Sorry, you need to enable JavaScript to visit this website.
Skip to main content
Skip to main content

Developed Countries

Yesterday, BCA Research's US Investment Strategy service concluded that the housing market is well-balanced and unlikely to result in a severe home price contraction. The duration of the COVID-19 crisis and the details of the phases of economic reopening…
Special Report Feature The SPX suffered its third 5.3-7.3% pullback since early April last week, which we deem a healthy development as markets cannot go up in a straight line. While there is a chance this latest pullback may morph into a correction, our sense is that equities will remain range bound in the near-term consolidating the vast gains made since the March 23 lows. Now that earnings season is practically over and macro data will remain backward looking, a large void signals that technicals will dominate trading. On that front, this looming lateral move will likely confine the SPX between the critical 50-day and 200-day moving averages – a roughly 10% range between 2,712 and 3,000 – until a catalyst breaks the stalemate (top panel, Chart 1A). With regard to the cyclical outlook, ultra-accommodative fiscal and monetary policies remain the dominant macro themes, and underpin our sanguine equity market view for the next year. Chart 1AConsolidating Gains Dollar The Reflator Importantly, King Dollar is a key macro variable that we are closely monitoring and as we highlighted last week, the Fed is indirectly aiming at jawboning the greenback.1 US dollar based liquidity is one of the most important determinants/drivers of global growth. The longer US dollar liquidity gets replenished, the more upward pressure it will put on SPX momentum and SPX EPS (Chart 1B). Sloshing US dollar based liquidity will serve as a much needed catalyst for a global growth recovery. Chart 1BHeed The Message From US Dollar Liquidity: Chart Of The Year Candidate The Yield Curve, Interests Rates And Profits Meanwhile, the yield curve, in fact a number of different yield curve slopes, troughed prior to the SPX in March, preserving its leading properties both near equity market tops and bottoms (middle & bottom panels, Chart 1A). The Fed orchestrated the steepening of the yield curve – which is typical during recessions – with the two preemptive cuts in March. Crucially, the yield curve is signaling that in the back half of the year SPX profits will also trough. True, a profit shortfall is upon us in Q2, and the steeper the fall, the higher the chance of a V-shaped recovery, owing to base effects (yield curve shown advanced, Chart 2). Chart 2Steep Yield Curve Slope Will Reflate Profits Encouragingly, the Fed reiterated last week that it will remain ultra-accommodative. While it will refrain from delving into NIRP, QE5 can expand anew and sustain the perching of the 2-year and even the 5-year and 7-year Treasury yields near zero. In fact, the shadow fed funds rate is already below zero as we highlighted last week.2 This monetary backdrop coupled with rising fiscal deficits as far as the eye can see – which will put upward pressure on long-term Treasury yields – will ensure a steep yield curve, and thus engineer a profit recovery (Chart 2). With regard to the interplay of interest rates and profit growth, the two are tightly inversely correlated (Chart 3). Empirical evidence suggests that since the mid-1980s profit growth is the mirror image of the year-over-year change in 7-year Treasury yields, albeit with a significant lag. Chart 3Interest Rate Pummeling Is A Boon For EPS What EPS Growth Is Discounted? Currently, if the relationship between profits and yields were to hold, then SPX EPS growth would stage a sizable come back in 2021. Chart 4 depicts the sell side’s quarterly EPS forecasts all the way to end 2021. Indeed, following a steep contraction, a brisk V-shaped profit recovery is looming in 2021 as we first argued three weeks ago that “historical precedents show an explosive year-over-year growth increase in EPS from recessionary troughs”.3 In more detail, Chart 5 breaks down 12-month forward EPS growth per sector. Tech comes out on top and by a wide margin with a near double-digit profit growth rate in absolute terms. This gulf is even more pronounced relative to the contracting SPX EPS growth rate. In fact, tech relative profit growth just reached the highest level since 2004 and explains the broad market’s tech dependence. As a reminder, tech market cap is back to the 2018 peak despite the fact the GOOGL and FB have now moved to the newly formed S&P communication services index. If one were to add the pair and AMZN back to the tech sector’s weight, it would comprise over 36% of the SPX, higher even than the dotcom bubble era (Chart 6)! Chart 4V-Shaped Profit Recovery Chart 5Tech… Chart 6…Reigns Supreme Tech Titans Digression A brief digression is in order as it pertains to the tech titans. We have been inundated with requests recently on the subject of valuations and the concentration of returns in the top five SPX stocks. We first commented on this in January, and reiterate today that the current tech sector’s supposed overvaluation is nowhere near the dotcom excesses .4 Back then, the top five SPX stocks commanded a forward P/E over 60, but today’s valuation pales in comparison with the late-1990s, as the equivalent P/E is roughly half that multiple (please refer to Chart 2 of the January 27, 2020 Weekly Report). Why? Because at the turn of the millennium, tech stocks had very little earnings to show for, but now the tech sector has the largest profit weight among its GICS1 peers. Thus, tech stocks trade at a modest 9% premium to the broad market whereas in 1999 they were changing hands at more than twice the SPX multiple (Chart 7). Chart 8 attempts to shed more light on the subject. The top panel shows the overall SPX market cap and also excluding the top five stocks. Then we subtract the top five stocks’ forward P/E from the broad market and show where the S&P 500 ex-top five stocks P/E trades (second panel, Chart 8). Since the FB IPO, these stocks have indeed increased their influence on the broad market’s valuation (third panel, Chart 8). Chart 7What Relative Overvaluation? Chart 8Top Five Are Pricey, But For Good Reason Sectorial Profit Growth Breakdown Circling back to the breakdown of 12-month forward EPS growth per sector, traditional defensive sectors (utilities, staples and health care) all enjoy positive 12-month forward profit growth in absolute terms, and so do communication services that just kissed off the zero line. All other sectors are contracting at differing degrees (Chart 5). On a longer-term basis, as expected no GICS1 sector is slated to contract, but their five-year growth rates are widely dispersed. Consumer discretionary, real estate, materials and tech occupy the top ranks with double digit growth rates, while utilities, consumer staples, energy, industrials and financials are in mid-single digits and at the bottom of the pit. Communication services and health care hover in the middle, on a par with the broad market (Chart 9). Chart 9Long-Term Growth Has Reset Lower Higher Profits Are Synonymous With Higher Returns Intuitively, the higher the forward profit growth rate, the higher each sector’s trailing return. Chart 10 depicts this positive correlation on the GICS1 sectors and corroborates that the laggard energy sector has the lowest year-to-date return, whereas tech stocks lead the pack. Importantly, SPX sector profit weights are extremely important. Chart 11 ranks the GICS1 sectors 12-month forward profit weights. Tech, health care and financials comprise roughly 60% of total S&P 500 earnings for the coming year. Whereas the drubbing in the energy sector (83% projected EPS contraction) has drifted into oblivion within the SPX context and has a mere 0.5% profit weight (Chart 11). Chart 10Higher Growth = Higher Returns Chart 11Top three Comprise 60% Of Profit Weight Bottom Line: While the top three sectors inherently carry the bulk of the risk on the SPX earnings front courtesy of the high concentration, our sense is that both tech (neutral) and health care (overweight) will deliver according to the messages from our macro EPS growth models (Chart 12). Financials (overweight) profits are a question mark, and therefore pose the greatest risk to our still constructive 9-12 month broad equity market view.     Anastasios Avgeriou US Equity Strategist anastasios@bcaresearch.com Chart 12EPS Growth Models Emit Positive Signals   Footnotes 1     Please see BCA US Equity Strategy Weekly Report, “The Bottomless Punchbowl” dated May 11, 2020, available at uses.bcaresearch.com. 2     Ibid. 3    Please see BCA US Equity Strategy Weekly Report, “Gauging Fair Value” dated April 27, 2020, available at uses.bcaresearch.com.          4    Please see BCA US Equity Strategy Weekly Reports, “Three EPS Scenarios” dated January 13, 2020 and “When The Music Stops...” dated January 27, 2020, available at uses.bcaresearch.com.  
