Saturday, January 19, 2019

The Closing Bell


The Closing Bell

1/19/19


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%

            2019

Real Growth in Gross Domestic Product                          1.5-2.5%
                        Inflation                                                                          +1.5-2.5%
                        Corporate Profits                                                                5-6%


   Current Market Forecast
           
            Dow Jones Industrial Average

                                    Current Trend (revised):  
                                    Short Term Trading Range                      21691-26646
Intermediate Term Uptrend                     13994-30206
Long Term Uptrend                                  6585-29947
                                               
2018     Year End Fair Value                                   13800-14000

                        2019     Year End Fair Value                                   14500-14700

            Standard & Poor’s 500

                                    Current Trend (revised):
                                    Short Term Trading Range                          2349-2942
                                    Intermediate Term Uptrend                         1338-3148                                                          Long Term Uptrend                                     913-3073
                                                           
2018 Year End Fair Value                                       1700-1720         
                        2019 Year End Fair Value                                     1790-1810

Percentage Cash in Our Portfolios

Dividend Growth Portfolio                           56%
            High Yield Portfolio                                     55%
            Aggressive Growth Portfolio                        56%

Economics/Politics
           
The Trump economy is a neutral for equity valuations.   The data flow this week was slightly negative: above estimates: weekly jobless claims, weekly mortgage and purchase applications, the January housing index, the January Philly Fed manufacturing index; below estimates: month to date retail chain store sales, preliminary January consumer sentiment, the January NY Fed manufacturing index, December PPI, December import/export prices; in line with estimates: December CPI, December industrial production.
           
There was only one primary indicator reported this week: December industrial production (0), though two other indicators were not recorded due to the government shutdown:  December retail sales and December housing starts. I am going to give this week’s data a tentative rating of negative for two reasons (1) the aggregate reported indicators were negative and (2) even though December industrial production was flat, the November number was revised down:   Score: in the last 171 weeks, fifty-five were positive, seventy-six negative and forty neutral.

The data from overseas remains weak.  This week’s numbers included trade figures which showed declines in both imports and exports from both China and the EU.  Certainly, some portion of those poor results stem from the effects of the US/China trade dispute and economic/political turmoil in the UK, France and Italy.  The good news is that (1) if you believe the administration [and you do so at your own risk], the former may soon be resolved and (2) Draghi assured us all that the EU will not go into a recession---and if you believe that, I have a bridge for sale.


My forecast:

Less government regulation, Trump mandated spending cuts, (hopefully) getting out of the Middle East quagmire and possible help from a fairer trade regime are pluses for the long-term US secular economic growth rate.

However, the explosion in deficit spending, especially at a time when the government should be running a surplus, is a secular negative.  My thesis on this issue is that at the current high level of national debt, the cost of servicing the debt more than offsets (1) any stimulative benefit of tax cuts and (2) the secular positives of less government regulation and fairer trade [at least on the agreements that have been renegotiated].

On a cyclical basis, the economic growth rate is slowing as the effects of the tax cut wear off, the global economy decelerates and the unwind of the Fed’s balance sheet limits credit expansion.  There appears to be an increasing risk that the economy may not be as strong as even my forecast has portrayed it.

       The negatives:

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


(2) fiscal/regulatory policy. 

The two most important near-term issues are [a] the US/China trade talks and [b] the government shutdown.  However, there was little news this week except that [a] a continuous stream of rumors that a trade deal was close and then not and [b] both sides of the ‘wall’ funding/government shutdown remain firmly entrenched with no end in sight.

I will spare you my usual rant about the weakening effects of an outsized federal debt/deficit on the economy, except to say that those effects may be becoming more pronounced [and visible].

(2)   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.  

A couple of developments this week;

[a] the leading Fed hawk emphasized the need to be ‘flexible’ with regard to monetary tightening---‘flexible’ being the new Fed mantra.  However, as I keep pointing out most of the Fed discussion is on delaying the rise in interest rates with little attention given to the balance sheet unwind.  And, as I pointed out in Friday’s Morning Call, that continues apace. 

