Saturday, July 15, 2017

The Closing Bell

The Closing Bell

7/15/17

Statistical Summary

   Current Economic Forecast
                       
2016 actual

Real Growth in Gross Domestic Product                          1.6%
Inflation (revised)                                                              1.6%                        Corporate Profits (revised)                                                     4.2%

2017 estimates (revised)

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



   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Uptrend                                 20386-22897
Intermediate Term Uptrend                     18467-25716
Long Term Uptrend                                  5751-24198
                                               
                        2016    Year End Fair Value                                   12600-12800

                        2017     Year End Fair Value                                   13100-13300

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2383-2685
                                    Intermediate Term Uptrend                         2167-2961
                                    Long Term Uptrend                                     905-2763
                                               
                        2016   Year End Fair Value                                      1560-1580
                       
2017 Year End Fair Value                                       1620-1640         

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                          59%
            High Yield Portfolio                                     55%
            Aggressive Growth Portfolio                        55%

Economics/Politics
           
The Trump economy is providing an upward bias to equity valuations.   By volume, the data flow this week was heavily weighed to the negative: above estimates: May consumer credit, weekly jobless claims, June industrial production, June PPI and June CPI, ex food and energy; below estimates: weekly mortgage and purchase applications, June retail sales, month to date retail chain store sales, July consumer sentiment, May wholesale  and business inventories/sales, the June small business optimism index, June PPI, ex food and energy, June CPI and the June budget deficit; in line with estimates: none.

However, the primary indicators were mixed: June retail sales (-) and June industrial production (+).  I score this a negative week: in the last 92 weeks, twenty-eight were positive, fifty-one negative and thirteen neutral. 
           
Overseas, the numbers was almost nonexistent.  Just two datapoints out of China: June inflation was in line while the trade numbers were quite strong.

 With respect to fiscal policy reform, this week held both good and bad news.  On the plus side, the senate placed its healthcare reform bill on the floor and the CBO agreed that the 2018 Trump budget deficit would decrease (though not as much as estimated by Trump).  The negative---Trump can’t get free of the Russian connection tar baby.  As a result, the dems are working hard to force the issue in hopes of delaying any legislation---so far successfully. 

Finally, the Fed reversed course yet again, now on a more dovish course.

More on both below.

Bottom line: this week’s US economic stats were negative, supporting our stagnate growth outlook.  Longer term, I remain confident in my recent upgrading our long term secular growth rate assumption by 25 to 50 basis points based on Trump’s deregulation efforts as well as his more reasoned approach to trade.  However, any further increase in that long term secular economic growth rate assumption stemming from enactment of the Trump/GOP fiscal policy is still on hold; though developments this week were promising.

Our (new and improved) forecast:

A 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; though the odds of that are uncertain. 

 Short term, the economy has seemingly lost its post-election Trump momentum meaning that our former recession/stagnation forecast is back as the current expansion seems to be dying of old age.

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 this week.

(2)   fiscal/regulatory policy.  This week: 

[a] the administration continues to be plagued with the Russian connection/Comey firing problems.  While it is not at all clear how much substance there is to the multiple accusations, in the best case where all are innocent, the opposition is still going to hang on to the prospect of delaying the Trump/GOP fiscal agenda like a dog to a soup bone.  In politics, one never knows what the next turn will bring; but at the moment its advantage dems which means lower odds of success of the Trump/GOP effort to alter the inefficient economic model this country has been operated on for the past sixteen years,

[b] that said, the GOP is fighting back.  This week, senate majority leader McConnell delayed the beginning of the August recess in order to work on the GOP agenda and then on Thursday presented the revised senate version of healthcare reform.  I went through this in our Morning Calls---the bottom line being that it is not a perfect bill but it does provide improvements.  I am hoping for further advances as it works its way toward becoming a bill.  I cling to the theory that the legislative process is ugly and painful but that ultimately if the objective is beneficial to the electorate, there is hope of progress---‘hope’ being the operative word.

[c] the CBO provided a relatively positive review of Trump’s 2018 budget proposal.  Again, I covered this in the Morning Calls---the bottom line is that while the CBO poo pooed the estimated revenue increases, it did agree with the cost reductions.  While it still has to be passed by congress, at least it is the first time a president has proposed a budget with a lower deficit in the last sixteen years. 