Special Report Highlights The duration of this crisis and the details of the plan to reopen the economy will determine whether the initial uptick in median home prices will prove to be transitory. Phase I provides room for construction to resume at least partially, while demand for homes is likely to recover more gradually. This temporary supply/demand imbalance is unlikely to result in a meaningful price contraction as significant mitigating factors are at play. Government actions to support households and the availability of credit as well as low mortgage rates should prop up the homeownership rate. Housing’s wealth effect has decreased and is unlikely to drive consumption in a pandemic-related recession. Construction employment was highly affected though resuming work in this sector is more likely to boost steel demand than have a significant impact on the unemployment rate. Feature A recession typically occurs amidst imbalances in the economy and the 2008 sub-prime episode arguably embodied the epitome of housing excesses. Housing’s contribution to GDP has significantly decreased over the past seventy years, and today’s well-balanced housing market is unlikely to be the center of attention, but home prices are cyclical and large fluctuations can have repercussions in other areas of the economy. Social distancing is leading supply to contract first, altering the typical recessionary chain of events. We examine the COVID-induced shock to housing and its potential ramifications. Under the working assumption that a vaccine and/or effective treatment will allow economic activity to fully resume within the next twelve months, we conclude that home prices are unlikely to contract meaningfully. The homeownership rate should remain well supported and consumption is more likely to be impacted by unemployment than housing wealth effects. Meanwhile, a tightening in lending standards at the margin should not get in the way of credit availability. A Sellers’ Market Chart 1COVID-19 Is Destroying More Supply Than Demand The latest housing data releases strikingly contrast with the employment data and GDP growth estimates. The median home price actually increased by 8% on a year-on-year basis while new home sales contracted by 10%, suggesting that supply has been decreasing at a faster pace than demand (Chart 1). In the typical recession sequence of events, home prices slip as falling employment dents demand which in turn leads homebuilders to defer new starts and reduce prices on the existing supply of new homes. This is not a typical recession, however, and the supply shock preceded the demand shock. Confinement measures prevented construction professionals from going to work, thereby immediately halting the production of new homes. Meanwhile, the fact that most job losses have been temporary thus far has led to a relatively slower pace of demand destruction. Moreover, real estate transactions take a couple of months to close and the latest data may simply reflect purchase decisions that were made before the US became an epicenter of the pandemic. Median home prices may also be holding firm because sellers are not compromising on their asking price when social distancing prevents in-person visits (Chart 2), or because sellers are waiting things out before re-listing their property for sale. The housing market is effectively in a time-out where a reduced number of transactions is preventing prices from adjusting in a timely fashion. Chart 2Prospective Buyers Taking Social Distancing To Heart Prices Subject To Mitigating Forces Chart 3A Well-Balanced Housing Market The duration of the COVID-19 crisis and the details of the phases of economic reopening will ultimately determine whether this initial uptick in median home prices proves to be transitory. The housing market can remain a sellers’ market for as long as the mortgage forbearance allowed under CARES Act protects mortgage owners from defaults. It currently allows applicants to postpone their mortgage payments for up to a year amid COVID-related economic hardships. These payments are then tacked on to the end of the forbearance period and paid back over time in a mortgage modification. The winds will change if a vaccine is not mass-produced by then and Congress does not provide new aid. A wave of defaults would lead to mass property listings by desperate sellers, exerting significant downward pressure on home prices. Local homebuilders’ associations are making their case to Washington to be considered essential. The current plans to reopen the economy would provide room for residential construction to resume at least partly under Phase I, as mandated social distancing measures can be implemented on an open-air construction site. The US Census Bureau estimates that the average length of time from start to completion ranges between 7 and 15 months depending on the type of construction. Even if no new project begins until the end of the recession, currently pending constructions will resume and add another 730,0001 new homes on the market by fall - a conservative estimate that excludes any potential existing homes that might go up for sale. Existing homes account for the lion’s share of total inventory. Meanwhile, it would take much longer for demand to recover even in the unlikely event that the virus miraculously disappeared and life returned to normal in a fortnight. It generally takes time for the unemployment rate to recover to pre-recession levels, as matching available workers with employers is time-consuming and feedback loops are at play whereby unemployment leads to less spending which in turn reduces the incentive for firms to hire. The temporary nature of the layoffs and the government financial support to households will be mitigating factors, but precautionary savings tend to rise after a recession and unemployed workers might have drawn down their bank accounts. All these factors should contribute to a slower pace of housing demand recovery. Even though demand might take longer to recover, a generally well-balanced market will support prices. This temporary supply/demand imbalance scenario is bearish for home prices. However, it is worth remembering2 that unlike the previous downturn, the housing market was well balanced before this crisis began, another important factor that should mitigate the magnitude of any potential price decline (Chart 3). Bottom Line: Under the working assumption that a vaccine will be available and mass-produced within twelve months, this atypical recession is unlikely to result in a severe home price contraction. Support For Credit Chart 4Loan Deferrals Exert Pressure On Banks... An increasing share of banks have tightened residential mortgage lending standards at the margin (Chart 4), an unsurprising outcome given that a recession has arrived and payment deferrals reduce the net present value of any given mortgage. Securitization may also become more difficult or costly as mortgage servicers’ resources are strained by delayed reimbursement from Fannie Mae and Freddie Mac for the interest payments they have to advance to holders of agency mortgage-backed securities. Three-quarters of residential mortgages are backed by federal agencies, and banks presumably have little appetite to tie up limited capital with new loans at the onset of what might be a brutal recession. They will presumably be eager to get loans off their balance sheets by selling them into securitization pools, but if servicers are wary in an environment when 7.5% of all mortgages are already in forbearance, they would be well-advised to underwrite them as if they were going to have to hold them. However, banks have exerted significant restraint since their pre-Great Financial Crisis frenzy.3 Their loan books - across all core lending categories, but most prominently in the real estate segment - have grown at a markedly slower pace in the past decade than they did in any other postwar expansion4 (Chart 5). Banks are also better capitalized than they used to be, strengthening their ability to sustain losses (Chart 6). Chart 5...But Their Restrained Behavior In The Late Expansion...   Chart 6...And Increased Equity Capital Strengthen Their Ability To Sustain Losses Bottom Line: Financing should remain available to prospective home buyers. There are no excesses in the overall banking system and regulators will not allow the mortgage securitization machinery to break down. Resilient Homeownership Rate Just as the pandemic is unlikely to result in a drastic decline in home prices, the homeownership rate is unlikely to deteriorate meaningfully. Chart 7Better Situated Households Taking Advantage Of Competitive Rates COVID-19 may have claimed a staggering 33 million jobs and counting, but CARES Act forbearance will shield the most vulnerable households for the next twelve months, propping up their current rate of homeownership. Meanwhile, low mortgage rates create opportunities for better-situated households. Data from Corelogic suggest that millennials have driven the bulk of the uptick in mortgage applications (Chart 7). They are also the cohort most inclined to transition from renting to owning and their increasing access to homeownership these past few years suggests that their financial situation is not as dire as widely believed (Chart 8). Chart 8Millennials' Transition From Renting To Owning Low mortgage rates have also increased homeownership’s competitiveness relative to renting (Chart 9). This trend is unlikely to reverse in the near term. Eviction protection programs and rent forbearance under the CARES Act will only temporarily cap rent growth. Meanwhile, mortgage rates are set to remain competitive beyond the timeframe of this recession. Chart 9Owning Is More Attractive Than Renting... Low mortgage rates and relatively easy lending standards have prevailed since 2013 but home price appreciation has outpaced wage growth, denting housing affordability (Chart 10). While the tendency to build smaller housing units would contribute to decreasing median home prices at the margin (Chart 11), income growth will take a while to catch up. The labor market will have to tighten anew before income growth can revive. Chart 10...Even Though Homes Have Become Less Affordable Chart 11Is Smaller Becoming Better? Still, declining affordability has not prevented the homeownership rate from recovering to its long-run average. It may stand at a lower level today than it did in 2007 when it reached 69%, but it reflects sounder lending behaviors. Bottom Line: The COVID-19 crisis does not pose an immediate risk to the currently healthy level of homeownership. Better-situated households can take advantage of low mortgage rates but decreasing housing affordability will prevent homeownership from grinding meaningfully higher. Fading Wealth Effect Amid COVID-19 Consumers tend to spend more when the value or perceived value of their assets rises. Housing accounts for a sizable portion of homeowners’ equity, but the wealth effect of housing may have become less significant than most investors believe. The contribution to spending from housing wealth mirrors the decrease in housing as a share of households’ aggregate net worth (Chart 12). The latter now stands at 15%, way off its 1980s and 2006 peaks, while pension entitlements and equity and mutual fund holdings have filled the void, each accounting for a quarter of homeowners’ net worth. Chart 12The Wealth Effect Of Housing Is Decreasing... The wealth effect of housing remains positive. However, fluctuations in home prices are not evident to consumers in real time (Chart 13) and COVID-19 has precipitated the swiftest recession on record. The immediate or perceived future loss of employment and income are much more likely to drive consumption than home prices. Chart 13...And Is Unlikely To Influence Spending In A Pandemic Bottom Line: In a pandemic-induced downturn, home prices alone are unlikely to have a meaningful effect on consumption patterns. A Marginal Impact On Employment Overall housing-related sectors of the economy account for a marginal share of total employment. Construction activity makes up a mere 5% while related sectors including the sale and manufacturing of furniture, appliances and wood products, amongst others, chip in another 4.5% (Chart 14). On a rate of change basis, however, housing has been at the forefront. While the airline and leisure and hospitality sectors have been the center of attention in the past couple of months, construction has also suffered markedly. Total construction employment contracted by a third in April alone, behind only leisure and hospitality (Chart 15). Chart 14Housing's Marginal Impact On Overall Employment Chart 15Construction Was Highly Affected By COVID-19 A Phase I economic reopening will make room for activity in housing and many other sectors to resume and restore at least a portion of the jobs temporarily destroyed. The leisure and hospitality sector, however, is most likely to be the real game changer. 40% of the job losses so far have been in this single sector. While restaurants will be able to resume partial activity under Phase I, traveling is unlikely to return to normal for some time, even after a vaccine is mass-produced. It took several years after 9/11 for individuals to feel safe traveling again and for air traffic to reach its pre-crisis levels. Bottom Line: Although housing employment has been highly affected by COVID-19, it accounts for a small share of nonfarm payrolls and a pickup in this sector is unlikely to have a meaningful impact on the overall unemployment rate. A Significant Source Of Global Steel Demand A revival in housing activity is more likely to significantly impact commodity prices than the overall unemployment rate. Homebuilders are a key driver of lumber demand and construction activity accounts for half of the demand for steel and copper (Chart 16). The US is the largest net importer, making it a heavy player in the steel market, but its influence on copper prices is dwarfed by the demand stemming from Asia. Chart 16A Revival In Construction Would Boost Demand For Commodities Putting It All Together Over the past seventy years, housing has accounted for a steadily decreasing share of the economy and homeowners’ net wealth. In the absence of excessive lending and overbuilding, its ramifications for employment, consumption and the rest of the economy should remain muted in this crisis. BCA researchers tend to leave the thorough bottom-up analysis to professional stock pickers and instead focus their attention on the fundamental 30,000-feet top-down macroeconomic perspective. Although we do not expect overall home prices to contract drastically, “location, location, location” has always been real estate’s modus operandi. We would note that home prices in cities like Las Vegas or Orlando with economic activity tied to tourism, arts and entertainment, restaurants and recreation might be disproportionally affected by COVID-related externalities. It is too early to assess whether the widespread social distancing measures will result in lasting structural changes on society, housing preferences and the way we conduct business. There is sound basis, however, to hypothesize that cooped-up city dwellers might find suburbs and satellite cities to be more attractive going forward, and that lasting work-from-home arrangements will enable them to make that life-style change.   Jennifer Lacombe Associate Editor jenniferl@bcaresearch.com Footnotes 1 The housing start data is seasonally adjusted. Starts averaged 1,466 million in 1Q20 and 1,443 million in 4Q19 meaning that a quarter of these projects actually started in 1Q20 and 4Q19 (367K and 361K starts, respectively). 2 Please see US Investment Strategy Special Report titled "Housing: Past, Present And (Near) Future", published November 19, 2018. Available at usis.bcaresearch.com. 3 Please see US Investment Strategy Special Report titled "How Vulnerable Are US Banks? Part 2: It’s Complicated", published April 6, 2020. Available at usis.bcaresearch.com. 4 Until the NBER makes the official designation, our working assumption is that the current recession began in March.