As you know, I think QE had little effect on economic growth; I don’t think that raising or not raising interest rates now will have much impact on the economy; but I also believe that QE had enormous consequences for the Market {mispricing and misallocation of assets} and, as a result, so will QT {as it reverses the mispricing and misallocation of assets}.

[b] the Bank of China made a huge liquidity infusion into the Chinese financial system.  At least partially as a result, the latest data on central bank balance sheets showed them dramatically expanding in the last month. Some pundits contend that the principal reason for China’s action is the increased liquidity needs related to an upcoming major holiday.  If so, we will know soon enough since that extra liquidity will be withdrawn following the festivities.  Otherwise, it would clearly be an offset to the recent shrinkage of the Fed’s balance sheet as well as the termination of ECB QE.

Friday, I expressed my uncertainty over the net results from the seeming incongruity of the global versus the US QE/QT: I am not sure how to balance the two reports.  Unquestionably, increasing global liquidity will have a positive impact on asset prices.  On the other hand, because so many global trade and security transactions are dollar denominated, if the Fed is maintaining QT (shrinking the supply of dollars) then that will have an outsized effect on global liquidity.  All I can do is watch the data.

You know my bottom line on this issue: QE does little to support the economy but feeds liquidity into the financial system resulting in the mispricing and misallocation of assets.  QT has the opposite effect.  All other things being equal, if the central banks are indeed back to expanding their balance sheet, then I expect little impact on the economy but higher asset prices.  The caveat is that I am uncertain about whether or how the Fed’s QT [if it continues] will influence global QE,

(3)   geopolitical risks: 

Europe is a mess with Brexit, riots in France and fiscal policy discord in Italy; and it continues to be reflected in a negative way in the economic stats.

Trump is now backtracking on his promise to get out of the Middle East which will likely push the threat meter higher as the rest of the players just try to figure out what US policy is.

Trump and Un to meet again.

(4)   economic difficulties around the globe.  The stats this week were again negative, continuing to point to a global economic slowdown:  

[a] November EU industrial production was less than forecast; November EU imports and exports were below estimates; 2018 German GDP growth was lower than that of 2017, December UK retail sales were down more than anticipated,

[b] December Chinese imports and exports were well below expectations,

[c] December Japanese CPI fell.

            Bottom line:  on a secular basis, the US economy is growing at an historically below average rate.  Although some recent policy changes are plus for secular growth, they are being offset by a totally irresponsible fiscal policy.  Until evidence proves otherwise, my thesis is 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 the US’s long-term secular economic growth even with improvement from deregulation or the current trade regime (a caveat being if China does change its industrial policy).
          
Cyclically, the US economy is once again slowing as evidenced by the data from both here and abroad. As a result, my initial US 2019 economic growth rate assumption is at risk of being too optimistic.

          Finally, any move to a more dovish stance by the Fed is not likely to have an impact, cyclical or secular, on the economy.  QE II, III, and Operation Twist didn’t, and QE IV probably won’t either.   Meaning that if the Fed thinks backing off QT will help support economic growth, in my opinion, it will be disappointed.

The Market-Disciplined Investing
           
  Technical

The Averages (DJIA 24706, S&P 2670) remain in a moonshot.  The S&P finished above the upper boundary of its short term downtrend for the third day, resetting to a trading range.  Further, both indices blew through their 61.8% Fibonacci retracement level. If they hold there through the close on Wednesday, my assumption will be that December 24 was a bottom and more upside is to be expected. 

Even if that proves to be the case, the current rate of upward momentum can’t be sustained.  And there is some probability that the December low could be challenged. 

Volume rose and breadth improved.

The VIX was down less than a point---remarkable for a 300+ point up day in the Dow.  It did remain below its 100 DMA for a second day (now support; if it remains there through the close on Tuesday, it will revert to resistance).  However, it finished above its 200 DMA and in a short-term uptrend.

The long bond fell ½%, ending above both MA’s, in short and intermediate-term trading ranges and in a very short-term uptrend.  However, it failed to make a new higher low, suggesting that, at least short term, TLT has lost upper momentum.

