Saturday, January 21, 2017

The Closing Bell

The Closing Bell

1/21/17

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                                 18517-20557
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                                     2162-2505
                                    Intermediate Term Uptrend                         2026-2627
                                    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 mixed:  above estimates: weekly mortgage applications, weekly jobless claims and the January Philadelphia Fed manufacturing index; below estimates: weekly purchase applications, the January housing market index, month to date retail chain store sales, the January NY Fed manufacturing index; in line with estimates: December housing starts/building permits, December/revised November industrial production and December CPI.

A little unusual---the two primary indicators were also mixed: December housing starts/building permits and the upbeat December industrial production number along with the dramatically downward revised November reading.  Clearly, this has to be scored as a neutral week: in the last 68 weeks, twenty-two were positive, forty-one negative and five neutral.
           
Two other bits on information gave a more positive tilt: (1) the IMF raised its US GDP growth forecast for 2017 and 2018---but that is likely because everyone else in the universe are upgrading theirs based on the Trump growth euphoria and (2) the latest Fed Beige Book showed the US economy growing modestly in most geographic regions.
           

I noted last week that we should start seeing a pick up in the numbers if the improved post-election Market sentiment was going to be translated into an increase in consumer spending and capital expenditures.  While this week was not a complete dud, it was clearly not supportive of that notion.

Of course, that is really not relevant anymore, because it is show time.  The Donald is installed; and talking no longer cuts it.  Now the issues are the speed, magnitude and legislative cooperation with which new fiscal/regulatory policies are implemented.  Given Trump’s prior actions and his blistering indictment of the Washington crowd in his inaugural address, the assumption has be that we are in for rapid, significant proposal’s for change, leaving legislative cooperation as the biggest unknown. And we know that even under ideal circumstances, the legislative process is going to take some time.  On the other hand, the executive orders on the regulatory element should be out of the blocks starting Monday.  Then the question becomes what impact this will have on investor sentiment and more importantly the economy---which in the meantime, it is going nowhere.


Overseas, the data, especially out of the EU, continued to recover.  As I noted last week, I am now starting to consider that the global economy is stabilizing.  However, a major reason for caution is 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 am getting closer.

In summary, this week’s US economic stats were mixed which doesn’t support the notions that either the economy is improving or is about to improve based on increasing investors sentiment.  However, with the inauguration behind us that maybe about to change; and the better global dataflow could help.

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; currency valuation], (3) the unknown [tax cuts and infrastructure spending] policies are not being discussed, but (4) all of which may be about to change.  In short, a very fluid environment.
                       
       The negatives:

(1)   a vulnerable global banking system.  Nothing this week.

(2)   fiscal/regulatory policy.  I continue to be hopeful that this potential negative goes away, given the Donald’s campaign promises.  On the plus side, his cabinet nominees are outstanding choices for implementing his stated agenda. Nevertheless, Schumer is still threatening to disturb any and all legislation/appointments.  On the other hand, indications are that he will immediately begin undoing many of the business unfriendly Obama regulations imposed by executive order---and that starts now. 

However, everything is not peaches and cream. Trump has made a lot of pronouncements that are not pro-economic growth, including: [a] anti-free trade policies, [b] first rejecting the Ryan sponsored border tax as too complicated, then later relenting, [c] comments about the dollar being too high which is not only bad economics, but encourages other countries to consider pushing their currencies down---another form of trade war [d] attacking individual companies to impose his will and [e] finally, the failure to address taxes and infrastructure spending---two of the most important elements of any economic plan---which is disappointing, at the least, and concerning.

All that said, the curtain is rising.  Now we will begin to see how much of the rhetoric becomes action.  The next 100 days will be interesting, perhaps exciting, and will likely alter this commentary on fiscal/regulatory policy.

Here is a look at what could be coming (medium and a must read):

One other positive development this week was a vote by the Senate to preserve the ban on earmarks.  Now if they and their House colleagues can just come up with a responsible budget.

(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.  

We were entertained by multiple speeches from Yellen this week.  In the first, she attempted to rationalize the Fed monstrously unsuccessful monetary policy in the form of explaining its goals.  As I opined on Thursday, I thought the presentation right out of the usual bag of Fed tricks; which is to say, dazzle them with your footwork so that they continue to believe that you know what you are doing but keep them guessing as to exactly what that is.  In this case, the narrative tilted to the hawkish side; but we know that in the end, this Fed has been, is and always will be dovish.  And not to put too fine a point on this, less than twenty four hours later, she gave the second speech---this one [drum roll, please]………dovish. All these comments really did is confirm that she knows in retrospect how ineffective QE and ZIRP were and that now she has no idea how to undo what has been done.

Overseas, the ECB left rates unchanged and also kept its bond purchase program at current levels.  At the subsequent Draghi new conference, I suddenly thought of Seinfeld’s bizarro world [up is down, left is right, etc.].  Having just listened to Yellen sound hawkish because the US economy is doing so well when the numbers indicate otherwise, now comes Draghi sounding dovish, pissing and moaning about the EU economy just when the data has started improving.   Confused?  Yeh, me too.  But it does reinforce the notion that these guys are clueless and have no idea how to extract themselves from the QE, ZIRP, NIRP world that they have created.

Meanwhile, Trump is trying to talk down the dollar at the same time that the central banks of China, Mexico and Turkey fighting their own currency valuation problems.  The resulting currency volatility exacerbates internal economic problems, encourages retaliatory measures from trading partners and damages the collective growth of all participants.

