Sunday, April 23, 2017

The Closing Bell

The Closing Bell

4/22/17


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                                 19410-21635
Intermediate Term Uptrend                     11963-24812
Long Term Uptrend                                  5751-23390
                                               
                        2016    Year End Fair Value                                   12600-12800

                        2017     Year End Fair Value                                   13100-13300

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2269-2602
                                    Intermediate Term Uptrend                         2092-2696
                                    Long Term Uptrend                                     905-2591
                                               
                        2016   Year End Fair Value                                      1560-1580
                       
2017 Year End Fair Value                                       1620-1640         

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          57%
            High Yield Portfolio                                     54%
            Aggressive Growth Portfolio                        55%

Economics/Politics
           
The Trump economy is providing an upward bias to equity valuations.   This week’s data was negative in aggregate: above estimates: month to date retail chain store sales, March existing home sales, March industrial production, March leading economic indicators; below estimates: March housing starts, the April housing market index, weekly mortgage and purchase applications, weekly jobless claims, the April NY and Philly Fed manufacturing indices and the April Markit flash manufacturing and services PMI’s; in line with estimates: none.

 However, the primary indicators were upbeat: March industrial production (+), March leading economic indicators (+), March existing home sales (+) and March housing starts (-).  Given this latter series of stats, I am going to score this week as a positive: in the last 81 weeks, twenty-six were positive, forty-four negative and eleven neutral.

  As you know, I bought into the post-election-euphoria-stimulated-economy thesis and raised our short term economic growth estimate slightly.  And this week’s numbers keep that notion alive---but just barely.  However, as you also know, I have not been particularly impressed with what positive dataflow that we have received and that after the last four weeks of mediocre to poor stats, I have been seriously considering reversing that growth forecast.  I am still holding off doing that; though it remains under serious consideration.


On the political side, congress was on vacation but the Donald was one busy little beaver this week, issuing multiple executive orders, calling for the studies of H1-B visas, the potential damage from low priced steel imports, tax regulations and Dodd Frank.  Further, advisors were out in force assuring voters that healthcare reform, tax reform, infrastructure spending and an increased debt limit were on the way in short order. 

If all that happens, Nirvana can’t be too far behind.  If enacted, not only would it lessen my inclination to reverse the aforementioned increase in the short term economic growth outlook but also likely lead to a further rise in our long term secular economic growth rate expectation---if (and this is a big if) the fiscal programs don’t lead to a meaningful increase in the federal debt.

The troubles with Syria and North Korea continued in the headlines this week.  I expand on this below.  But my conclusion is that I can’t imagine either situation leading to anything more serious than threatening headlines.  Still, we have to be open to the chance of either or both of these situations going beyond a war of words. 

Overseas, the data this week was much better than the prior week.  Plus a solution to the Greek debt crisis seems to be close at hand.  That keeps alive the somewhat erratic improvement in the global economy and leaves open the possibility of an upgrading of our ‘muddle through’ scenario.  Nevertheless, I remain concerned about the worsening liquidity in Italian banking system and the growing odds of an anti-EU president being elected in France.

Bottom line: I rates this week’s US economic stats as positive for the first time in four weeks.  Whether this is a one off occurrence, a pause in the fading momentum from the Trump bliss or a sign of its rebirth, we will just have to await further evidence.  If it is the latter, then it is likely to get a boost from this week’s potential developments in the fiscal arena.  However, if it is a one off, short term that could mean that I have to reverse the recent slight increase in our 2017 economic growth forecast. 

On the other hand, based on Trump’s deregulation efforts and his more reasoned approach to trade, I remain confident in my recent upgrading our long term secular growth rate by 25 to 50 basis points.   Clearly, if Trump/GOP manages to effect all that was promised this week, then that forecast will get even better.

Our (new and improved) forecast:

An undetermined but positive pick up in the long term secular economic growth rate based on less government regulation.  This increase in growth could be further augmented by pro-growth fiscal policies including repeal of Obamacare, tax reform and infrastructure spending.  On the other hand, it could prove detrimental if the result is a dramatic increase in the federal budget deficit.  However, it is far too soon to speculate on any outcome.

 Short term, the economy may be losing momentum as the post-election Trump buzz wears off.  If that is the case, then our former recession/stagnation forecast would likely reappear brought on by the current expansion dying of old age and/or the unwinding of the mispricing and misallocation of assets wrought by another instance of failed Fed monetary policy.  Clearly that would all change if Trump/GOP were to achieve its promised fiscal program without running up the federal debt.

