Sunday, October 21, 2018

The Closing Bell


The Closing Bell

10/20/18


Statistical Summary

   Current Economic Forecast
                       
2018 estimates (revised)

Real Growth in Gross Domestic Product                          1.5-2.5%
                        Inflation                                                                          +1.5-2%
                        Corporate Profits                                                                10-15%

   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Trading Range                      21691-26646
Intermediate Term Uptrend                     13703-29908
Long Term Uptrend                                  6410-29847
                                               
2018     Year End Fair Value                                   13800-14000

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Uptrend                                     2671-3442
                                    Intermediate Term Uptrend                         1318-3133                                                          Long Term Uptrend                                     905-3065
                                                           
2018 Year End Fair Value                                       1700-1720         


Percentage Cash in Our Portfolios

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

Economics/Politics
           
The Trump economy is providing a slight upward bias to equity valuations.   The data flow this week was negative: above estimates: weekly jobless claims, September industrial production, the October NY and Philly Fed manufacturing indices; below estimates: weekly mortgage and purchase applications, September housing starts/building permits, September existing home sales, the October housing market index, month to date retain chain store sales, September retail sales, US FY 2018 budget deficit; in line with estimates: August business inventories/sales, September leading economic indicators.

Primary indicators were also negative. September industrial production (+), September housing starts (-), September existing home sales (-), September retail sales (-) and the September leading economic indicators (0).  I am giving a negative rating.  Score: in the last 158 weeks, fifty-two were positive, seventy-two negative and thirty-four neutral.

Several important developments this week; all covered in more detail later: 

(1)   the latest FOMC minutes indicated that the Fed will continue to tighten monetary policy,

(2)   Trump ordered his cabinet to institute 5% across the board spending cuts,

(3)   third quarter earnings season is off to a much better start than I had anticipated.

Overseas, the economic data was mixed---better than negative which it has been of late.  Still the point is that the US economy is not being helped by any global growth.

Our forecast:

A pick up in what is now a below average long term secular economic growth rate based on less government regulation with possible minor help from the recent agreements with Mexico/Canada/South Korea. There is the potential that (1) Trump’s trade negotiations with Japan, the EU and China and (2) possible spending cuts could also lead to a further improvement in our long term secular growth rate.  However, much more needs to be done for this factor to be a significant positive.

My fiscal thesis remains that at the current high level of national debt, the cost of servicing the debt more than offsets any stimulative benefit of tax cuts---subject to some revision if the spending cuts take place.

On a cyclical basis, while the second quarter numbers were definitely better than the first, there is insufficient evidence at this moment to indicate a strong follow through. 

So my current assumption remains intact---an economy growing slowly but not accelerating.  

       The negatives:

(1)   a vulnerable global banking [financial] system.  

From last week:

I re-introduced this subject a couple of weeks ago, altering it slightly to incorporate the entire financial system, specifically the shadow banking system [nonbank loans from hedge funds, finance companies, etc.].  The reason being [a] the tremendous growth in this segment of the financial market [b] the weak credit standards currently demanded by the lending institutions, i.e. a lot of nonrecourse and covenant lite loans, and [c] the use of derivatives by the lenders to hedge their bets.  Recall that this was one of the main problems in the 2008/2009 crisis.  I am not suggesting that conditions can deteriorate as significantly as they did back then.  But they don’t have to in order to result in liquidity/solvency problems.


(2)   fiscal/regulatory policy. 

Ironically, following my ‘turd in the punchbowl’ comment about fiscal irresponsibility last week, the Donald stunned [at least me] this week in ordering his cabinet members to implement an across the board 5% spending cut.  You know that irresponsible fiscal policy [i.e. mounting deficits and debt] has been one of my main concerns since I started this blog.  The reason was simple: the usurpation by the government of funds that could be better spent on investment and consumption.  Later, the study by Rogoff and Reinhart supported this notion showing that once a nation’s debt has reached 90% of GDP, the cost of servicing the debt stifled economic growth.  When the GOP passed the tax cuts, my thesis was that the increase in the deficit/debt would offset the benefits of the cut.

Hence, this move by Trump to begin reining in government spending is clearly a plus.  Of course, it still has to occur and it can’t be filled with accounting gimmicks.  So we have to wait to see just how serious this administration is about those cuts.  Further, even if they do take place, it will happen in the discretionary part of the budget which is smaller than the nondiscretionary side [entitlements]---which in turn has no spending limits. Rather it is driven by inflation [cost of living adjustments] and demographics [an aging population]. Here is where the real work needs to be done.