(4)   geopolitical risks: this week, the center of attention became focused on

[a] another step forward in a ‘hard’ Brexit.  While the press and pundits alike continue their doomsday predictions, the UK economy just keeps on beating expectations.  Maybe the pessimists will ultimately prove correct; but so far, they are not even close,

[b] Trump moved his travelling show into the international sphere by attacking NATO, calling it obsolete.  Of course, the top EU leaders puked all over his comments.  But in my opinion, he was correct.  I commented on this earlier so I just summarize: {i} only five EU countries pay their allotted dues to NATO; so if they don’t think NATO that important, why should we? and {ii} at the same time that they are ignoring external threats, they are aiding and abetting the growth of an internal existential threat---a muslim population, unwilling to assimilate, unwilling to follow the laws of the host countries and supportive, either passively or actively, of jihadist.  As I said, Trump may be right, but he has started something that could ultimately cause a lot of heartburn.

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

[a] January German investor confidence soared; UK inflation rose but retail sales fell; EU auto sales hit a nine year high,

[b] fourth quarter Chinese GDP, industrial production and retail sales were mixed; home prices rose less than anticipated,


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

[a] currency volatility continues in China, Mexico and Turkey.  That is not helped by Trump’s dollar comments.  The risk here is internal economic instability in two of the US’s largest trading partners and rising odds of some kind of trade war.

[b] the Saudi’s, God bless them, can’t get out of their own way.  After acknowledging last week that there would not be 100% compliance with the production cut agreement, this week they suggested that the OPEC production cut would likely only last till mid-year {they should be so lucky}.  Not helping their cause, Brazil declined to participate in the quota agreement.

This week’s data was sparse but still 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. Holding me back are the potential economic/financial problems in Italy, Greece, China, Mexico, Turkey and the UK.

            Bottom line:  the US economic stats were lackluster---meaning that the data is not supporting the notion that 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.

Foreign economic data also improved.  I just need a lot more of the same before considering any revisions to our ‘muddle through’ scenario.

This week’s data:

(1)                                  housing: December housing starts were stronger than anticipated but building permits were weaker; weekly mortgage applications rose slightly while purchase  applications fell; the January housing market index was below consensus,

(2)                                  consumer: month to date retail chain store sales grew less than in the prior week; weekly jobless claims declined versus projections of an increase,

(3)                                  industry: December industrial production was 0.2% better than forecast but the November number was revised down 0.3%; the January NY Fed manufacturing index was below expectations while the Philadelphia Fed index was above,

(4)                                  macroeconomic: December CPI was in line as was its reading ex food and energy.
                       
The Market-Disciplined Investing
         
  Technical

            The indices (DJIA 19827, S&P 2271) rallied on inauguration day, on higher volume and stronger breadth.   The VIX (11.5) was down 9 ½ %, closing below the upper boundary of a very short term downtrend, near its 100 and 200 day moving averages (now resistance) and moving back toward 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 {18517-20557}, [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 {2162-2505}, [d] in an intermediate uptrend {2026-2627} and [e] in a long term uptrend {881-2435}.

The long Treasury fell on big volume, although most of the rest of the fixed income complex was up.  It remained 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) and is near challenging its recent uptrend. 

GLD rose, ending 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)---but also finished in a very short term uptrend.

The dollar fell, 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.   However, it is developing a very short term downtrend.

Bottom line: the Averages declined to ‘sell on the news’ (the inauguration), ending up and still within the recent very tight trading range.  I think that suggests that investors are resting, allowing the recent very overbought condition to work itself off.  My assumption that the indices will challenge the 20000/2300 level remains intact.

The pin action of the last three days is telling us that the GLD, TLT and UUP correlations have broken apart. 
           
Fundamental-A Dividend Growth Investment Strategy

The DJIA (19827) finished this week about 55.6% above Fair Value (12741) while the S&P (2271) closed 44.1% 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 was uninspiring and continued to show little evidence that post Trump election Market euphoria was translating into higher consumer spending or business investment. That said, the main event is here.  Trump has been inaugurated so any improvement in the data will be less dependent on sentiment and more so on the actions of the new administration. 

Given all the promises, that likely means that this narrative will have a lot to consider in the coming months.  Hopefully, the Donald/GOP will deliver on many of those pledges.  And indeed, I think that he will.  Certainly, the economic philosophies of his political appointees argue that.  As does the rumored list of budget cuts outlined in the above link from The Hill.   On the other hand, Trump’s attacks on individual corporations, his anti-free trade rhetoric as well as his comments on the dollar are not, in my opinion, supportive of economic growth.

However, before making any major revisions to our economic forecast, I want to ‘see the whites of their eyes’.  Of course, expectations are that regulatory reforms are going to come fast and furiously; so we may not have to wait that long for concrete actions and proposals. 

In the end, the fiscal/regulatory landscape is likely to change dramatically in this year; so there will be much to analyze and digest.  The extent to which this alters the numbers and expectations is still a question. 

This week’s international stats were scant but still upbeat, increasing the odds that I may upgrade our ‘muddle through’ forecast.  However, this positive trend is still too short to assume that the global economy has stabilized.  Plus there are some major problems (Brexit, currency problems, free trade issues) looming out there that need to solved before I will view this improvement as anything other than temporary.

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.  The Fed has $4 trillion on its balance sheet which it has no clue how to get rid of.  And Draghi just said that EU QE isn’t going away anytime soon. 

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 more optimistic than 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                                               19827            2271

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 hard way.








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