Cyclical stocks have underperformed defensive equities by their greatest extent since the great recession of 2008. A key driver of their underperformance has been the expanding deflationary fears engulfing the global economy. The performance of cyclical…
First comes the obvious difference. This crisis, the federal government is ramping up its deficit much faster and much more aggressively than it did in 2008. The Federal Reserve has also stepped up its purchases of government securities a much more vigorously…
Last Friday, BCA Research's Geopolitical Strategy service concluded that Biden/Obama redux is the best shot for Dems to beat Trump. Biden is currently mulling his pick for the vice-presidential candidate. None of the candidates are magical: Senator Amy…
Highlights At 50% Trump’s reelection odds are too high, flagging a risk to equity markets of policy discontinuity. The virus, unemployment, and wages will weigh on him over the year. Trump’s polling is firm because the crisis is still acute. If it remains firm when the dust settles then we will reassess. Trump is competitive in swing states, but not clearly leading. The stock market, as a single variable, is an excellent gauge of reelection odds for ruling parties in US elections going back to 1896. It gives Trump a 16% chance as of today. This is too low, but unemployment and wages also suggest he is an underdog. Michelle Obama and Justin Amash are potential spoilers flying under the radar. The Senate will follow the White House, signaling an understated risk of a total policy reversal and hard left turn in US policy. Massive stimulus motivates our long run risk-on trades: cyber security, infrastructure, Fed-backed corporate bonds, and China reflation plays. Europe and European industrials stand to benefit on a relative basis if Biden wins. Feature Chart 1Recent Poll Shows Trump Leads In Swing States President Donald Trump’s reelection bid is holding up better than we expected so far this year. Trump leads former Vice President Joe Biden in swing states by 52% to 45%, according to a poll taken by CNN from May 7-10 (Chart 1). Our poll of polls below are not as supportive, but this is a strong sign of competitiveness for a sitting president in the midst of a pandemic, recession, social unrest, and controversy over reopening the economy. Naturally several clients have pushed back against our decision to downgrade Trump’s chances of victory from 55% to 35% back in March. We don’t mind the heat – we took the heat for two years while we favored Trump for reelection. Moreover we are not dogmatic. If the facts change, we will change our minds. So far, we are sticking to our view. It is a view that implies risk to corporate earnings and hence supports a tactically bearish or short positioning on the S&P 500. If Trump maintains and builds on his popular support, particularly by August when the Republican and Democratic parties hold their conventions, then we will upgrade his odds, assuming that the economy is improving and the pandemic is abating. At present the market is underrating the challenges facing the president, as we outline in this report. Reopening Poses Downside Risks To Trump Chart 2US Follows The Swedes So far reopening is helping Trump, but it poses a major risk to him down the line this year. The election is five months away – a world away. The new “whistleblower’s complaint” against the Trump administration argues that America faces its “darkest winter in modern history” due to the impending second wave of the virus. However, we rely on the testimony of Anthony Fauci to the Senate this week. Fauci said that states can continue to reopen as long as they adhere to federal guidelines that require 14 days of declining cases in the first phase. June 1 is an acceptable time for most states to open. The trajectory of US deaths per million is deviating from the path of the European Union and moving toward the path charted by Sweden. Swedes have adhered strictly to looser guidelines; Americans have adhered loosely to stricter guidelines. The US death count per million people, a lagging indicator, will rise or at least remain flat in the coming months if states and individuals are not vigilant and compliant (Chart 2). One should assume, however, that governments and individuals will alter their behavior for the sake of self-preservation and in light of new information. Interior American states – those not included in the “COVID confederacy” of western and eastern Democratic states – have seen a tentative drop in deaths (Charts 3A & 3B). While looser restrictions will lead to higher deaths than otherwise, it is not a foregone conclusion that it will be unmanageable for the health system. Chart 3AInterior US Sees Rising COVID Cases … Chart 3B… And Deaths Could Rise From Here From an Electoral College perspective – an absurd way to look at a pandemic, but such are the times – the red states will see an accelerating case count and death toll if they do not actively manage the reopening process (Charts 4A & 4B). This is a political liability. Chart 4ARed States Stable In Case Count … Chart 4B… Yet Deaths Could Tick Up Expectations that Trump is a slam dunk for reelection neglect the obvious fact that interior states shut down before they suffered the full brunt of the pandemic. If new outbreaks spiral out of control, it will have a negative political ramification for those pushing for a quick reopening. That will eventually accrue to the president, with whom the buck stops. A resurgence of infections, whether this summer or this fall, will be met with better preparedness, in terms of non-pharmaceutical intervention (social distancing) and likely pharmaceutical intervention as well (anti-virals, probably not yet a vaccine). But the virus is now underrated as a political risk since President Trump is fully identified with the decision to “liberate” the states yet his polls are firm and online gamblers on sites like PredictIt are giving him a roughly 50% chance of winning reelection. Bottom Line: If outbreaks spiral out of control in swing states then the incumbent president and ruling party will be punished. The evolution of cases and deaths is critical in the near term. Uncertainty over reopening, and understated risks of political change, call for a higher equity risk premium and hence more downside for share prices. Trump’s Approval Gains Are Slight Americans are hitting “peak polarization” this year and the coming years. It is well known that partisanship is affecting voters’ views on objective reality. But notice that all consumers are getting more optimistic about the future, not just Republicans (Chart 5). Chart 5Sentiment Is Polarized But Everyone Sees Improvements On Horizon Uncertainty over reopening and understated risks of political change, call for more downside for share prices. There is a clear bifurcation in voter’s opinions of Trump’s handling of the economy as against the pandemic. Voters approve less and less of his pandemic response; they disapprove less and less of his handling of the economy (Charts 6A & 6B). Chart 6ATrump’s Approval Falling On COVID-19 … Chart 6BYet Supported On Economy Chart 7Voters Wary Of Reopening Too Fast The implication is that if the economy is the single biggest issue in November, then Trump made the right electoral call to reopen fast and focus on presiding over the biggest stimulus in history. Yet a clear majority feels the country is lifting restrictions too quickly. Only a slight majority of Republicans agree with him (Chart 7). Recent Emerson and Marist polls reinforce the point that the economy is the most important issue. Biden is leading Trump on the coronavirus – and notably leading older voters on both issues (Charts 8A & 8B). Chart 8AVoters Still Most Concerned About The Economy Chart 8BYet One Poll Says Biden Gaining Lead On Both Economy And Pandemic Trump’s national approval rating remains underwater, but it has gradually converged with the average of American presidents (Chart 9). A major incident of social unrest – which is possible given active protest movements amid high polarization – would hurt him. The lowest point in his approval rating occurred in August 2017 during the Charlottesville, Virginia protests against taking down a statue of Confederate General Robert E. Lee that turned bloody. Incidents of social unrest will be exploited by both political extremes, but a rise in unrest in general would cause anxiety among middle-of-the-road voters and tend to hurt the ruling party. Chart 9Trump Rising – But Social Unrest A Risk Chart 10Trump Not Yet Clearly On Obama Trajectory Chart 11Trump Gaining Among Hispanics, But Slight Dip Among Elderly Comparing Trump’s approval rating to his immediate predecessors is more realistic because general presidential approval has declined over time due to polarization. On this front, Trump is falling short of President Obama at this stage in 2012. Of course, he could still rally in the lead-up to the campaign, as is typical of sitting presidents (Chart 10). An important caveat is that Trump is making headway in unexpected voting groups. His support is surging among Hispanics, who are disproportionately hurt by economic lockdowns due to the sectoral concentration of their labor, yet less likely to die of COVID-19 (most likely because they are a younger cohort relative to blacks and whites). Moreover this trend began before the coronavirus and coincides with a rise in approval among electorally vital Midwesterners, as well as young people (Chart 11). The implication is that Democrats’ decision to impeach Trump has helped him, just as we argued it would last year, and yet COVID-19 has not reversed his gains. Older people, as mentioned, are a very important exception. They are the critical voting bloc and most susceptible to the virus. They are tentatively becoming less approving of the president. This is according to this Gallup poll, to the CNN poll highlighted at the top of this report, and the aforementioned poll in Chart 8 above. The right-leaning pollster Rasmussen – a proxy for those trying to avoid anti-Trump skews in polling due to any self-censorship or methodological biases – shows that Trump’s approval rating bottomed at a slightly lower level than it did when the Zelensky call appeared last fall, but not as low as during the market plunge and political controversies of late 2018 (Chart 12). This is good news for Trump. Chart 12Trump Reviving From Virus Hit, Shows Rasmussen Polling Chart 13Trump’s Polling Bounce Small Relative To Peers Yet Trump’s polling “bounce,” as the nation rallies around his leadership amid crisis, is small at two percentage points. Other leaders have gotten bigger boosts (Chart 13). More importantly, Trump’s polling bounce is miniscule compared to the average bounce for American presidents during crises that assail the US from the outside (Table 1). Table 1Trump’s Crisis Polling Bounce Compared To Previous Presidential Bounces Bottom Line: Trump is holding up surprisingly well with voters amid the crisis given his past polling. This is an important signal. But it is important to see if it is sustained after the acute phase passes. His polling gains are small relative to US history and contemporary peers. His consistent strong marks on the economy only matter if the economy is the chief issue of the election, but the pandemic creates a major risk that this election could be one of the unusual elections in which a non-economic issue is the most salient. Trump Isn’t Winning In Head-To-Head Polls Earlier we highlighted Trump’s lead in swing states, according to the latest CNN poll. But in our aggregate of polls, Biden is leading in all swing states except Ohio (Chart 14A). Chart 14ABiden Leads Swing State Poll-Of-Polls