I am not trying to discount Trumps efforts because they will have a positive effect on the long term secular growth rate of the economy.  But I am simply saying that they are a great start but more is required on entitlements in order to really alleviate the constraining effects of an ever expanding deficit/debt.

I would also note than on a short term basis, any cuts in government spending is going to adversely impact the revenues/profits of big time government contractors. 

On a minor note, Trump also said that he was considering abandoning a shipping treaty with China in which the shipping rates from China to the US were greatly discounted from the shipping rates from the US to China.  He is clearly increasing pressure on the Xi ahead of a scheduled meeting at the G20 next month.  I have said before that I don’t see the Chinese doing anything before the November elections.  How those turn out could have an impact on the Chinese negotiating position.

Until we know the outcome of spending cut plan my bottom line remains: once the national debt reaches a certain size in relation to GDP [and the US has already attained that dubious honor] the cost of servicing that debt offsets any benefits to growth that might come from tax cuts/infrastructure spending.

(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  asset bubbles in the stock market as well as in the auto, student and mortgage loan markets.  

The headline this week was the release of the minutes from the last FOMC meeting.  There was nothing really new, including that the Fed would continue to tighten the money supply.  Still that seemed to generate some restlessness among the natives who apparently are unconvinced.  Which brings us back to the $64,000 question for the Market right now:  does Powell really mean that the Fed will continue to tighten money, irrespective of its impact on the Market? 

As you know, my opinion since the inception of QEII was that it was a major mistake for the [Bernanke/Yellen] Fed to add the stabilization of financial markets as a third objective to its congressionally mandated goals of containing inflation and unemployment.  It destroyed price [risk] discovery and led to the gross mispricing and misallocation of assets.  If that regime is over then sooner or later price discovery will return. 
                  
 As a footnote, remember ECB started the unwinding of its own QE on October 1st.  Although my assumption is that Draghi et al will run for the hills [cease unwinding] at the first sign of trouble.

You know my bottom line: the unwinding of QE will have little effect on the US economy but will reverse the gross mispricing and misallocation of assets.

(4)   geopolitical risks:  the denuclearization of North Korea seems to be moving forward [‘seems’ being the operative word] though Syria remains a flash point. Both risks; neither on the front burner.  I add the Khashoggi assassination to the list without having a clue to the potential outcome.

(5)   economic difficulties around the globe.  The stats this week were mixed:

[a] October German investor sentiment was negative; August UK unemployment was 4.0%, in line but September retail sales declined 0.3% versus estimates of up 0.3%; September EU auto sales were down 23%,

[b] third quarter Chinese GDP rose 1.6%, in line; retail sales were up 9.2% versus expectations of up 9.1%; fixed asset investments were up 5.4% versus 5.3%; industrial output +.5% versus +.53%.
                   http://econbrowser.com/recession-index

In addition, there are potential negative economic as well as political fallouts from Brexit and the budget fight between Italy and the EU---though recall all the hand wringing over Greece a couple of years ago came to naught.        To be sure, the UK and Italy have much bigger economies than Greece; so any negative consequences would be more impactful.  But I am going to let the political process get further down the road before I start worrying about the economic fallout.

Latest on Brexit.

And

Latest out of Italy.

Moody’s cuts Italy’s credit rating.

            Bottom line:  on a secular basis, the US is growing at an historically below average secular rate although I assume decreased regulation, the likely successful completion of the NAFTA 2.0 agreement and Trump’s spending cuts (assuming implementation) will improve that rate somewhat. 

Certainly on a cyclical basis, removing the uncertainty of no NAFTA treaty should help return economic conditions to what they were before.  The same is equally true if Trump is successful in revising the trade agreements with the EU, Japan and China.  ‘If’ being the operative word, especially as it applies to China where it looks like the current standoff will prove protracted.

At the same time, these long term positives are being offset by a totally irresponsible fiscal policy.  To be sure, the aforementioned spending cuts would be a great start to correcting this problem.  But the out of control entitlement spending has to be addressed before the growing deficit/debt can be restrained.  Until evidence proves otherwise, my thesis remains that cost of servicing the current level of the national debt and budget deficit is simply too high to allow any meaningful pick up in long term secular economic growth.

