Saturday, January 14, 2017

The Closing Bell

The Closing Bell

1/14/17

Statistical Summary

   Current Economic Forecast
                       
2016 estimates

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

2017 estimates

Real Growth in Gross Domestic Product                      +1.0-2.5%
                        Inflation                                                                         +1.0-2.0%
                        Corporate Profits                                                            +5-10%



   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Uptrend                                 18479-20519
Intermediate Term Uptrend                     11690-24540
Long Term Uptrend                                  5730-20318
                                               
                        2016    Year End Fair Value                                   12600-12800

                        2017     Year End Fair Value                                   13100-13300

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2155-2498
                                    Intermediate Term Uptrend                         2022-2623
                                    Long Term Uptrend                                     881-2435
                                               
                        2016   Year End Fair Value                                      1560-1580
                       
2017 Year End Fair Value                                       1620-1640         

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          55%
            High Yield Portfolio                                     54%
            Aggressive Growth Portfolio                        55%

Economics/Politics
           
The Trump economy will likely provide an upward bias to equity valuations.   This week’s data was negative:  above estimates: weekly mortgage and purchase applications, weekly jobless claims, November consumer credit, December small business optimism, December import and export prices; below estimates: December retail sales, month to date retail chain store sales, January consumer sentiment, December labor market conditions, November wholesale and business inventories and sales, December PPI; in line with estimates: none.

There was only one primary indicator reported and it too was negative: December retail sales (-).  That makes the score: in the last 67 weeks, twenty-two were positive, forty-one negative and four neutral.
           

That said, this week’s data, in and of itself, certainly wasn’t enough about which to get that gloomy.  However, for the last month I have been watching for a pick up in the numbers as a result of the improved post-election Market sentiment being translated into an increase in consumer spending and capital expenditures.  On that count, this week was a disappointment.  First, because the euphoria on Wall Street did not make its way into the consumer sentiment reading; and two, I would have thought that December retail spending would see jump if consumers were feeling better.

To be sure, these are just two datapoints, so it is too soon to assume that Wall Street’s optimism won’t transfer to the economy.  Upbeat stats could still be on the way.  But as an early sign, it is not reassuring.  Of course, there remains the likelihood that while improved sentiment may not result in a pickup in economic activity, the actual enactment of a new fiscal/regulatory regime will do the trick.  But that lays further out on the timeline.  In the meantime, the risk may be about to increase that the economy remains stagnant, however enthused investors may be. 


Overseas, while the data in total continued to recover, it was offset by really poor trade numbers out of China.  I continue to believe that we should be considering that the global economy may be stabilizing, though this week’s stats don’t really support that notion.  Neither do the as yet unresolved problems stemming from the Monte Paschi bailout, the Brexit, currency turmoil in China, Mexico and Turkey, the potential impact of a Trump anti- free trade agenda and Greece’s bailout difficulties.  Net, net I am not altering our ‘muddling through’ forecast, but I leave open the probability that this outlook could be changing.


In summary, this week’s US economic stats swung back to negative.  In addition, the initial post Trump election Market euphoria data has yet to show signs of spreading to Main Street.  That may change but, at this moment, the economy is not demonstrating much progress over our pre-election forecast.  On the other hand, the global dataflow improved once again; and that could help keep the US economy sputtering along.

I am sticking with my revised tentative short term forecast but will wait until we see any concrete changes in the Trump/GOP fiscal agenda before altering the long term secular economic growth rate in our Models.   

Our (new and improved) forecast:

‘a possible pick up in the long term secular economic growth rate based on lower taxes, less government regulation and an increase in capital investment resulting from a more confident business community.  However, there are still a number of potential negative unknowns including a more restrictive trade policy, a possible dramatic increase in the federal budget deficit, a Fed with a proven record of failure and even whether or not the aforementioned tax and regulatory reforms can be enacted.   

It is important to note that this change in our forecast is all ‘on the come’ and hence made with a good deal less confidence than normal.  Nonetheless, I have made an initial attempt to quantify this amended outlook with the caveat that it will almost surely be revised.’

Bottom line: the data trend turned negative a month ago, raising (once again) the question of whether the prior period of more positive stats was only temporary.  In addition, the post Trump Market euphoria is not showing up in the numbers, at least not yet.  In the meantime, investor optimism notwithstanding, we are in an economy (1) that isn’t making much headway, (2) in which the known Trump policy changes are not that encouraging [‘border’ tax] and (3) the unknown [tax cuts and infrastructure spending] policies are not being discussed. 
                       