That said, the reported June Treasury budget deficit was a disappointment in that revenues were lower than expected {somebody please explain to me how tax revenues can be declining in a supposedly growing economy where corporate profits are supposedly increasing} and expenses were up due to increased defaults in student debts.

For those of you who missed Jamie Dimon’s rant on our political class, here is the transcript.  Hold your applause please.

(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.  

As you know, Yellen provided the Fed’s mandatory semiannual Humphrey Hawkins testimony this week.  In it, she backed off unwinding QE---maintaining the tradition of keeping everyone scratching their heads wondering what the f**k these guys are thinking about.  Of course, anything makes sense when you choose to ignore the facts. 

Unfortunately, one can disregard reality for only so long before it hits you in the face with a two by four.  Yellen & Co seemed to have arrived at that juncture.  The problem is that in accepting that all is not well, it has elected to correct the problem by selecting a nonoptimal solution; to wit, it decided to slow the rate of rise in the Fed Funds rate {which is meaningless at this moment in the economic scheme of things} but to go ahead with unwinding its grossly bloated balance sheet {which is quite meaningful in the Market scheme of things}.  Sure its initial moves will be baby steps; but, in my opinion, it is QE that is most responsible for the gross mispricing and misallocation of assets and its reversal will be felt the most powerfully in the pricing and allocation of assets. 

Goldman revises odds of a rate hike (medium):

In short, the Fed seems to have recognized that its ostrich strategy was damaging its credibility but then decided to deal with reality by employing its  least optimal alternative strategy---sort of like it has done every other time it has tried to normalize monetary policy.


(4)   geopolitical risks: the good news is that ISIS appears to be on the run in Iraq and Syria.  The bad news is that [a] the US and North Korea continue their missile firing extravaganza, [b] the US is selling missiles to Poland and Romania, [c] and the Gulf States are still threatening sanctions against Qatar.  Nothing may come of any of these problems; but they all pose a risk which we must remain aware of.

(5)   economic difficulties around the globe.  The stats were scarce this week.  The only notable data was out of China which reported inflation in line and a booming trade number.

Oil remains a factor in global economic health and its price continued its roller coaster ride this week, most of it brought on by rising inventories.  We learned this week that [a] Nigeria is not willing to stand by its proposed production allocation and [b] none other than Saudi Arabia was violating its production quota under the recent OPEC agreement.  The point here is that since energy is a major component of production, its price usually has a significant impact on economic growth; and lower prices have proven not to be an ‘unmitigated positive’. 

In sum, our outlook remains that the European economy is out of the woods.  China and Japan remain in the ‘muddle through’ scenario.


            Bottom line:  our near term forecast is that the US economy is stagnating despite an improved regulatory outlook and a now growing EU economy. Both should have a positive impact on US growth though there is no evidence of it to date. However, if Trump/GOP were to pull off a (near) revenue neutral healthcare reform, tax reform and infrastructure spending on a reasonably timely basis, I would suspect that sentiment driven increases in business and consumer spending would return; and more importantly, our long term secular economic growth rate assumption would almost certainly rise.  Unfortunately its fate is uncertain given the antics of our political class.  Clearly, the progress made in the senate on healthcare and the CBO positive review of Trump’s FY 2018 budget are positives steps in that direction.

For the long term, the Donald’s drive for deregulation and improved bureaucratic efficiency is a decided plus.  As you know, I inched up my estimate of the long term secular growth rate of the economy.  In addition, a more reasoned approach to trade and foreign charity should support that revision. 

The Market-Disciplined Investing
         
  Technical

The indices (DJIA 21637, S&P 2459) moved to the upside out of their one month trading range; low volume and unimpressive breadth notwithstanding.  So they appear to have regained their upward momentum as defined by their 100 and 200 day moving averages and uptrends across all timeframes.  At the moment, I see nothing, technically speaking, to inhibit the Averages’ challenge of the upper boundaries of their long term uptrends---now circa 24198/2763. 

The VIX (9.5) declined another 3 %, finishing below the lower boundary its intermediate term trading range for the second day (if it remains there through the close next Tuesday, it will reset to a downtrend) and the lower boundary of its long term trading range (if it remains there through the close next Thursday, it will reset to a downtrend). 
               
The long Treasury rebounded just enough to end on its 200 day moving average as well as the lower boundary of its very short term uptrend.  Certainly not a decisive move and it leaves me uncertain on direction and what bond investors are thinking about. 