Except Ohio The lead is within the margin of error in Wisconsin, Florida, and Arizona, meaning the candidates are effectively tied. But that reflects negatively on the sitting president, since incumbents have an advantage over challengers, and Biden is widely known to be a deeply flawed challenger. Trump has taken a big hit in head-to-head polls in critical states. Moreover the year-to-date change in these head-to-head polls suggests that Trump has taken a big hit in critical states: Florida, Arizona, and even Ohio, which should be rock solid for him (Chart 14B). Chart 14BTrump Suffered Blow From Virus In Swing State Poll-Of-Polls The consolation for Trump is that Biden, “Sleepy Joe in the basement,” who is fending off mounting accusations of sexual misconduct against Tara Reade, has either lost ground or made negligible gains. Clients often tell us they do not trust the polls. But post-WWII history shows that polls are fairly accurate and more accurate for sitting presidents than their challengers. Incumbents have averaged 55% of the popular vote, versus 49% for challengers, a clear indication of the incumbent advantage (Chart 15A). Chart 15ASitting Presidents Usually Win The Popular Vote Voter intentions in October and November ahead of the election are usually only 0.8% lower than the sitting president’s actual vote share. However, the same polls tend to underrate challengers by 2.2% (Chart 15B). Chart 15BPolling Is Accurate – Yet Underrates Challengers More Than Incumbent Presidents Chart 16Trump’s Favorability Less Negative, Biden’s Turns Negative Favorability polling is of limited relevance, given that the candidates for president in 2016 and 2020 are the least favorable of all politicians. Polarization makes it so that being hated by the other party is an asset. But it is notable that Trump’s net favorability is not half as negative as it was in 2016, and that he is tied with Biden, whereas Biden has fallen a great distance since the last economic crisis, when he had greater favorability than Barack Obama (Chart 16). Bottom Line: The candidates are virtually tied in the swing states and Biden’s slight lead in our poll-of-polls has not benefited from the crisis. Incumbents tend to outperform their polling by one point, but challengers tend to outperform by two. Biden is manifestly a weak challenger but taking all the evidence together he has a slight lead at present in the swing states. Stock Market And Recession Are Worrisome For Trump Table 2Trump’s Odds 50% At Most Based On Historic Recession/Election Probabilities US elections are a referendum on the incumbent party. Recessions tend to destroy sitting presidents. This is true, but there are important exceptions. A close look at the odds of sitting presidents, as well as sitting parties, and the timing of when the economy resumes expansion, suggests that Trump’s odds of winning are at best 50/50 (Table 2). Our own quantitative election model shows the same thing, and has hovered at 51% all along, although it will flip key states against him once state-level data are updated for the collapse in the economy. Fernando Crupi, of BCA Research Commodity & Energy Strategy, shows what a simple and straightforward look at the S&P 500 implies about Trump’s odds. Together we looked at two variables in elections since 1896: the market performance year to date on October 31 of the election year, and the result of the election for the incumbent party, i.e. victory if the incumbent party is reelected or loss if the new president hails from the opposing party. To estimate the probability of victory we use a logistic model, a widely used statistical tool designed to predict probabilities which can only range between zero and one, never hitting them.1 It is virtually impossible for an election outcome to be certain. The results are as follows: The year-to-date performance of the S&P 500 is a statistically significant variable (at the 5% level) in determining the fate of an incumbent party and has a positive correlation with it. Out of 31 elections, the model correctly predicted the outcome of 77% of the elections in-sample. While this is far from perfect it is remarkable given that we are using the market performance as the only explanatory variable. The effect of an additional percentage point of stock market performance is not linear on the incumbent party’s re-election odds, so two numbers are worthwhile expressing. At the mean S&P 500 YTD performance of the 31 elections, an additional percentage point increase in the market would increase the incumbent party’s odds of winning by 2.8 percentage points, and a decrease would decrease it by the same. By comparison, for all possible values of market performance, the average effect of an additional percentage point increase (or decrease) of the market would increase (or decrease) the probability of an incumbent party re-election by 2.1 percentage points. Chart 17 helps to visualize the model – for any percentage of market performance YTD as of October 31, it shows Trump’s odds of reelection this fall. With the S&P down by 13% this year, Trump’s odds would be 16%. A 10ppt recuperation in the S&P 500 from here would increase his chances to 40% and a 15ppt recuperation would bring him to 55%. Chart 17The Stock Market Says Trump’s Reelection Odds Are 16% Obviously the stock market is likely to rally or sell off for various reasons, for instance, if it thinks that the economy will get worse and the incumbent will lose. A change of government introduces policy uncertainty. Our own electoral model, explained in previous reports, is more robust than this back-of-the-envelope experiment and produces a more favorable outcome for Trump. So while the S&P may be low-balling Trump at 16%, we have no basis either in history or in formal modeling to give him more than a 50% chance as things stand today. And subjectively we think 50% is too high. Presidential approval follows the unemployment rate in the final innings of the campaign. Trump is doomed by this measure. Lastly, to reiterate and update key points we have made in the past: Presidential approval tends to follow the unemployment rate in the final innings of the campaign. Trump is obviously doomed by this measure, as it is the net change over time that matters most (Charts 18A & 18B). Chart 18AUnemployment Rate A Huge Chart 18B… And Tends To Predict Voter turnout is one of the hardest variables to predict, but it follows pretty closely with the change in unemployment over the preceding four years in the swing states. High turnout amid a deep recession is negative for the incumbent president (Chart 19). Chart 19Surge In Unemployment Positive For Turnout, Yet Hurts Incumbent Our subjective probability of reelection, at 35% as of March 24, holds up pretty well in this light. We will adjust this as new evidence comes to light. Bottom Line: To claim that Trump’s odds of reelection are substantially higher than 50% is to argue that “this time is different.” The market should keep falling from its April 29 peak around 2950 not only because of uncertainty about the pandemic and economy but also because of the risk that Trump’s troubles lead to market-negative outcomes. Michelle And Justin As Spoilers With multiple overlapping crises and high polarization, we have highlighted the high potential for extreme events, black swans, and spoilers. These do not include any move of the election date – that would make Trump look weak and would require House Democrats to agree to change a key 1845 statute.2 But they include almost everything else: violent incidents, disputes over voting methods amid the virus, vote recounts, judicial interventions, Electoral College irregularities, congressional intercession, refusals to concede, you name it. We would not be surprised if the Supreme Court took an opportunity currently before it to rule in favor of punishments against “faithless electors” or even to prohibit electors from voting contrary to the popular will in general. On a much less important note, we would also not be surprised if the high court enables President Trump’s personal accounts and tax records to be subpoenaed. Another possible spoiler: Michelle Obama. Chart 20Michelle Obama Objective Best Pick For Vice President Biden is currently mulling his pick for the vice presidential candidate. None of the candidates are magical: Senator Amy Klobuchar makes the most sense of the conventional options as she could improve his standing among women, Midwesterners, white voters, and suburbanites. She hails from Minnesota, he from Pennsylvania, creating a potential pincer movement in the Electoral College. Klobuchar’s favorability is stronger than that of Senators Elizabeth Warren and Kamala Harris, neither of whom can help bring a swing state (Chart 20).3 Yet Warren is well known and could help mend the gap with the progressive wing of the party. Picking her highlights the understated risk to the market of a progressive turn in Biden’s platform. Stacey Abrams could help bring over the black vote but she is sorely lacking in credentials and is reminiscent of the GOP’s desperate and failed bid to reconnect with its base by nominating Sarah Palin in 2008. The obvious choice is Michelle Obama. She has the highest favorability by far, including when her detractors are netted out. She solidifies Biden’s connection with Barack Obama, helps energize progressives, women, and minorities who are needed to turn out. And her power base is in the Midwest. One little problem … Michelle has repeatedly said she does not wish to run. Others have confirmed she has no interest. And a Machiavellian political adviser could advise her to wait until later when there is no incumbent president and then run directly for the top job, free of Biden’s baggage. We held the latter view, until the corona crisis. Trump was heavily favored prior to recession. Now the tables have turned. And a vice presidential role would improve her chances of being the first woman president later. The fact that she apparently does not want to run is obviously a huge problem. But her party needs her and this fact may become increasingly evident as Biden’s weaknesses are exposed. Vice presidential picks seldom make a difference in the campaign. At best they can help bring a swing state. But this election is different. Biden would turn 78 immediately after being elected; he is more likely than the average president to depend upon his VP while ruling, and to pass the baton to the VP early. COVID-19 underscores this risk. In other words, this year is the rare case where the Veep pick is important enough to matter and a charismatic candidate exists who could materially improve the odds of the opposition party’s victory. Would Michelle really help? An argument could be made that the Obama legacy is tarnished and that Trump would relish the chance to run against the Obama brand. However, our reasoning is based on Electoral College scenarios drawn from the best demographic data available, which suggest that the strongest challenge the Democrats can mount in 2020 is to reproduce the 2012 Obama/Biden ticket (Chart 21). Chart 21Electoral College Scenarios Say Biden/Obama 2012 Redux Best Shot For Dems To Beat Trump Chart 22Amash Is Small, But Significant Another important potential spoiler is Justin Amash. Amash is a former Republican who defected from the party due to his opposition to Trump and has since become the nation’s first congressman of the Libertarian Party. Amash could be important because he hails from Michigan, a key swing state, and is a splinter from the right-wing rather than the left-wing, thus potentially threatening President Trump’s thin margins in the battleground states. Currently Amash is winning 3%-5% of the