       The negatives:

(1)   a vulnerable global banking system.  This week, the FDIC accused Bank of America of falsifying its books in order to diminish the required capital under new rules.  The banksters never seem to learn and keep open the question of the risk that they are carrying on their balance sheets.

(2)   fiscal/regulatory policy.  I continue to be hopeful that this potential negative goes away, given the Donald’s campaign promises.  Some progress was made this week as his cabinet nominees met little resistance in the approval process.  Given the Schumer threats to disturb any and all legislation/appointments that was a hopeful sign that the only thing the GOP has to fear is itself.

And that is not an idle comment.  Trump continues to insist on punitive trade measures.  As I have said before, this may only be an opening negotiating position but our trading partners are starting to make retaliatory statements which could get any trade talks off on the wrong foot.  Importantly, any import taxes or so called ‘border taxes’ along with the expected reciprocal countermeasures will only hurt both global and US trade.

In addition, in the Donald’s first press conference, among the many issues he didn’t discuss was the budget.  As I have noted previously, he is getting push back from both the dems and his own party on measures that would expand the budget deficit. 

Making this lack of a budget discussion more confusing is that the bill which is the first step to repealing Obamacare is a budget resolution that adds $9 trillion to the deficit over the next 10 years.  Makes you wonder what Mitch McConnell was talking about when he said that there would be no additional deficit spending.   Regrettably, this sounds like the same bulls**t routine the GOP has been handing the electorate since W was president---say that you are for fiscal discipline and then spend like a drunken sailor.

Hence, the absence of any comments during the press conference could be a telling sign that either major disagreements exist between Trump and congress or that they all know that the current level of US debt precludes the fulfillment of the tax and infrastructure spending elements on his campaign promises.  Whichever [and at this point it is only my idle speculation], then the euphoria generated by the prospects of a new expansionary fiscal policy may need to be reconsidered.

(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.  

Thankfully, the global central banks have been pushed off center stage---so we didn’t have to endure another week of their enervating double talk.  [although Yellen did say that the US economy was ‘doing fine’] Regrettably, that doesn’t mean that their policies are any less counterproductive.  The Fed still has to normalize monetary policy which includes unwinding of $4 trillion in liquidity injections---no mean feat for even the most accomplished economists which the Fed has consistently proven it has none.

Overseas, the Chinese continue to battle to stabilize the yuan.  It had been joined in the battle by the central banks of Mexico and Turkey fighting their own currency valuation problems.  This kind of currency volatility tends to reflect domestic problems that will likely be exacerbated by retaliatory measures such as the Trump ‘border tax’.  The point being economic turmoil among our major trading partners is not a positive for the US economy.

(4)   geopolitical risks: the Syrian conflict took a turn for the worse this week as Israel began bombing suspected Hezbollah positions around Damascus.  This war is like a bad case of herpes---we just can’t get rid of it and you never know when it is going to flare up again.  Unfortunately that is not the only international problem as the US and China continue to spar over multiple issues and the level of antagonism between Russia and the US grows.   I feel less comfortable about the geopolitical risks now than before Trump’s actions of the last two weeks.

(5)   economic difficulties in Europe and around the globe.  This week:

[a] November German industrial production was below estimates, while 2016 GDP and exports were ahead of forecasts; Italian unemployment rose again; November UK industrial output was ahead of expectations,

[b] 2016 Chinese exports fell 7.7% while imports declined 5.5%; the December Chinese CPI rose 2.1% while PPI was up 5.5%,


[c] the World Bank raised its forecast for global economic growth.


Other factors bearing on the state of the global economy include:

[a] the Italian government injected E6.6 billion into Monte Paschi and said no EU bail out would be needed.  However, the bank is still trying to raise over E10 billion from private sources, with no success to date.  In addition, any plan still has to be approved by the EU.  This problem has not been solved,

[b] currency instability has spread from China and now includes Mexico and Turkey.  That means two of the US’s largest trading partners are having currency translation problems which affect import and export pricing.  At a time when the Donald is threatening border taxes, this will only contribute to the odds of some kind of trade war.

[c] and surprise, surprise, OPEC acknowledged that there would not be 100% compliance with the production cut agreement, that at the moment it was about 80%, but that 50% was acceptable---please.

