Saturday, September 9, 2017

The Closing Bell

The Closing Bell

9/9/17

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                                 21013-23492
Intermediate Term Uptrend                     18825-26156
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     (?)                           2457-2742
                                    Intermediate Term Uptrend                         2240-3014
                                    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.   The data flow this week was sparse and ended mixed: above estimates:  weekly mortgage and purchase applications, month to date retail chain store sales, the July trade deficit, July consumer credit, revised second quarter productivity and unit labor costs; below estimates: weekly jobless claims, July factory orders, the August Markit services PMI, the August ISM services index, July wholesale inventories/sales; in line with estimates: none

The primary indicators were also mixed: revised second quarter productivity and unit labor costs (+) and July factory orders (-).   So the call is neutral.  Score: in the last 100 weeks, twenty-nine were positive, fifty-four negative and seventeen neutral. 

That said, I don’t think a lot of weight should be given to this week’s data, just because there was so little of it.  So I leave open the question as to whether the recent string of neutral ratings was just a brief respite in the midst of slowing economy or the economy has ceased weakening.

Overseas, the data was mixed.  

Three other notable items on the economic front:

(1)   the potential impact of Hurricane Irma on Florida.  This would be the second catastrophic natural disaster in the last month.  Estimates from Harvey are now in $150 billion plus range and Irma will likely be as bad if not worse.  And then there is Jose.  To reiterate a point, this is not an economic plus no matter what the chattering class alleges [sort of like lower oil prices were an unmitigated positive].

(2)   Trump made a deal with the dems raising the debt ceiling, provide for Harvey funding and delaying a further vote for three months.  That clears the legislative slate for work on tax reform.  That could be good or bad news depending on what the GOP does [more below],

(3)   Fed vice chair Fischer resigned which short term is a negative for those hoping for a return to monetary normality.  Trump announced Gary Cohn won’t be the next Fed chairman.  That means little for monetary policy but a lot for Cohn [more below].

I have to mention that Trump went another entire week without insulting or threatening anyone or making some lame, factually challenged statement.  He is on a roll; let’s hope he keeps it up. 

Bottom line: this week’s US economic stats were neutral, confirming the pattern for the last two years---the economy struggling to keep its head above water.  The question is, has it stopped sinking?  At some point, I would think that the improving European economy would have some positive influence on our own; but for the moment, that is not happening.

Longer term, I remain confident in my upgrading our long term secular growth rate assumption by 25 to 50 basis points based on Trump’s deregulation efforts.    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 as the Washington morality play unfolds. 

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 is struggling and will likely continue to do so; though the improving global economy may at some point have an impact.

The hurdle debt poses to long term economic growth (medium):
                       
       The negatives:

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

(2)   fiscal/regulatory policy. 

Trump went another week without making himself the issue.  More important, he got the entire political class’s attention by cutting a deal with the dems on the debt ceiling and Harvey funding. 

I discussed this in Thursday’s Morning Call; so I won’t be repetitive except to provide my conclusion: he has altered the DC operating model, putting the GOP congress in position of either coming up with a tax reform package that can pass or risk Trump making yet another compromise with the dems.  We won’t know if that is good news [the GOP fashions a near revenue neutral tax reform] or bad news [if the bill raises the deficit/debt significantly] until we see the final product. 

But just to reiterate my bottom line on this issue: [a] if the fiscal agenda doesn’t get enacted, it is not bad news.  The result would be continued gridlock and historically, that has been good news.  However, it would mean that the potential economic benefits from tax reform and infrastructure spending would not occur and [b] even if tax reform and infrastructure spending do happen but further increase the deficit spending and the federal debt, that would be a negative, in my opinion.
     
(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.  

There were a number of notable events this week regarding monetary policy, though I also covered them in this week’s Morning Calls; so again, just my conclusions:

[a] the latest Beige Book said nothing different about policy,

[b] Harvey and Irma will likely give the Fed cover to do nothing the rest of the year,

[b] the departure of Stanley Fischer is likely mildly dovish short term for monetary policy,

[c] Cohn getting ruled out as the future Fed chair is a nothing burger.  There are several candidates for that position that are more versed in monetary policy and equally if not more hawkish.  However, Cohn could pout, pick up his marbles and go home---which could be a negative for tax reform,

 [d] Draghi/ECB left rates and the bond buying program unchanged.  In other   words, EU QEInfinity for as far as the eye can see.

My thesis here remains unchanged: any tightening in monetary policy will have little impact on the economy but will likely wreak havoc on the securities’ markets.  But the visibility of any tightening is limited. 

On the other hand, credit spreads are compressing:

The plunging dollar suggests that the Fed has overstayed QE.

And the political makeup of the Fed is about to change.

(4)   geopolitical risks:  North Korea remained a hotspot as the regime detonated an underground nuclear device, keeping the rest of the world at Def con two.  Plus there is a strong probability of another missile launch today in honor of the founding of the regime. So far, Trump has avoided further inflammatory statements and appears to be attempting to allow diplomacy to work.

To be sure, this story isn’t over and there remains a decent probability of an unpleasant outcome.  But for the moment, the US is acting the part of the adult in the room.   

Still there remains plenty of hotspots that could explode any minute: Syria, the Qatar sanctions, US/Russian confrontation, the US sanctions on Chinese and Russian individuals/companies, Trump’s aggressive language on Iran and Venezuela. 

I am not trying to fear monger war; but I do think that Trump’s aggressive attitude toward foreign opposition is overdone and increases the risk of a costly misstep.  Hopefully, this week’s performance marks a change in his presentation.