popular vote, according to polls (Chart 22). Historically an extremely elevated third party vote is a threat to the incumbent president and ruling party, regardless of ideological affiliation. This is because it bespeaks general popular discontent, which in turn reflects negatively on the status quo and ruling party. However, so far Amash is not popular enough to hit the extremely elevated threshold. Looking at third party candidacies that have drawn more than 2% of the vote over history, the incumbent party wins 50% of the time. So the historical results are indecisive, but they do show potential for Amash to play the spoiler (Table 3). Table 3How Do Sitting US Presidents And Their Parties Fare When Voters Turn To Third Parties? Furthermore a larger group of Democrats and Democratic-leaning voters are determined not to vote for Biden than Republican and Republican-leaning voters are determined not to vote for Trump (Chart 23). The Republican Party rank and file support Trump enthusiastically, more so than Democrats support Biden, especially in the swing states (Chart 24). This suggests that Amash will fail to get traction among Republicans. Chart 23Left-Leaners Reject Biden More Than Right-Leaners Reject Trump Chart 24GOP More Zealous For Trump Than Dems For Biden We would not rule him out, however. The context of pandemic, deep recession, and extreme polarization is fertile for a third party candidate, as was the case in 2016. If support for Trump wanes due to the mounting death toll and unemployment rate, the weakness of Biden might point to defections from Trump’s camp to Amash. Again, this could be particularly relevant in swing states. Amash may not garner more votes than Gary Johnson, his Libertarian predecessor in 2016, since that year saw an “open election” favorable to third parties, whereas this year there is an incumbent running. But Amash has flown entirely under the radar. He is therefore underrated by markets. And his impact, in the final analysis, will likely prove more negative for the ruling party than Biden, who is very far from a libertarian. Bottom Line: Peak polarization and a historic national crisis will produce black swans. But some spoilers are identifiable. Biden picking Michelle Obama, and a small but significant margin of Republicans defecting to Amash in swing states, are non-negligible risks to Trump’s reelection odds. What About The Senate? Democrats are likely to retain the House of Representatives, unless the positive trends for Trump that we have highlighted start to snowball into massive momentum. Hence the Senate will be decisive to the legislative success of the next administration. It is especially relevant if a Democrat wins, since the implication would be single party control of both legislative and executive branches. By contrast, Trump’s reelection would imply a continuation of today’s balance of power. Online gamblers have finally come around to our long-held view that the Senate will go the way of the White House: currently PredictIt gives the Democrats a 52% chance, up substantially from last year. Republican Senate leaders have openly aired their fears as the election cycle picks up. The risk to Republican control is not merely because the crisis has erased the uptick in Republican Party affiliation (Chart 25), nor is it due to the break in Republican momentum in generic voter party support (Chart 26), though these developments are unwelcome to Republicans. Chart 25Republican Affiliation Of Voters Rolls Over Chart 26Democrats Tick Up Slightly In Generic Congressional Ballot Rather, politics have increasingly become nationalized and more Republican senators are at risk than Democrats due to the windfall Republican senate victory in 2014. Current polling reinforces that the Senate stands on a knife’s edge, as all races are virtually tied, except Colorado, which is a likely shoo-in for Democrats. Arizona is almost as good for them (Chart 27). Democrats need to take four seats plus the White House to win the chamber. Chart 27Close Races In Senate Will Follow The White House Bottom Line: The Senate will go the way of the White House, which means the market is not only underrating a Biden victory but also underrating the probability that he is unconstrained. With peak polarization, and full Democratic control, Biden would not prove a center-left president in office. He would end up governing to the left of the Obama administration. Investment Takeaways Why does the election matter? If Trump loses, the United States will most likely see another total reversal of national policy, as in 2016 and 2008. Yet this time the macroeconomic, political, and demographic backdrop will make it harder for Republicans to stage as effective of resistance as in 2010-16. This is positive for aggregate demand, due to fiscal policy, but negative for corporate earnings. Biden will be pushed to the left by the progressive wing of his party and will face relatively few legislative or judicial constraints. The Democrats will also surprise the market with a tough stance toward China to steal back the mantle of fighting for American workers. Big business will face higher taxes, sweeping re-regulation, and trade restrictions, all at the same time. The S&P 500 has fallen 4% since we recommended investors step back from the rally. We see more downside due to sluggish recoveries, viral outbreaks, hiccups in providing stimulus, and political and geopolitical risks. The S&P’s next support levels are at 2670 and 2250. Chart 28China Faces Protectionism Either Way, But Europe Only With Trump In the short term, Trump’s odds are overrated. We will upgrade him if the stock market, economy, and political indicators improve substantially from what we are seeing today by August when the two parties hold their conventions. What about our view that Trump will crack down on China? A crackdown will cause the S&P to sell. Yet a dramatic selloff that destroys his reelection hopes, or a rally based on massive stimulus, both encourage him to escalate the crisis. Politically, confronting China is positive for him and he cannot let Biden outmaneuver him on workers, trade, and China. This entire dynamic leaves us inclined to be risk-averse. For investors with a long time horizon we recommend selective risk-on investments such as cyber-security, infrastructure, China reflation plays, and investment grade corporate bonds, the latter now backed by the Federal Reserve. A parting thought on industrials. Gargantuan stimulus is positive for cyclical stocks over the long run. But Trump’s reelection raises the prospect of trade war not only with China but also with Europe. It also increases the substantial risk of an expanding conflict with Iran that sows unrest in the Middle East over the next five years. Whereas Biden would seek a united front with Europe against China and would reduce Middle Eastern risks to Europe. Hence over the long run European industrials can benefit disproportionately from a Biden win, on a policy-oriented basis, compared to a Trump win (Chart 28).     Matt Gertken Vice President Geopolitical Strategist mattg@bcaresearch.com Fernando Crupi Research Associate fernandoc@bcaresearch.com Footnotes 1 Compared to a simple regression line, the effect of the explanatory variable on the predicted probabilities varies along the curve. An increase (or decrease) in our explanatory variable by one unit has a smaller and smaller effect on the probability of victory as we approach our upper and lower probability bounds of 0 and 1. Obviously this model cannot fully explain the outcome of an election nor establish causality, but it gives us a good indication of how important the market performance is for an incumbent party to be re-elected. 2 Please see Acts of the Twenty-Eight Congress of the United States, Statute II, Library of Congress. www.loc.gov. 3 The only superior scenario mathematically, in which Biden aims solely at winning back the Democrats’ old blue collar white voter base, is much less likely to succeed given that these voters have drifted to the GOP in recent decades and have been galvanized by Trump.
The SPX 12-month forward P/E climbed to a new near two-decade high recently, as it almost kissed off the 21 handle (bottom panel). While investors begin to worry about lofty valuations, keep in mind that calendar 2020 profits are far from trend EPS. Peering across the valley to calendar 2021 and 2022 profits reveals that there is still more room for valuations to expand. Our sense is that the SPX some time next year can reclaim our trend EPS estimate near $162, and thus bring down the forward multiple to a more reasonable level (middle panel).  The Fed’s ultra-dovish stance is a key driver behind the multiple expansion phase of late. Tack on the recent dip in fed funds futures below the zero lower bound, and factors have fallen into place for a sustained valuation overshoot phase. Bottom Line: We remain constructive on the prospects of the broad equity market on a cyclical 9-12 month time horizon. ​​​​​​​
Highlights When it comes to a beauty contest among currencies, the US dollar is a winner right now. Significant dollar moves tend to occur in very long cycles. When – and only when – the crisis ends will the dollar begin to surrender to significant headwinds. The transition from a stronger to weaker dollar is likely to occur in fits and starts. Watch the gold-to-bond ratio and USD/CNY exchange rate as key arbiters in timing this shift. Feature The world economy has clearly been nudged into a very deep recession. But as with other pandemics, the global economy is likely to survive this one too. As currency markets continue to fight a tug-of-war between deteriorating global growth and very easy financial conditions, it is instructive to start placing bets on the likely winners (and losers) that will emerge from this battle. Throughout the past few decades, the most powerful driver of currencies has been the relative rate of return between any two economies. After all, an exchange rate is simply a measure of relative prices between any two concerns. And as equilibrating mechanisms by definition, currencies will fluctuate to equalize rates of returns across borders. Therefore, placing bets with higher odds of success critically requires answering two questions. Which markets and/or asset classes have the highest potential rate of return? What are the key mechanisms/signals through which this value will be unlocked? The Source Of US Dollar Beauty When it comes to a beauty contest among currencies, the US dollar is clearly the fairest. In fact, the most recent Treasury International Capital (TIC) data show that inflows into US assets have been reaccelerating (Chart I-1). Remarkably, the momentum of these purchases has been driven by equities (bottom panel), as US stocks have outperformed their international peers. Even the 2017 change in the US tax code to allow for favorable capital repatriation still continues to benefit the dollar. On a rolling 12-month basis, the US has repatriated about $192 billion in net assets, or close to 1% of GDP. Chart I-11. Inflows Into US Assets Are Picking Up Supercharging this trend has been a global shortage of dollars, which has increased the international appeal of US paper. This was triggered by the Federal Reserve’s tapering of asset purchases. The Fed’s balance sheet peaked a nudge above US$4.5 trillion in early 2015 and, until recently, had been falling. This triggered a severe contraction in the U.S. monetary base (Chart I-2), and curtailing commercial banks’ excess reserves. Chart I-2A Liquidity Flush Despite the Fed’s massive liquidity injections and significant uptake of its swap program (Chart I-3), the greenback could remain well bid in the near term. We will not revisit the analysis here, but encourage clients to read our issue from last week in case they missed it.1 What we can add is that the dollar tends to thrive in uncertainty, and even with ample dollar liquidity, non-banks are still facing dollar shortages. For example, there remains a gap between the rate on the Fed’s US dollar swap lines and various measures of offshore dollar funding. Meanwhile, cross-currency basis swaps are still wide for some developed and emerging market currencies (Chart I-4).2 Chart I-3Foreign Central Banks Tap Into USD Swaps Chart I-4The Funding Crisis Has Eased Bottom Line: As a countercyclical currency, the greenback remains well bid in the near term. Historically, the dollar has tended to move in long cycles, usually 10 years, suggesting the current bull market might be nearing an end (please see Chart I-8 in the next section). This also suggests there is no need to rush into building USD shorts, should the next cycle in the dollar last a decade.  