The dollar was up again---it had a very good week---closing above both MA’s, in a short-term uptrend and is pushing towards the upper boundary of that mid-November to present consolidation phase. 

GLD declined almost a point, but still ended well above both MA’s, within a very short-term uptrend and within a short-term trading range---a healthy chart.

 Bottom line: the S&P has reset its short term trend to a trading range; and both Averages spiked through their 61.8% Fibonacci retracement level; and if they remain there through the close on Wednesday then the question as to whether this rally was off a bottom or simply a countertrend move in a longer term down market will likely have been answered---a bottom has been made.

If so, then I would feel more confident putting money to work in any dip---assuming a stock moves into its Buy Range.   The flip side of this is that stocks as measured by the Averages remain way overvalue.  So, I will also be looking to take money off the table if a stock moves into its Self-Half Range.

UUP, TLT and GLD all traded on big volume and all pointed to a rise in rates.

Friday in the charts.

The latest on margin debt.


Fundamental-A Dividend Growth Investment Strategy

The DJIA and the S&P are still 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.  US economic activity is slowing; the global economy is slowing. It is certainly possible that the US can continue to grow as the rest of the world slows.  But declining global growth is likely going to contain US growth as well as any improvement in earnings. 

My thesis is that, a trade war aside, the financing burden now posed by the massive [and growing] US deficit and debt is offsetting the positive effects of deregulation and fairer trade and will continue to constrain economic as well as profitability growth.

In short, the economy is not a negative [yet] but it is 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 surely be a plus for secular earnings growth.  The current trade talks with China clearly hold promise.  Unfortunately, thus far, we have gotten little more than platitudes and rumors regarding what has been discussed.  Though the fact that another round of negotiations involving higher level trade officials must be looked at as a plus.

(3)   the rate at which the global central banks unwind QE.  The most significant aspect of that currently is the recent data on global central banks’ balance sheets showing that a huge injection of liquidity began in the past month.  I noted that at least a part of this expansion is due to seasonal factors in China.  Nonetheless, it appears central bankers reacted to the global equity markets’ selloff in December by again allowing investor sentiment to influence monetary policy.  https://www.zerohedge.com/news/2019-01-18/gift-keeps-giving-trader-warns-market-gains-just-too-easy

That said, the Fed continues to unwind its own balance sheet.  While the recent reversal of policy and then the seeming reversal of the reversal confuses the issue, the latest data on the Fed’s balance sheet shows that it is continuing to run off both Treasuries and MBS’s. 

Nonetheless, the Fed maintaining QT notwithstanding, the current rapid expansion in global central banks’ balance sheets seems to be working its magic on equity markets and, as long as it continues, that likely means an upward bias to equity prices [remember, I think the balance sheet unwind will have little impact on the economy].

(4)   current valuations. the Averages have recouped roughly one half of their October to December loss.  Since they were grossly overvalued [as determined by my Valuation Model] in October, they are now just slightly less grossly overvalued.

On the other hand, there were buying opportunities created in late December which I took advantage of.  Unfortunately, they are no longer there.  To be sure, many stocks are still well off their highs; but my measure is not how far they have fallen but have they fallen enough to trade into their Buy Range.  So I am back on the sidelines being patient. 

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.  In addition, a global central bank ‘put’ has returned that is also likely to be a plus for stock prices.  On the other hand, I believe that overall fiscal policy (growing deficits/debt) will hamper economic and profit growth, restraining the E in P/E.

The recent 10-11% rally brought most stocks off their lows and out of their Buy Ranges (at least as determined by our Valuation Model).   Hence, I am back sitting on my hands.  If equites are in a rally in a longer-term downtrend, then buying opportunities will almost surely offer themselves again.  If the worst is over, then I will be back watching for stocks that trade in the Sell Half Range and will act accordingly.

            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 2019 Year End Fair Value*              14600             1800
Fair Value as of 1/31/19                                 13958            1717
Close this week                                               24706            2670

* 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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