The dollar got hammered, ending in a very short term downtrend and below its 100 and 200 day moving averages.  It is starting to rival GLD as the most discouraging chart that I watch.

GLD, on the other hand, moved up strongly---not too surprising in that GLD and the dollar tend to move in opposite directions.  It finished above the upper boundary of its very short term downtrend and seems to be moving toward a challenge of its 200 day moving average.

Bottom line: stock investors continue to view bad news (struggling economic growth) as good news---because they got plenty of bad news this week and prices were up.  GLD and UUP investors seem to agree that the news was bad because they reacted as they traditionally do.  The somewhat confusing element is bonds.  Given the TLT’s pin action, bond investors appear uncertain about whether the economy is weak.  As you know, I believe bond investors are usually more in tune with global economic/political trends than others; so if they are unsure, I am cautious in my expectations. 

Fundamental-A Dividend Growth Investment Strategy

The DJIA (21637) finished this week about 66.6% above Fair Value (12990) while the S&P (2459) closed 53.2% overvalued (1605).  ‘Fair Value’ will likely be changing based on a new set of regulatory policies which has led to improvement in the historically low long term secular growth rate of the economy (though its extent could change as the affects become more obvious); but it still reflects the elements of a botched Fed transition from easy to tight money and a ‘muddle through’ scenario in Japan and China.

The US economic stats continued to point to a weak economy; and the Fed’s renewed dovishness seems to lend credence to that notion. If I am correct about the economy slowing, short term that means Street forecasts will begin declining.  The question is when; and more important from a Market standpoint, given investor proclivity for interpreting bad news as good news, whether they will even care.  I can’t answer that latter issue except to say that someday, bad news will be bad news; and mean reversion will likely occur.

There was a lot going on related to fiscal policy this week.  The good news was that the senate made a step forward on healthcare and the CBO gave a more upbeat scoring to the Donald’s FY 2018 budget than I would have imagined. I am not jumping up and down for joy but any progress is still progress.  To be sure, I am not altering or even contemplating altering our forecast given these recent developments.  But I am encouraged and so, by definition, closer to any change in outlook---which, in turn, would be a plus for equity valuations in the long run (‘long run’ being the operative words). 

Unfortunately, a portion of the Trump/GOP inability to get things done are a result of their own unforced errors (1) the Donald’s insistence in wallowing in the mud with his opponents and making it worse by his factually challenged tweets, (2) the inability to escape the Russian tar baby because of the apparent absence of political savvy, and (3) the GOP congress’ lack of preparation for assuming the reins of power.  They had eight years to construct a viable alternative to Obamacare and tax reform; and yet here they are arguing over issues that should have been resolved long ago. 

I guess my point here is that the fiscal policy is creeping forward in spite of Trump/GOP actions.  Nonetheless, if, for whatever reason, their agenda advances that is likely to have a positive impact on business, consumer and investor sentiment.  On the other hand, I think that Street enthusiasm for a significant improvement in the long term economic and profit growth is certainly premature.  This should probably result in the eventual lowering of Market expectations for growth as well as the discount factor it places on that growth.

And last but certainly not least, Ms. Yellen, God bless her, just keeps making a mess of monetary policy.  As I noted above, this week, the Fed begged off of rising interest rates because of worries about the economy but stated it would continue to unwind its balance sheet.  The result I believe will be that lower interest rates will do little for the economy but shrinking the balance sheet will start to put pressure on asset prices.  As you know, I have long time believed that correcting the mispricing and misallocation of assets was an inevitable result of dismantling QE.  According to Yellen, that process will begin this year and I believe the results will be as I have expected.


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.   While I am encouraged about the changes already made in regulatory policy, a more rational approach to trade and our global commitments and recent developments in fiscal policy, that is not enough to alter the gross mispricing of assets.  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 on long term secular growth in our Economic Model are beginning to improve as we learn about the new regulatory policies and their magnitude.  Plus, there is a tiny ray of hope that fiscal policy could be making progress though its timing and magnitude are unknown.  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 potential ‘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 want to own cash in my Portfolio and 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 7/31/17                                  12990            1605
Close this week                                               21637            2459
Over Valuation vs. 7/31
             
55%overvalued                                   20069              2480
            60%overvalued                                   20716              2560
            65%overvalued                                   21364              2640
            70%overvalued                                   22011              2720


* 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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