Regime Shift? When, and only when the crisis ends will the dollar begin to surrender to significant headwinds. The good news is that these headwinds continue to mount, and will eventually exert a powerful deflationary force on the greenback.  When, and only when the crisis ends will the dollar begin to surrender to significant headwinds. Starting with equity markets, expected relative returns are extremely unfavorable for US stocks. Chart I-5A – Chart I-5R shows that the equity valuation starting point is important for local-currency returns over the long term. The chart shows 10-year annualized equity relative returns, superimposed on our composite valuation indicator.3 So, in the case of the US versus Japan, the left-hand side scale shows that US equities are trading 1.5 standard deviations above their mean valuation relative to Japanese equities. The right-hand side scale shows what to expect in terms of relative returns over the next 10 years by overweighting Japanese equities relative to the US. Chart I-5A Chart I-5B Chart I-5C Chart I-5D Chart I-5E Chart I-5F Chart I-5G Chart I-5H Chart I-5I Chart I-5J Chart I-5K Chart I-5L Chart I-5M Chart I-5N Chart I-5O Chart I-5P Chart I-5Q Chart I-5R The forward P/E on MSCI US and Japan is 19.7x and 13.4x, respectively. The skew towards the US is because market participants expect US profits to keep outperforming, the greenback to keep appreciating, or a combination of the two. While this might be plausible in the short term as the fascination with FAANG stocks continues to capture investors’ imaginations, the empirical evidence is that current US valuations have more than fully capitalized future earning streams. Based on historical correlations, expected 10-year annualized returns for the MSCI US relative to Japan is -10%. Importantly, our composite valuation indicator adjusts for sector weights, so that there is no over representation of any sector in any country. So even if technology and healthcare are winners over the next decade, capital can still gravitate from the US towards other markets where these sectors are cheaper. Capital outflows will lead to a selloff in an overvalued US dollar. In fact, across our sample of 18 developed and emerging market currencies, the message remains that long-term equity capital will dry up for US assets due to expensive valuations. Therefore, the latest inflows into US equities are at risk of a Minsky moment. Such capitulation could well be the beginning of a 10-year cycle of dollar weakness. Cross-currency basis swaps are still wide for some developed and emerging market currencies. Second, the US has lost its interest rate advantage. Against an aggregate of G10 currencies, the dollar currently yields almost nil in real terms (Chart I-6). This has historically led to a softer dollar. Remarkably, even for a Japanese or German investor, negative domestic rates might no longer be a catalyst to invest in US paper, should domestic inflation continue blasting downward. The catalyst for outflows could be if the US 10-year Treasury yield hits zero, amidst the Fed adopting negative rates. Chart I-6The US Interest Rate Gap Has Vanished Chart I-710-Year Cycle Outlook For The Dollar Once that happens, new bond investors face the prospect of real losses from either higher yields and/or currency depreciation as the Fed continues to dilute existing Treasury shareholders (Chart I-7). If the Fed is set to anchor the price of money near zero for the foreseeable future, currency depreciation is the only mechanism to entice foreign investors to keep funding the US twin deficits. The US dollar does have an exorbitant privilege in that as a reserve currency, the trade deficit is settled in dollars. However, that privilege does require that the rise in foreign exchange reserves from other central banks are reinvested back into Treasurys. This allows the current account deficit (or capital account surplus) to finance the budget deficit. The bad news is that official flows into US paper have plateaued, with the likes of Beijing and other central banks continuing to destock their holdings of Treasurys (Chart I-8). Global allocation of foreign exchange reserves paints a similar picture – allocations toward the US dollar recently peaked at about 65% and have been in a downtrend since, with the void being filled by other currencies, notably gold, the British pound, the Swiss franc, and the yen. Chart I-8Diversification Away From Dollars Accelerates The key point is that for one reason or another, foreign central banks are diversifying out of dollars. Our bias is that China has been doing so to make room for the internationalization of the RMB, as well as for geopolitical reasons, similar to other countries such as Russia. This trend will be supercharged as private investors start to focus on the real prospect of very dire returns over the coming cycle. Bottom Line: Expensive valuations and low interest rates make prospective returns for US equities and fixed income unattractive. This will force private capital to require a much lower exchange rate to fund US liabilities. The RMB And Gold As Umpires Chart I-9Will TLT Outperform GLD Next Decade? The transition from a stronger to weaker dollar is likely to occur in fits and starts. For one, the dollar is a countercyclical currency and will remain strong as uncertainty continues to dominate the macro landscape. We are watching two key indicators (among many others) as signposts for when the shift is occurring: Gold-To-Bond Ratio: One of our favorite indicators for gauging ultimate downside in the dollar is the gold-to-bond ratio. Ever since the breakdown of the Bretton Woods system, gold has stood as a viable threat to dollar liabilities, capturing the ebb and flows of investor confidence in the greenback tick-for-tick. Any sign that the balance of forces are moving away from the US dollar will favor a breakout in the gold-to-bond ratio. The TLT ETF relative to the GLD ETF broke above parity earlier this year, and has since been consolidating those gains (Chart I-9). This has brought it back within the trading range in place since early 2017. A decisive move below 0.95 will be a bearish development for the greenback. RMB Exchange Rate: As the RMB continues to gain international recognition, Chinese government bonds should outperform Treasurys. It is remarkable that from 2011 up until the Fed turned dovish in 2018, Chinese government bond performance was much better than Treasurys, even as the dollar was soaring (Chart I-10). Going forward, the USD/CNY rate should continue to act a key anchor for the direction of cyclical/emerging market currencies, as we highlighted last week. A break above last year’s highs will be bearish, while it will be encouraging if the 7.0 level is breached on the downside. Chart I-10Will Treasurys Outperform RMB Bonds Next Decade? Bottom Line: Watch the bond-to-gold ratio and Chinese RMB exchange rate as key signals for the direction of the US dollar. A breakdown in the US dollar will be a key mechanism to unlock value in foreign assets.  Housekeeping Chart I-11Target 1.10 On AUD/NZD The Reserve Bank of New Zealand decided to keep rates on hold, but reinforced forward guidance by almost doubling the size of its asset purchases to NZ$60 billion, while keeping open the possibility of negative rates. This has driven the divergence between Aussie and Kiwi 10-year yields to the highest level since 2008 (Chart I-11). In a world where rates continue to fall to very low levels, the policy of yield curve control implemented by the Reserve Bank of Australia does not pack the same punch as negative interest rates. Fundamentally, three factors will support the AUD/NZD cross: First, terms-of-trade dynamics are more favorable for Australia, which is lifting the nation’s basic balance to a substantial surplus. While infrastructure investment growth in China is likely to slow from historical levels, liquefied natural gas imports should remain in a structural uptrend. China’s switch from coal to natural gas electricity generation will continue to buffet Australian export volumes. On the kiwi side of things, as food security becomes more and more important in a post COVID-19 world, agricultural exports will not enjoy the same volume boost. Stay long AUD/NZD. Second, a substantial lift to New Zealand’s labor dividend has come from immigration (Chart I-12). The recent surge in net migrant numbers is due to exit restrictions for recent entrants. Yet even as things return to normal, that labor dividend will remain low as many people rethink international travel for work. This will restrain some supply-side parts of the economy, prompting the RBNZ to keep rates lower for longer. Chart I-12Loss Of A Meaningful Tailwind For Employment Finally, the cross offers a lot of relative value – not just from an interest rate standpoint, but also on a real effective exchange rate basis.   Chester Ntonifor Foreign Exchange Strategist chestern@bcaresearch.com Footnotes 1 Please see Foreign Exchange Strategy Weekly Report, titled “Line In The Sand,” dated May 08, 2020, available at fes.bcaresearch.com. 2 Egemen Eren, Andreas Schrimpf, and Vladyslav Sushko, “US Dollar Funding Markets During The Covid-19 Crisis – The International Dimension,” BIS Bulletin (May 12, 2020). 3 Composite indicator comprised of price-to-earnings, forward price-to-earnings, price-to-cash flow, dividend yield, price-to-book, price-to-sales, Tobin's Q, and market capitalization-to-GDP. Currencies U.S. Dollar Chart II-1USD Technicals 1 Chart II-2USD Technicals 2 Recent data in the US have been negative: Nonfarm payrolls fell by 20.5 million in April. The unemployment rate soared to 14.7% from 4.4%. The labor force participation rate declined to 60.2%. However, average hourly earnings increased by 7.9% year-on-year, since most job losses were in lower-income quartiles. Headline inflation fell from 1.5% to 0.3% year-on-year in April. Core inflation declined from 2.1% to 1.4% year-on-year in April. The NFIB business optimism index fell from 96.4 to 90.9 in April. Initial jobless claims kept increasing by 22.9 million last week. The DXY index appreciated by 1.2% this week. On Tuesday, House Democrats unveiled a $3 trillion stimulus package to further aid the economy, including nearly $1 trillion for state and local governments, $200 billion fund for essential worker hazard pay, and an additional $75 billion for COVID-19 testing. Report Links: Capitulation? - April 3, 2020 The Dollar Funding Crisis - March 19, 2020 Are Competitive Devaluations Next? - March 6, 2020 The Euro Chart II-3EUR Technicals 1 Chart II-4EUR Technicals 2 Recent data in the euro area have been negative: Industrial production plunged by 13% year-on-year in March. The unemployment rate in France declined from 8.1% to 7.8% in Q1. The euro depreciated by 0.5% against the US dollar this week. The ECB Economic Bulletin released this Thursday highlighted that euro area GDP could fall by between 5% and 12% this year, highlighting uncertainty around the ultimate extent of the economic fallout. More importantly, the ECB Governing Council is fully prepared to increase the size of the PEPP by as much as necessary. Report Links: On The DXY Breakout, Euro, And Swiss Franc - February 21, 2020 Updating Our Balance Of Payments Monitor - November 29, 2019 On Money Velocity, EUR/USD And Silver - October 11, 2019 Japanese Yen Chart II-5JPY Technicals 1 Chart II-6JPY Technicals 2 Recent data in Japan have been negative: The coincident index fell from 95.4 to 90.5 in March. The leading economic index fell from 91.9 to 83.8 in March. The trade surplus narrowed from ¥1.4 trillion to ¥1.03 trillion in March. The current account surplus shrank by nearly 40% to ¥1.97 trillion. Bank lending increased by 3% year-on-year in April, up from 2% the previous month. Machine tool orders kept contracting by 48.3% year-on-year in April.  