It is important to note that this forecast is made with a good deal less confidence than normal; so it carries the caveat that it will almost surely be revised.
                       
       The negatives:

(1)   a vulnerable global banking system.  Nothing new.

(2)   fiscal/regulatory policy.  I continue to hope that the Donald’s new policies will prove beneficial to the economy and I can eliminate this factor as a negative. 

Certainly, the regulatory element is unfolding as well if not better than anyone could have imagined---though I think that this week’s executive order to study the H1-B visa program has the potential to produce a nonoptimal solution.  The issue here is whether [a] the US is limiting entry of high tech, highly skilled workers that are needed help businesses grow or [b] US businesses are gaming the system and bringing in workers who will fill current jobs but at a lower wage.  We can only hope that the ‘studiers’ get the right answer. 

On the other hand, other new executive orders [a] ordering the Commerce Department to study the impact that large amounts of steel imports have on the US industrial base and [b] directing Treasury to lower tax regulations and revaluate parts of Dodd Frank, will likely prove beneficial to the economy.

In addition, the Donald’s actions with respect to trade have been much less negative than I had feared.   Supporting that point, after he opined last week that the dollar was too strong [which I consider a misjudgment], Mnuchin said this week that Trump definitely favored a strong dollar [remember the analysis I linked to that showed a positive long term correlation between economic growth and a strong dollar].

On the other hand, Trump/GOP’s fiscal program is a mess---or at least has been a mess. As you know, Thursday was a big day for fiscal chatter, with statements from various participants suggesting that a compromise was on the way on healthcare reform, a tax reform package would soon be presented [with no mention of healthcare reform being a prerequisite], the government debt limit would be raised and an infrastructure spending plan would soon be forthcoming. 

I have no clue how to assess the certainty of any of this.  But I do think that this burst of activity could well be related to the need to show major accomplishments ahead of the upcoming end of Trump’s first 100 days. However, clearly, if they all occur, it would lead to a further increase in our long term secular economic growth rate assumption. 

That said, I continue to believe that ‘(1) is not apt to have nearly as big an impact as many of the dreamweavers would hope and (2) could get lost in the short term if the current economic expansion dies of old age/or is put to death by the Fed.’

The bottom line here is that (1) deregulation is lifting our economy’s long term growth prospects, (2) announced trade positions are not the negative that I had feared, (3) but the Trump/GOP election victory was not the magic elixir that many seemed to believe, (3) however, I believe that they will still achieve some form of tax reform and infrastructure spending legislation which will also prove beneficial to the economy’s long term secular growth but (4) the restraint on accomplishing aggressive tax and spending programs is not GOP harmony but math. 

(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.  

Several Fed members were on the stump this week---one approving the idea of shrinking the Fed balance sheet, another saying that three rate hikes this year was a good idea.

As you know, I applaud both.  My concern is not the damage ending QE might do to the economy---QE did little to help it, so I don’t imagine that its reversal will be that disruptive.  But if the Market perceives that it is stepping up the tightening process at the exact moment the economy is starting to falter again and investors realize that the Fed has again stimulated too much and deferred tightening for too long, the Markets which were the prime beneficiaries of QE will become the victims of its reversal.

In the meantime, other central banks have bought $1 trillion in assets in the first four months of 2017 (short):


(4)   geopolitical risks: the troubles over Syria and North Korea were again in focus this week.  The saber rattling continued in North Korea [a] which fired off another missile [b] as the US has three carrier groups steaming toward the Korean peninsula.  China continues to help.  But when you are dealing with at least one nut case, the risk of some untoward event occurring is higher than normal.

In Syria, things weren’t much better.  Most of the verbiage this week centered on the accuracy of the facts in Syrian government’s the gas attacks on civilians.   In the meantime, the risk of a faceoff with Russia remains.  To that end, US fighters had to intercept Russian bombers twice as they approached Alaska.

(5)   economic difficulties in Europe and around the globe.  This week, the global data flow improved:

[a] the April EU flash composite PMI was up versus its March reading,

[b] first quarter Chinese GDP as well as March retail sales and factory orders were better than expected and March housing prices rose at a slower pace than in February {remember these guys lie a lot},

[c] the March Japanese trade surplus shrank to 14 month low.

