orders withdrawal of Russian troops from Syria (medium):






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