The Japanese yen fell by 0.7% against the US dollar this week. The Economy Watchers’ Survey released this week showed that the current situation index plunged from 14.2 to 7.9 in April. The outlook index also declined from 18.8 to 16.6. It also implied that the situation is likely to deteriorate further, due to the severe challenges posed by COVID-19. Report Links: The Near-Term Bull Case For The Dollar - February 28, 2020 Building A Protector Currency Portfolio - February 7, 2020 Currency Market Signals From Gold, Equities And Flows - January 31, 2020 British Pound Chart II-7GBP Technicals 1 Chart II-8GBP Technicals 2 Recent data in the UK have been negative: GDP contracted by 1.6% year-on-year in Q1, compared with a 1.1% increase the previous quarter. Retail sales increased by 5.7% year-on-year in April, up from a 3.5% decline in March. The total trade deficit widened notably from £1.5 billion to £6.7 billion in March. Industrial production fell further by 8.2% year-on-year in March. Manufacturing production fell by 9.7% year-on-year in March. The British pound fell by 1.6% against the US dollar this week, alongside the weak Q1 GDP data. Moreover, the National Institute of Economic and Social Research (NIESR) estimates that GDP will plunge by about 25-to-30%quarterly in Q2. They also pointed out that while some activities will resume with the reopening, there is a significant risk of a second wave which could trigger a further setback in the economy. Report Links: Updating Our Balance Of Payments Monitor - November 29, 2019 A Few Trade Ideas - Sept. 27, 2019 United Kingdom: Cyclical Slowdown Or Structural Malaise? - Sept. 20, 2019 Australian Dollar Chart II-9AUD Technicals 1 Chart II-10AUD Technicals 2 Recent data in Australia have been mixed:  The NAB business confidence improved from -65 to -46 in April, while the business conditions index fell from -22 to -34 in April. Westpac consumer confidence ticked up from -17.7 to 16.4 in May. Employment decreased by 594K in April, down from a 5.9K increase the previous month. The unemployment rate increased from 5.2% to 6.2%, however this is well below the expected rise to 8.3%. The wage price index increased by 2.1% year-on-year in Q1. The Australian dollar fell by 1.9% against the US dollar this week. The labour force survey showed that the number of people looking for work declined significantly during the shutdown, which has been one of the main reasons why the unemployment rate did not fall as much as expected. Report Links: On AUD And CNY - January 17, 2020 Updating Our Balance Of Payments Monitor - November 29, 2019 A Contrarian View On The Australian Dollar - May 24, 2019 New Zealand Dollar Chart II-11NZD Technicals 1 Chart II-12NZD Technicals 2 Recent data in New Zealand have been mixed: ANZ business confidence improved from -66.6 to -45.6 in May. Net migration increased by 4,941 in March, compared with a 4,339 increase the previous month. The New Zealand dollar fell by 2% against the US dollar this week. On Tuesday, the RBNZ kept the interest rate unchanged at 0.25%, while increasing its asset purchase programme by up to NZ$60 billion. Moreover, it implied that negative interest rates could be possible as the COVID-19 pandemic continues to disrupt the economy. We recommend holding on to long AUD/NZD positions. Report Links: Updating Our Balance Of Payments Monitor - November 29, 2019 Place A Limit Sell On DXY At 100 - November 15, 2019 USD/CNY And Market Turbulence - August 9, 2019 Canadian Dollar Chart II-13CAD Technicals 1 Chart II-14CAD Technicals 2 Recent data in Canada have been negative: Housing starts declined from 195.4K to 171.3K in April. Building permits plunged by 13.2% month-on-month in March. The unemployment rate soared to 13% from 7.8% in April. The participation rate declined to 59.8% from 63.5%. Employment decreased by 1993.8K in April, better than the expected 4000K drop, while average hourly wages increased by 10.5% year-on-year. The Canadian dollar depreciated by 0.9% against the US dollar this week. The employment loss is led by Quebec, which saw the increase of unemployment to 18.7%. Moreover, while the number of self-employed workers was little changed, there has been a large drop in total hours worked. In addition, the loss of employment was concentrated in accommodation, food services and construction. Report Links: More On Competitive Devaluations, The CAD And The SEK - May 1, 2020 A New Paradigm For Petrocurrencies - April 10, 2020 The Loonie: Upside Versus The Dollar, But Downside At The Crosses Swiss Franc Chart II-15CHF Technicals 1 Chart II-16CHF Technicals 2 Recent data in Switzerland have been negative: Producer and import prices kept declining by 4% year-on-year in April, following a 2.7% decrease in March. Sight deposit increased from CHF 663.8 billion to CHF 669.1 billion for the week ended May 8. The Swiss franc fell by 0.3% against the US dollar this week. Switzerland has entered its second phase of reopening. Schools, businesses, museums and restaurants can reopen as long as they take precautionary measures. However, as a small open economy, Switzerland is heavily dependent on exports and imports, which are curtailed in a global economic recession. Report Links: On The DXY Breakout, Euro, And Swiss Franc - February 21, 2020 Currency Market Signals From Gold, Equities And Flows - January 31, 2020 Portfolio Tweaks Before The Chinese New Year - January 24, 2020 Norwegian Krone Chart II-17NOK Technicals 1 Chart II-18NOK Technicals 2 Recent data in Norway have been negative: Manufacturing output fell by 3% month-on-month in March. PPI plunged by 16.1% year-on-year in April. Headline inflation increased from 0 to 0.4% in April, while core inflation soared from 2.1% to 2.8% year-on-year, led by higher food prices especially imported fruits and vegetables. The Norwegian krone initially rebounded by 2.8% against the US dollar, then gradually fell amid broad dollar strength, returning flat this week. The Norges Bank Executive Board has decided to exclude a list of Canadian oil companies from its government pension fund due to pollution concerns. Report Links: A New Paradigm For Petrocurrencies - April 10, 2020 Building A Protector Currency Portfolio - February 7, 2020 On Oil, Growth And The Dollar - January 10, 2020 Swedish Krona Chart II-19SEK Technicals 1 Chart II-20SEK Technicals 2 Recent data in Sweden have been negative: Headline consumer prices contracted by 0.4% year-on-year in April. The Swedish krona has been flat against the US dollar this week. The Minutes of the Monetary Policy Meeting released this week showed that the Riksbank is ready to scale up its bond purchases if conditions warrant. Last week, all bank members continued to support asset purchases of up to SEK 300 billion until this September. Report Links: Updating Our Balance Of Payments Monitor - November 29, 2019 Where To Next For The US Dollar? - June 7, 2019 Balance Of Payments Across The G10 - February 15, 2019 Trades & Forecasts Forecast Summary Core Portfolio Tactical Trades Limit Orders Closed Trades
Dear Client, In lieu of our regular report next week, we will be sending you a Special Report on China from Matt Gertken, BCA Research’s Chief Geopolitical Strategist. Matt will discuss whether China’s President Xi Jinping is losing his political mandate. Best regards, Peter Berezin, Chief Global Strategist Highlights The pandemic is likely to have a more severe impact on Main Street than Wall Street, which helps explain why stocks have rallied off their lows even as bond yields have remained depressed. Equity investors are hoping that central banks will keep rates lower for longer, while fiscal easing will revive demand. The end result could be lower bond yields within the context of a full employment economy – a win-win for stocks.  In the near term, these hopes could be dashed, given bleak economic data, falling earnings estimates, and rising worries about a second wave of the pandemic. Longer term, an elevated equity risk premium and the likelihood that the pandemic will not have a significantly negative effect on the supply side of the economy argue for overweighting stocks over bonds. Negative real rates will continue to support gold prices. A weaker dollar later this year will also help. Divergent Signals Chart 1Conflicting Signals Global equities have rallied 24% off their March lows. The S&P 500 is down only 12% year-to-date and is trading close to where it was last August. In contrast, bond yields have barely risen since March. The US 10-year note currently yields 0.63%, down from 1.92% at the start of the year. The yield on the 30-year bond stands at a mere 1.3%. While crude oil and industrial metal prices have generally tracked bond yields, gold prices have rallied alongside equities (Chart 1). It would be easy to throw up one’s hands and exclaim that markets are behaving schizophrenically. Yet, we think it is possible to reconcile these seemingly divergent price patterns in a way that sheds light on where the major asset classes are likely to go in the months ahead. Two important points should be kept in mind: Bonds and industrial commodities tend to reflect the outlook for the real economy (i.e., Main Street) whereas stocks reflect the outlook for corporate earnings (i.e., Wall Street). The two often move together but can occasionally diverge in important ways. Stock prices and bond yields will tend to move in tandem when deflationary pressures are intensifying; however, the two often move in opposite directions when monetary policy is becoming more accommodative. The former prevailed in early March whereas the latter has been the dominant force since central banks have opened up the monetary spigots. The Real Economy Is Suffering The current economic downturn will go down as the deepest since the Great Depression. The IMF expects global GDP to contract by 3% this year, compared with a flat reading in 2009. GDP in advanced economies is projected to fall by 6%, twice as bad as in 2009 (Chart 2). Chart 2Severe Damage To The Global Economy This Year Unemployment rates are also likely to reach the highest levels since the 1930s. The US unemployment rate spiked to 14.7% in April. Even that understates the true increase in joblessness. The labor force has shrunk by 8 million workers since February. If everyone who had left the labor force had been considered unemployed, the unemployment rate would have jumped to nearly 19% (Chart 3). Unemployment among less-skilled workers rose more than among the skilled. Joblessness also increased more among women than men (Chart 4). Chart 3Increase In