This week’s data was upbeat again.  As I opined last week, this has gone on long enough to suggest that the global economy may be stabilizing---though not long enough to warrant a change in our ‘muddle through’ forecast. Also holding me back are the potential economic/financial problems in Italy, Greece, China, Mexico, Turkey and the UK.

            Bottom line:  the US economic stats turned negative again this week---which calls into question whether the economy is currently stabilizing.  And of course, that doesn’t help my short term forecast that economic conditions will improve as the result of rising optimism.  That said, this may all be irrelevant if Trump delivers on all those fiscal/regulatory promises. Unfortunately, the only policy about which we have gotten any details is trade and that appears to be a negative for the economy.  So it might be wise to be a bit circumspect for the moment.

Foreign economic data also improved, though the record of progress is less dramatic than even our own.  Nonetheless, I will take good news from wherever I get it.  I just need a lot more of the same before considering any revisions to our ‘muddle through’ scenario.

This week’s data:

(1)                                  housing: weekly mortgage and purchase applications rose,

(2)                                  consumer: month to date retail chain store sales grew less than in the prior week; December retail sales were below consensus; the December labor market conditions index was very poor; weekly jobless claims rose less than forecast; November consumer credit was well above expectations; January consumer sentiment was less than projected ,

(3)                                  industry: the December small business optimism rose dramatically; both November wholesale and business inventories rose more than expected but sales were less,

(4)                                  macroeconomic: December import and export prices rose more than estimates; December PPI was bit lower than anticipated.

The Market-Disciplined Investing
         
  Technical

Following another volatile day, the indices (DJIA 19885, S&P 2274) finished mixed (Dow down, S&P up).  Volume declined but remained at a high level.  Breadth was negative.   The VIX (11.2) was down 2 ½ %, closing below its 200 day moving average (now resistance), below its 100 day moving average (now resistance), within a short term downtrend and remains close to the lower boundary of its intermediate term trading range (10.3).  
               
The Dow ended [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] in a short term uptrend {18479-20519}, [c] in an intermediate term uptrend {11690-24540} and [d] in a long term uptrend {5730-20318}.

The S&P finished [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] within a short term uptrend {2155-2498}, [d] in an intermediate uptrend {2022-2623} and [e] in a long term uptrend {881-2435}. 

The long Treasury declined, ending in a very short term downtrend, in a short term trading range and below the 100 day moving average (now resistance), falling further below its 200 day moving average (now resistance). 

GLD rose, but remained in a short term downtrend and below its 100 day moving average (now resistance) which continues to push further below its 200 day moving average (now resistance).   However, it can continue to recover significantly before threatening to challenge major resistance/downtrends.

The dollar fell, continuing its pattern of acting in reverse of GLD (and TLT?), finishing considerably above multiple support levels---so it can fall a lot and not challenge its 100 or 200 day moving averages (now support) or its short term uptrend.   

Bottom line: my assumption continues to be that the indices will at least challenge the 20000/2300 levels.  The recent pin action appears to reflect continuing investor faith in major positive changes coming in fiscal/regulatory policies.  Until that notion gets disabused, stock prices are likely to go higher.

            The GLD, TLT and UUP investors are apparently a bit less sanguine about the ultimate implementation of those policies.  As I said Tuesday, I don’t know how this gets resolved; I am simply pointing out the disagreement among investor types.

Fundamental-A Dividend Growth Investment Strategy

The DJIA (19885) finished this week about 56.0% above Fair Value (12741) while the S&P (2274) closed 44.3% overvalued (1575).  ‘Fair Value’ will likely be changing based on a new set of fiscal/regulatory policies which will lead to an as yet undetermined improvement in the historically low long term secular growth rate of the economy but it still reflects the elements of a botched Fed transition from easy to tight money and a ‘muddle through’ scenario in Europe, Japan and China.

This week’s US economic data returned to its negative trend with the initial post Trump election numbers showing no sign of the enthusiasm demonstrated by the equity Market.  To be sure, it was a small sample and subsequent stats could reveal more optimistic consumers and businesses.  Or they may just be waiting for the new fiscal/regulatory policies to actually be implemented before opening their purse strings.  But at the moment, there is no sign that Main Street is nearly as pumped as Wall Street.

Unfortunately, what we do know about Trump’s policy changes is not that positive.  As you know, I am dismayed by his attacks on corporations and his anti-free trade rhetoric.  The remainder of his pledged fiscal policies are still very unclear and remain so even after his first press conference.  And as I noted above the push back on any increase in deficit spending from the dems and his own party’s leadership along with the seeming inconsistency in McConnell’s statement on deficit spending make matters all the more confusing.  My only thought is that the current Market jubilation may be premature and overdone.

