Friday, June 15, 2018

The Morning Call--Trade wars versus the mispricing of risk


The Morning Call

6/15/18

The Market
         
    Technical

The Averages (DJIA 25175, S&P 2782) see sawed up and down for most of the day and ended mixed (Dow down, S&P up).  Volume rose; breadth was flat.  Both finished above their 100 and 200 day moving averages (now support).  The Dow is in a short term trading range, the S&P in a short term uptrend.  Longer term, the assumption is that stocks are moving higher.
               
                The VIX declined 6 ½ %, ending below its 100 and 200 day moving averages (now resistance) and back below the upper boundary of its short term downtrend voiding Wednesday’s upside break. 

The long Treasury jumped ¾ %, finishing above its 100 day moving average and the lower boundary of its long term uptrend and closed above the upper boundary of a developing very short term downtrend.  It remained below its 200 day moving average and in a short term downtrend.

So far junk bond investors don’t care---which suggests more upside in stocks (medium):


The dollar rose 1 ¼ % on huge volume, closing well above both moving averages, in a short term uptrend and above the upper boundary of a developing very short term downtrend.

GLD was up again.   It remained below its 100 and 200 day moving averages (though it is nearing the latter) but in a short term trading range.
               
Bottom line:  the ECB’s unexpected failure to raise rates sent the euro down/dollar up materially with TLT moving up in sympathy.  GLD continues to confuse by trading up on a day when it should logically be down (strong dollar).  Equities’ pin action also reflected some uncertainty---turning in a volatile day with a mixed close. Of course, there was more than just flat ECB rates to consider: the ECB’s continuing move toward unwinding QE and the steady stream of negative rhetoric on trade.  Still the Market has absorbed a lot of big news of late, much of it unfavorable and managed to work its way higher.  Until that paradigm changes, the assumption has to remain that stock prices are going higher.

            There is little chance of any major downturn as long as the small cap stocks continue to roar (short):

    Fundamental

       Headlines

            Yesterday’s US economic data was upbeat: weekly jobless claims fell, May retail sales were a blowout number and April business inventories/sales were strong.  The only possible disappointment was higher than expected import/export prices---that really depends on whether you look at inflation as a plus or a minus at this point in the economic cycle.

            The new headlines were the results of the meetings of the ECB and the Bank of China.  I addressed both items in yesterday’s Morning Call, so I won’t be repetitive except for the bottom line: (1) the ECB left rates unchanged which the Market viewed as a plus; but it is continuing the wind down of its bond buying program which I consider more important and a negative and (2) the Bank of China left rates unchanged due to concern over slowing economic growth.


                        ***overnight, the Bank of Japan met, leaving rates unchanged and making no comment on its bond buying program.


                        Meanwhile, the news flow of trade is getting worse:
                       
            The politics of a NAFTA agreement (medium):

            Trump expected to impose tariffs on 900 Chinese products (medium):

            China warns of immediate retaliation (short):

            EU preparing to impose tariffs on US goods (short):

Another problem with imposing tariffs (medium):

Bottom line: there are two points here:  The first is trade which is very much tied to the prospects for secular economic growth or the lack thereof.  Given the current aggressive tariff rhetoric, prospects for higher growth do look all that great.  To be sure, the threatened tariffs are small relative to gross trade. And as you know, I have been optimistic that the stream of trade war threats are all part of the ‘art of the deal’ negotiating style of Trump. However, if the various parties keep lobbing tariff grenades at each other, pretty soon we are going to be talking about serious money. We are not there yet; but this is, in my opinion, a growing risk to global economic growth--- even as investors ignore it and get jiggy about likelihood of an improving US economic growth rate. 

Central bank policy is about asset pricing (the Market).  I know, the central bankers yak about economic growth rates, unemployment, inflation, etc. like they have the power to control those numbers.  But that it all it is---yakking.  As I have endlessly pointed out (except for QEI), Fed policy hasn’t achieved its stated economic goals for a decade.  All that it has done is to up the QE ante in its failed attempts.  So I don’t buy any narrative that has the Fed as a major determinant of economic growth.   

On the other hand, what it has been massively successful at is the gross mispricing and misallocation of assets.  As I continue to point out, Fed policy has been the primary factor in the pricing of risk.  And that price is now being impacted by the unwinding global QE at a time of increased debt issuance.  In short, it boils down to a supply (accelerating issuance of new debt and the run off of QE)/demand issue---which is being exacerbated by (1) the effect of the rising dollar on the funding costs of any country with large amount of dollar denominated debt whose currency is declining versus the dollar and (2) the growing amount of junk bond offerings.  It sure looks to me like we are nearing the point at which long rates are going to rise whatever central bank policy and that will likely lead investors to realize that they have mispriced risk.

            Stocks aren’t getting less risky (medium):

    News on Stocks in Our Portfolios
 
           

Economics

   This Week’s Data

      US

            April business inventories rose 0.3%, in line; while sales were up 0.4%.

            The June NY Fed manufacturing index was reported at 25.0 versus estimates of 19.1.

     International

    Other

            There is a new sheriff in town (medium):

            Risk of recession rises slightly (short):

            Update on big four economic indicators (medium):
           
LA port traffic rises in May (short):

What I am reading today

            Why bitcoin is falling (short):

            Build a small buffer (short):

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