In related news, Greece achieved a 2016 budget surplus well above EU/IMF requirements; in return the IMF has said that it would provide bail out money for a year---at which time, it is hoped that the country will qualify for the current ECB QE related bond purchases.

Finally, France votes this weekend in its presidential election in which two of its candidates want to exit the EU.  While there will likely be a runoff vote later, having one or both in the final vote may induce investor heartburn [although I would note that the Street expectations for the Brexit and Trump votes were for heartburn and look how they turned out].

In sum, the global economic stats were upbeat this week; plus Greece seems to be working its way out of its financial mess, at least temporarily.  On the other hand, the Italian banking system is a train wreck and the French elections could result in a very disruptive conclusion.  I am still considering altering our ‘muddle through’ scenario; just not quite yet. 

            Bottom line:  the recent trend in the post-election sentiment inspired economic improvement got a boost from this week’s data after having stalled in the prior four weeks.  At the moment, I am uncertain whether or not the post-election-sentiment-driven pickup in economic activity is fading or not.  Though as in noted above, if Trump/GOP pulls off healthcare reform, tax reform and infrastructure spending on a reasonable timely basis, I would suspect that sentiment driven increases in business and consumer spending would be positively affected; and more importantly, the long term secular economic growth rate would also certainly rise---with the caveat that it doesn’t result in a big increase in the national debt.

For the long term, the Donald’s drive for deregulation and improved bureaucratic efficiency is a decided plus; and as a result, I inched up my estimate of the long term secular growth rate of the economy.  In addition, a more reasoned approach to trade appears to be emerging which would remove a potential negative. 

This week’s data:

(1)                                  housing: March housing starts and building permits were lower than consensus while March existing home sales were higher; the April housing market index was below forecast; weekly mortgage and purchase applications were down,

(2)                                  consumer: month to date retail chain store sales growth improved from the prior week; weekly jobless claims rose more than anticipated,

(3)                                  industry: March industrial production was above expectations; the April NY and Philadelphia Fed manufacturing indices were disappointing; the March Markit flash manufacturing and services PMI’s were below projections,

(4)                                  macroeconomic: the March leading economic indicators were better than consensus.
           

The Market-Disciplined Investing
         
  Technical

The indices (DJIA 20547, S&P 2348) couldn’t generate any follow through to Thursday’s Titan III shot.  Volume rose, breadth deteriorated.   Both ended below the upper boundaries of their very short term downtrends, the S&P having failed at its second challenge of that boundary.  The VIX (14.6) was up 4 %, closing above the lower boundary of its very short term uptrend, above its 100 day moving average (now support), above its 200 day moving average (now support) and in a short term trading range (it closed above the upper boundary of its former short term downtrend). 
               
The Dow closed [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] in a short term uptrend {19410-21635}, [c] in an intermediate term uptrend {11963-24812} and [d] in a long term uptrend {5751-23390}.

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 {2269-2602}, [d] in an intermediate uptrend {2092-2696} and [e] in a long term uptrend {905-2591}.

The long Treasury was unchanged, ending above its 100 day moving average (now support), below its 200 day moving average (now resistance), in a very short term downtrend and in a short term trading range.
               
GLD rose, closing above its 100 day moving average (now support), above its 200 day moving average (now support), in a very short term uptrend and right on the upper boundary of its short term downtrend. 

The dollar rose fractionally, ending above its 100 day moving average (now support), below its 200 day moving averages (now resistance), below the upper boundary of its very short term downtrend and in a short term uptrend.

Oil was spanked once again.

Bottom line: the dreamweavers couldn’t hold on to that feeling of euphoria, again.  Not to try to hold on to an old thesis, but this week’s trading pattern was similar to what was already occurring but with the difference that instead of the price battle occurring intraday, it was happening on sequential days, i.e. down day, then up day, then down day. 

            One thing has changed; and that is that fundamentals are driving the price action.  Next week will almost surely be the same with the completion of the first round of French elections and the promised new and improved fiscal plans.
           
Fundamental-A Dividend Growth Investment Strategy

The DJIA (20547) finished this week about 59.5% above Fair Value (12823) while the S&P (2348) closed 48.1% overvalued (1585).  ‘Fair Value’ will likely be changing based on a new set of fiscal/regulatory policies which may 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.