Cyclically, growth in the second quarter sped up, helped along by the tax cuts.  At the moment, the Market seems to be expecting that acceleration to persist.  I take issue with that assumption, based not only on the falloff in global activity but also the lack of consistency in our own data and the never ending expansion of debt.  On the other hand, this earnings season is off to start that points to a much better end result than I have been expecting.  If this continues, it would be a sign that the overall third quarter results may be better than my estimates.

The Market-Disciplined Investing
           
  Technical

The Averages (DJIA 25444, S&P 2767) turned in a mixed performance Friday (Dow up, S&P down).  Volume rose but breadth was mixed.  The S&P finished right on its 200 DMA for a second day.  At the moment, it appears that investors lack the conviction to push stocks in either direction.  So we wait for follow through.

The VIX was up fractionally, retaining its positive chart---meaning it is a negative for stocks.

The long bond was down again, remaining in short term and very short term downtrends and below both moving averages.   Still a negative technical picture.

The dollar fell back slightly but continues to have a positive technical standing.  However, it has failed to advance to a challenge of its August high for a second time---a bit of a negative.  Still I continue to believe that UUP will move higher as long as the dollar funding problem persists. 

GLD rose nine cents but still finished below its 100 DMA (now resistance).  After resetting its short term trend to a trading range, there has just been no follow through to the upside.

 Bottom line: the bulls and bears continue to duke it out around the S&P 200 DMA; so until it confirms a break either below its 200 DMA or above its 100 DMA and the upper boundary of its very short term downtrend, it makes sense to assume that the aforementioned battle will be waged between those two levels. 

There are still two positive seasonal factors at work (1) stocks have traditionally traded higher in the months of November and December (2) this earnings season is off to a very upbeat start; if that continues, it should provide additional buoyancy to stock prices.

The long bond and the dollar both continued to act like rates are going higher.   Gold remains in never, never land.

            Friday in the charts.

            Chinese stocks

            And:

Fundamental-A Dividend Growth Investment Strategy

The DJIA and the S&P are well above ‘Fair Value’ (as calculated by our Valuation Model), the improved regulatory environment and the potential pluses from trade and spending cuts notwithstanding.  At the moment, the important factors bearing on Fair Value (corporate profitability and the rate at which it is discounted) are:

(1)   the extent to which the economy is growing.  Clearly, the second quarter GDP number propelled by the tax cuts was a sign of improved growth; and if this  quarter  earnings season continues to come in better than expected, that would indicate that, at least, some of the strength spilled over into the third quarter and would indicate the need for more optimism. Nevertheless, [a] most Street estimates for third quarter GDP growth are lower than that of Q2, [b] the Fed’s forecast for longer term growth shows a gradual decline back toward what has been a below average secular growth rate and [c] to date, third quarter macroeconomic indicators have not supported the notion that the economy continues to grow at the second quarter rate and [d] the already announced forward {sales and earnings} guidance from many companies has begun to decline {autos, construction, airlines, packaging}.

Unless those tax cuts alter investing and consumption behavior on a more permanent basis, Q2 growth will likely prove to be the peak growth rate of this economic cycle.  Furthermore, the effect that those tax cuts are, at least presently, having on the deficit/debt are just as meaningful, in my opinion, as any growth implications, to wit, financing the deficit and servicing of debt will constrain growth.

My conclusion remains that while the economy has experienced a pop in its cyclical growth resulting from the tax cuts, it simply can’t and won’t sustain that growth rate on a secular basis and will gradually revert back to the pre-tax cut, below average (less than ~2%) rate.  However, I am open to altering that outlook based on better growth numbers resulting from tax cuts, spending cuts and the successful completion of multiple trade agreements. 

Counterpoint.

That said, I never forecast that the economy is going into a recession.  And while there clearly is some probability of a pickup in the long term secular growth rate of the economy [deregulation, trade, spending cuts], I am not going to change a forecast, beyond what I have already done, based on the dataflow to date or the promises of some grand reorientation of trade or spending cuts.

Also, lest we forget, the growth rate in rest of the global economy has slowed and will not be helped by the decelerating effects of the dollar funding problems in the emerging market.  That can’t be good for our own prospects.  It is certainly possible, even probable, that the US can continue to grow as the rest of the world slows.  But it is not likely that its second quarter growth rate will be maintained.  