This week’s international stats overall were upbeat but included some pretty rotten China trade numbers.  Still the recent trend of negative weeks alternating with neutral to upbeat weeks continues.  Unfortunately, the timeframe is still too short to assume that the global economy has stabilized.

All that being said, you know that my negative outlook for stocks has little to do with the progress or lack thereof for the economy/corporate profits and is directly related to the irresponsibly aggressive global central bank monetary policy which has led to the gross misallocation and mispricing of assets.  To be sure, a pickup in economic/profit growth would have a positive impact on Fair Value in our Model.  But valuations are so distorted to the upside that this will likely prove small comfort when the mean reversion process begins. 

Nonetheless, there is still the problem of quantifying the elements of the new fiscal/regulatory changes---which are clearly a determinant of Fair Value.  To be sure many of the promised shifts in policy will likely have a positive impact.  But everything is not coming up roses.  So while I wait for clarity in order to attempt to quantify these changes, I have to settle for a qualitative statement that I believe that the net effect will be positive for both our economic forecast and, on the margin, stock Fair Value. 

That said, at current levels valuation continues to be a major problem because:

(1)   at this point, the Market is seemingly only  focused on the positive results,

(2)    while I think it reasonable to assume that the rate of corporate profit growth could pick up, that is not a forgone conclusion because earnings expansion will likely be hampered by the negative elements, among which are rising interest rates, rising labor costs, adverse currency translation costs, rising trade barriers and a slowdown in corporate buybacks,

(3)   the P/E at which those earnings are valued will be adversely impacted by higher interest rates,

(4)   the current assumptions in our Valuation Model are for a better secular economic and corporate profit growth rate than has actually occurred. So any pickup in the ‘E’ of P/E is at least partially reflected already in our Year End Fair Values,

(5)   finally, the Market’s problem right now is the absence of real price discovery, i.e. asset mispricing and misallocation, brought on by a totally irresponsible monetary policy. One of the major things a stronger fiscal policy will do is allow the Fed to normalize monetary policy, i.e. raise rates and sell the trillions of dollars of bonds on its balance sheet. In other words, start unwinding asset mispricing and misallocation.’

   
Net, net, my biggest concern for the Market is the unwinding of the gross mispricing and misallocation of assets caused by the Fed’s (and the rest of the world’s central banks) wildly unsuccessful, experimental QE policy, aggravated by a rising dollar and rising interest rates.  In addition, while I am positive about the potential changes coming in fiscal/regulatory policy, I caution investors not to get too jiggy about any accompanying acceleration in economic growth and corporate profitability until we have a better idea of what, when and how new policies will be implemented.

Bottom line: the assumptions in our Economic Model are likely changing.  They may very well improve as we learn about the new fiscal policies and their magnitude.  However, unless they lead to explosive growth, then Street models will undoubtedly remain well ahead of our own which means that ultimately they will have to take their consensus Fair Value down for equities. 

Our Valuation Model will also change if I raise our long term secular growth rate assumption.  This would, in turn, lift the ‘E’ component of Valuations; but there is an equally good probability that this could be offset by a lower discount factor brought on by higher interest rates/inflation and/or the reversal of seven years of asset mispricing and misallocation.

                As a long term investor, I would use the current price strength to sell a portion of your winners and all of your losers.  If I were a trader, I would consider buying a Market ETF (VIG, VYM), using a very tight stop.
               
DJIA             S&P

Current 2017 Year End Fair Value*              13200             1630
Fair Value as of 1/31/17                                  12741            1575
Close this week                                               19885            2274

Over Valuation vs. 1/31 Close
              5% overvalued                                13378                1653
            10% overvalued                                14015               1732 
            15% overvalued                                14652               1811
            20% overvalued                                15289                1890   
            25% overvalued                                  15926              1968
            30% overvalued                                  16563              2047
            35% overvalued                                  17200              2126
            40% overvalued                                  17837              2205
            45% overvalued                                  18474              2283
            50% overvalued                                  19111              2362
            55%overvalued                                   19748              2441
            60%overvalued                                   20385              2520

Under Valuation vs. 1/31 Close
            5% undervalued                             12103                    1496
10%undervalued                            11466                   1417   
15%undervalued                            10829                   1338



* 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 74hard way.








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