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

[a] August EU services PMI was above expectations; August German factory orders and industrial output were below estimates,

[b] August Chinese Caixin services PMI was better than anticipated; however, its August trade surplus declined.

Our outlook remains that the European economy is out of the woods.  In addition, the Chinese economy seems to be improving; though it is too soon to change our forecast.

            Bottom line:  our near term forecast is that the US economy is stagnate though there is a possibility that the improved regulatory outlook and a now growing EU economy may halt any worsening.  Further, 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. 

For better or worse, with the debt ceiling deal, the Donald has likely altered the political dynamics in Washington.  I have no idea if this is good news or bad news with regard to the federal deficit and debt.  But I continue to believe that the single biggest factor that could impact a change in the future long term US secular economic growth rate is the success or failure of the Trump/GOP fiscal program.

To be sure, Trump’s drive for deregulation and improved bureaucratic efficiency is and will remain a decided plus.  As you know, I inched up my estimate of the long term secular growth rate of the economy because of it.  But I believe that the order of magnitude of its effect is less than the enactment of healthcare, tax reform and infrastructure spending would be.

The Market-Disciplined Investing
         
  Technical

The indices (DJIA 21797, S&P 2461) turned in another mixed day---Dow up and the S&P down.  Volume decline; breadth improved slightly.  Both remain above their 100 and 200 day moving averages and are in uptrends across all time frames (the S&P just barely above the lower boundary of its short term uptrend).  But both are still below the resistance offered by their former all-time highs.  A break of either their short term uptrends or the August resistance levels would likely add some octane to the follow through directional move.

The VIX (12.1) rose 5% leaving it below the upper boundary of its short term downtrend, back above its 100 day moving average (it reverted to resistance on Friday, then traded back above it Tuesday, then below on Thursday, than back above on Friday; so this MA is acting more like a magnet than resistance or support), above its 200 day moving average and the lower boundary of a developing very short term uptrend. The question as to whether or not the VIX has bottomed clearly remains open.

The long Treasury fell slightly, but still finished above its 100 and 200 day moving averages (both support), the lower boundaries of its short term trading range and its long term uptrend and remained above the resistance level marked by its August high.

The dollar continued its downward plunge, closing in short term and very short term downtrends, below its 100 and 200 day moving averages and in a series of six lower highs.
           
 GLD slipped fractionally, but ended above the lower boundaries of its short term and very short term uptrends and above its 100 and 200 day moving averages (both support).

Bottom line: long term, the indices remain strong viz a viz their moving averages and uptrends across all timeframes.  Short term, they have moved sideways since early August.  That is not necessarily bad; after all, stocks can’t go up every day.  Still, I am watching the indices’ August highs as resistance and the lower boundaries of their short term uptrends as support.  A break in either one would provide directional information.

The unambiguous performances of TLT, GLD and UUP continue to point at a weakening economy.

I remain uncomfortable with the overall technical picture.
           
Fundamental-A Dividend Growth Investment Strategy

The DJIA (21797) finished this week about 66.7% above Fair Value (13074) while the S&P (2461) closed 52.3% overvalued (1615).  ‘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 effects 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 continue to reflect sluggish to little growth.  However, Street economic growth expectations are higher than my own---in my opinion, based on an overly positive reading of the numbers plus the hope of fiscal policy reform.  To be sure, the odds of some action on fiscal policy got a boost this week when Trump cut a deal with the dems on the debt ceiling and Harvey funding because (1) it cleared the legislative deck of most major issues save tax reform and (2) it tightened GOP sphincters over the need for compromise.  That, however, doesn’t mean that the economic outlook will necessarily improve.  Certainly, revenue neutral tax reform would be a plus.  But nothing could happen (not bad, just not good).  Or congress could pass a tax/infrastructure bill that explodes the federal debt/deficit even higher---and that would be economically detrimental, in my opinion. 

In any case, I believe that Street estimates for economic and corporate profit growth are too optimistic based on the improving economy, easy Fed, fiscal reform narrative.  And when it wakes up from this fairy tale that could in turn lead to declining growth expectations as well as valuations.  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.

That said, fiscal policy is a distant second where it comes to Market impact.  The 800 pound gorilla for equity valuations is central bank monetary policy.  Unfortunately, this crowd continues to confuse, obfuscate and pursue a policy that has destroyed price discovery---and it is being done not to have some potential positive effect on the economy, but to avoid a Market hissy fit. Witness this week’s lack of commitment to normalizing monetary policy from the ECB in face of an improving EU economy.   

As you know, for a long time, I have believed that the loss of faith in or the dismantling of QE will result in correcting the mispricing and misallocation of assets.  The question has always what was going to prompt that loss of faith or dismantling.  To date, my assumption had been that sooner or later the central banks would take action of their own accord.  Now, it may be that the Markets force the issue in the form of a flattening yield curve and a declining dollar.  That is not a prediction.  It is an observation that if those trends continue, the odds of forcing the Fed’s hand goes up.

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.   Stock prices have ballooned and are now at or near historical extremes in valuation; 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 further increase that growth assumption though its timing and magnitude are unknown.  I continue to believe that the end results will be less than the current Street narrative suggests---which means Street models will ultimately will have to lower their consensus of 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 9/30/17                                  13074            1615
Close this week                                               21797            2461

Over Valuation vs. 9/30
             
55%overvalued                                   20264              2503
            60%overvalued                                   20918              2584
            65%overvalued                                   21572              2664
            70%overvalued                                   22258              2745


* 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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