My thesis remains that the financing burden now posed by the massive [and growing] US deficit and debt has and will continue to constrain economic as well as profitability growth.

In short, the economy is not a negative but it not a positive at current valuation levels.

(2)   the success of current trade negotiations.  If Trump is able to create a fairer political/trade regime, it would almost certainly be a plus for secular earnings growth.  Clearly, the US/Mexico/Canada and South Korean agreements are a step in that direction.  But there is general agreement [except within the Administration] that these revised treaties will barely move the needle on the secular growth rate of the economy; though certainly there be a cyclical effect from the removal of uncertainty.

However, the US remains at loggerheads with China.  Plus Trump is insisting on a changes in the terms of our trade agreements with Japan and Europe.  So there is much to be done before altering any assumptions about an improvement in economic growth.

Nonetheless, my bottom line is that I, perhaps foolishly, remain optimistic that the Donald’s current negotiating strategy will pay off; hopefully with better results than NAFTA 2.0.  However, the risks and rewards associated with failure and success are very high.  Either outcome would almost surely have an impact on corporate earnings and, probably, on stock prices.

(3)   the rate at which the global central banks unwind QE.  At present, it is happening.  The Fed continues to raise rates, its forward guidance is to expect more hikes and a continuation of the run off of its balance sheet. Perhaps most telling are the comments from various FOMC members that the Fed is no longer reacting with any sensitivity to the Markets---assuming they really mean it.

I have opined that this would drive the after effects of QE, i.e. the return to price discovery and the correction of the mispricing and misallocation of assets.  And, the Market aside, we are starting to see those after effects in the dollar funding problems in foreign economies. On top of that, the ECB has commenced the unwinding of its own QE policy which will only add to the global liquidity problem.

I remain convinced that [a] QE has done and will continue to do harm to the global economy in terms of the mispricing and misallocation of assets, [b] sooner or later that mispricing/misallocation will be reversed and [c] given the fact that the Markets were the prime beneficiaries of QE, they will be the ones that take the pain of its demise. 

(4)   finally, valuations remain at record highs [at least as calculated by my Valuation Model] based on the current generally accepted economic/corporate profit scenario which includes an acceleration of economic growth [which I consider wishful thinking].  Even if I am wrong, there is no room in those valuations for an adverse development which we will inevitably get.

Finally [a] interest rates are up---raising the discount rate at which earnings and dividends are valued, [b] the Fed continues to shrink money supply and that is causing dollar funding indigestion not only in the emerging market but also seems to spreading to the developed markets; as important, Powell has made clear that he expects to continue to tighten whatever happens to the Markets---a massive change in attitude from the Bernanke/Yellen regimes, [c] corporations have record levels of debt, especially in the lower rated credit segment and [d] are starting to lower profit expectations, [e] finally…..the bugaboo from the last financial crisis, i.e. derivatives, has reappeared with all its associated counterparty risks.

Bottom line: a new regulatory regime plus an improvement in our trade policies along with proposed spending cuts should have a positive impact on secular growth and, hence, equity valuations.  On the other hand, I believe that fiscal policy will have an opposite effect on economic growth.  Making matters worse, monetary policy, sooner or later, will have to correct the mispricing and misallocation of assets---and that will be a negative for the Market.

Our Valuation Model assumptions may be changing depending on the aforementioned economic tradeoffs impacting our Economic Model.  However, even if tax reform proves to be a positive, the math in our Valuation Model still shows that equities are way overpriced.  That math is simple: the P/E now being paid for the historical long term secular growth rate of earnings is far above the norm.

            As a long term investor, with equity valuations at historical highs, I would want to own some cash in my Portfolio; and if I didn’t have any, I would use any price strength to sell a portion of my winners and all of my losers.

            As a reminder, my Portfolio’s cash position didn’t reach its current level as a result of the Valuation Models estimate of Fair Value for the Averages.  Rather I apply it to each stock in my Portfolio and when a stock reaches its Sell Half Range (overvalued), I reduce the size of that holding.  That forces me to recognize a portion of the profit of a successful investment and, just as important, build a reserve to buy stocks cheaply when the inevitable decline occurs.

DJIA             S&P

Current 2018 Year End Fair Value*              13860             1711
Fair Value as of 10/31/18                                13796            1702
Close this week                                               25444            2767

* 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.








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