I scored this week’s US economic data as a plus. That supports my decision to raise our short term growth forecast based on the thesis that the rise in post-election sentiment would eventually be reflected in the hard data---which it did initially and then faded.  More recently, the stats have been through a rocky period and I am not sure this week’s results is anything other than a pause that refreshes.  Meaning a reversal in our outlook is still on the table---which would suggest a possible near term disappointment for the dreamweavers.

Of course, we just got a new round of fiscal promises this week with regards to healthcare reform, tax reform and dealing with current federal debt limit; and that accounted for at least one day’s worth of positive pin action.  If they occur as presented, then they would almost surely revive/keep alive the positive post-election Market sentiment and its likely constructive impact on the economy.  If not and the numbers keep disappointing, then the probabilities remain that I will have to reverse the recent short term increase in economic growth. 

On a long term basis, I feel like I am on firmer ground modestly raising the secular economic growth rate in our Models based on Trump’s good work at deregulation and the move toward a more free trade posture.  In addition, if Trump/GOP can successfully enact a fiscal program, I will likely raise the secular growth rate assumption again; although I have no thought on the order of magnitude.  

But remember, at least as calculated by our Valuation Model, whatever effect these new programs have on the secular growth trends, they won’t erase the current overvaluation of equity prices---just make it a bit less so.  All that said, I have made it clear that based on the budget math, I seriously doubt that the final product will be anywhere near as positive as many on the Street believe. 

Of course, 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. 

As you also know, my thesis all along has been that since the economy was little helped by QE/ZIRP, then it could do just fine in the face of a reversal of those policies (again, just for clarity’s sake, the economy can slow down due to old age and that would have nothing to do with unwinding QE.  The point being that the ending of QE wouldn’t make the slowdown any worse).  On the other hand, since the Markets were the primary beneficiaries of Fed largesse, it would be they who suffered when the Fed began to tighten.

Counterpoint:

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.   In addition, while I am encouraged about the changes already made in regulatory policy as well as a more rational approach to trade, I am cautious that this second round of fiscal reform promises are any more likely to be enacted than the first.  Remember we are talking about politicians. 

To be sure, if the reforms are enacted as presented (operative words) and they don’t bust the budget, they will have a positive impact on the long term secular growth rate of the economy and equity valuations---just not of the magnitude hoped by many on the Street.  On the other hand, if they fail to materialize it will likely have detrimental effect on Street economic, corporate profits and Market expectations. Finally, whatever happens, stocks are at or near historical extremes in valuation, even if the full Trump agenda is enacted; and there is no reason to assume that mean reversion no longer occurs.


Bottom line: the assumptions in our Economic Model are beginning to improve as we learn about the new regulatory policies and their magnitude.  However, this week’s renewed promises notwithstanding, fiscal policies remain an unknown as well as their timing and magnitude.  I continue to believe that end results will be less than the current Street narrative suggests---which means Street models will ultimately will have to lower their consensus of the Fair Value for equities. 

Our Valuation Model assumptions are also changing as I raise our long term secular growth rate estimate.  This will, in turn, lift the ‘E’ component of Valuations; but there is a decent probability that short term this could be at least partially offset by the reversal of seven years of asset mispricing and misallocation.  In any case, even with the improvement in our growth assumption the math in our Valuation Model still shows that equities are way overpriced.

                As a long term investor, with equity valuations at historical highs, I would use the current price strength to sell a portion of your winners and all of your losers.
               

DJIA             S&P

Current 2017 Year End Fair Value*              13200             1630
Fair Value as of 4/30/17                                  12864            1590
Close this week                                               20578            2355

Over Valuation vs. 4/30 Close
              5% overvalued                                13507                1669
            10% overvalued                                14150               1749 
            15% overvalued                                14793               1828
            20% overvalued                                15436                1908   
            25% overvalued                                  16080              1987
            30% overvalued                                  16723              2067
            35% overvalued                                  17366              2146
            40% overvalued                                  18009              2226
            45% overvalued                                  18652              2305
            50% overvalued                                  19296              2385
            55%overvalued                                   19939              2464
            60%overvalued                                   20582              2544
            65%overvalued                                   21225              2623
           

Under Valuation vs. 4/30 Close
            5% undervalued                             12220                    1510
10%undervalued                            11577                   1431   
15%undervalued                            10934                   1351



* 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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