Joblessness Is Understated Chart 4Unemployment Has Risen More For Less Skilled Workers And Women The one silver lining is that unlike in past recessions, temporary layoffs have accounted for the vast majority of job losses (Chart 5). This suggests that the links between firms and workers have yet to be severed. As businesses reopen, the hope is that most of these workers will be able to return to their jobs, fueling a rebound in spending. Chart 5Temporary Layoffs Account For Most Of The Recent Increase In Unemployment Risks Of A Second Wave Will that hope be realized? As we discussed last week, the virus that causes COVID-19 is highly contagious – probably twice as contagious as the one that caused the Spanish flu.1 While some social distancing measures will persist even if governments relax lockdown orders, the risk is high that we will see a second wave of infections. Even if a second wave ensues, we do not expect stocks to take out their March lows. In many places, the second wave could come on top of a first wave that has barely abated. This is precisely what happened during the Spanish flu pandemic (Chart 6). Stock prices and credit spreads have closely tracked the number of Google queries about the coronavirus (Chart 7). If the number of new infections begins to trend higher, concern about the pandemic will deepen. This makes us somewhat wary about the near-term direction of risk assets. Chart 6The Lesson From The Spanish Flu: The Second Wave Could Be Worse Than The First Chart 7Joined At The Hip   March Was The Bottom In Equities Nevertheless, even if a second wave ensues, we do not expect stocks to take out their March lows. This is partly because the cone of uncertainty around the virus has narrowed. We now know that the fatality rate from the virus is around 1%-to-1.5%, which makes COVID-19 ten times more deadly than the common flu, but still less lethal than SARS or MERS, let alone some avian flu strains which have mortality rates upwards of 50%. A few treatments for the virus are on the horizon. Gilead’s remdesivir appears to be effective in treating COVID-19. Blood plasma injections also look promising. A vaccine developed by researchers at the University of Oxford has been shown to be safe on humans and effective against COVID-19 on rhesus monkeys. Production of the vaccine has already begun, and if it works well on humans, the Oxford scientists expect it to be widely available by September.2 The Stock Market Is Not The Economy Then there is the issue of Main Street versus Wall Street. US equities account for over half of global stock market capitalization. Tech and health care are the two largest sectors in the S&P 500. The former has benefited from the shift towards digital commerce in the wake of the pandemic, while the latter is a highly defensive sector that has gained from the flurry of interest in new treatments for the disease (Chart 8). Chart 8AUS Equity Sectors: Winners And Losers From The Pandemic (I) Chart 8BUS Equity Sectors: Winners And Losers From The Pandemic (II) Even within individual sectors, the impact on Wall Street has been more muted than on Main Street. For example, spending on consumer discretionary goods and services has plummeted across the real economy over the past few months. Yet, this has not hurt equity investors as much as one might have expected. Amazon accounts for 55% of the retail sector’s market capitalization. Home Depot is in second place by market cap. Home Depot’s stock is trading near an all-time high, buoyed by increased spending on home improvement projects by people stuck at home. McDonald's, which is benefiting from the shift to take-out ordering, is the largest stock in the consumer services sector (followed by Starbucks). Contrary to the claim that the stock market is blissfully ignorant of the mounting economic damage, those sectors that one would expect to suffer from a pandemic-induced downturn have, in fact, suffered. Airline stocks, which account for less than 2% of the industrials sector, have plunged. The same is true for cruise ship stocks. Bank stocks have also been beaten down, reflecting fears of heightened loan losses. Likewise, lower oil prices have undercut the stocks of energy exploration and production companies (Chart 9). At the regional level, non-US stocks, with their heavy weighting in deep cyclicals and financials, have underperformed their US peers. Small caps have also lagged their large cap brethren, while value stocks have trailed growth stocks (Chart 10). Chart 9Sectors Expected To Suffer From A Pandemic-Induced Downturn Have, In Fact, Suffered Chart 10Non-US Stocks, Small Caps, And Value Stocks Have Underperformed Tech stocks are overrepresented in growth indices, which helps explain why growth has outperformed value. Tech companies also tend to carry little debt while sporting large cash holdings. Companies with strong balance sheets have greatly outperformed companies with weak ones since the start of the year (Chart 11). Chart 11Firms With Strong Balance Sheets Have Excelled Relative To Weak Ones Chart 12Real Rates Have Come Down This Year In addition, growth companies have disproportionately benefited from the dramatic decline in real interest rates (Chart 12). A drop in the discount rate raises the present value of a stream of cash flows more the further out in time those cash flows are expected to be realized.   What Low Bond Yields Are Telling Us Doesn’t the decline in real long-term interest rates signal that future economic growth will be considerably weaker? If so, doesn’t this nullify the benefit to growth companies in particular, and the stock market in general, from a lower discount rate? Not necessarily! While lockdowns have led to a temporary drop in aggregate supply, they have not severely undermined the long-term productive capacity of the economy. Unlike during a war, no factories have been destroyed. And while heightened unemployment could lead to some atrophying of skills, the human capital base has remained largely intact. Chart 13 shows that output-per-worker eventually returned to its long-term trend following the Great Depression. Chart 13No Clear Evidence That The Great Depression Lowered Long-Term Trend Growth What the pandemic has done is made some forms of capital obsolete. We probably will not need as many cruise ships or airplanes as we once thought. But these items are not a huge part of the capital stock. And while some brick and mortar stores will disappear, this was part of a long-term shift toward a digital economy – a shift that has been raising productivity levels, rather than lowering them. Demand Is The Bigger Issue So why have long-term real interest rates fallen so much? The answer has more to do with demand than supply. Investors are betting that the pandemic will force central banks to keep interest rates at ultra-low levels for a very long period of time. All things equal, such an extended period of low rates might be necessary if the pandemic causes households to increase precautionary savings and prompts businesses to cut back on investment spending for an extended period of time. All things are not equal, however. As discussed in greater detail in Box 1, if real interest rates fall by enough, aggregate demand could still return to levels consistent with full employment since lower interest rates would discourage savings while encouraging capital expenditures. What if interest rates cannot fall by enough because of the zero-lower bound? In that case, fiscal policy would have to pick up the slack. Either taxes would need to be cut so that the private sector becomes more eager to spend, or the government would need to undertake more spending directly on goods and services. When interest rates are close to zero, worries about debt sustainability diminish since debt can be rolled over at little cost. In the end, the economy could end up in a new post-pandemic equilibrium where real interest rates are lower and fiscal deficits are larger. Applying Theory To Practice Framed in this light, we can make sense of what has happened over the past few months. The drop in long-term bond yields in February and early March was driven by falling inflationary expectations and rising financial stress. Yields then briefly jumped in mid-March as panicky investors dumped bonds in a mad scramble to raise cash. Not surprisingly, stocks suffered during this period. The Federal Reserve reacted to this turmoil by cutting rates to zero. It also initiated large-scale asset purchases, which injected much needed cash into the markets. In addition, the Fed dusted off the alphabet soup of programs created during the financial crisis, while launching a few new ones in an effort to increase the availability of credit and reduce funding costs. Other central banks also eased aggressively. As Chart 14 illustrates with a set of simple examples, even a modest decline in long-term interest rates has the power to significantly raise the present value of future cash flows. To compliment the easing in monetary policy, governments loosened fiscal policy (Chart 15). The point of the stimulus was not to raise GDP. After all, governments wanted most non-essential workers to remain at home. What fiscal easing did do was allow many struggling households and businesses to meet their financial obligations, while hopefully having enough income left over to generate some pent-up demand for when businesses did reopen their doors. Chart 14What Happens To Earnings During A Recessionary Shock? Chart 15Will It Be Enough? Ultimately, equity investors are hoping for an outcome where fiscal policy is eased by enough to eventually restore full employment while interest rates stay low well beyond that point in order to induce the private sector to keep spending: A win-win combination for stocks. Chart 16Gold Prices Move In The Opposite Direction To Real Rates The discussion above can also explain the divergent moves in commodity prices. Most industrial metals are consumed not long after they are produced. This makes industrial metal prices highly sensitive to the state of the global business cycle. In contrast, almost all of the gold that has ever been unearthed is still around. This makes gold an anticipatory asset whose price reflects expectations about future demand. Since owning gold does not generate any income, the opportunity cost of holding gold is simply the interest rate (Chart 16). When real interest rates rise, as they did briefly in early March when deflationary fears intensified, gold prices tend to fall. When real interest rates decline, as they did after central banks slashed rates and restarted large-scale QE programs, gold prices tend to rise. Investment Conclusions The current environment bears a passing resemblance to the one that prevailed in late 2008. Following the stock market crash in the wake of Lehman’s bankruptcy, the S&P 500 rallied by 24% between November 20, 2008 and January 6, 2009 to reach a level of 935. Had you bought stocks on that day in January, you still would have made good money over a 12-month horizon. However, you would have lost money over a 3-month horizon since the S&P 500 ultimately dropped to as low as 667 on March 6. During that painful first quarter of 2009, the economic surprise index remained firmly below zero, while earnings estimates continued to drift lower, just like today (Chart 17). As noted above, we do not expect stocks to take out their March 2020 lows, but a temporary sell-off would not surprise us, especially against a backdrop where a second wave of the pandemic looks increasingly likely. Chart 17Is Today A Replay Of Late 2008/Early 2009? Chart 18Favor Equities Over Bonds Over A 12-Month Horizon Despite our near-term concerns, we continue to think that stocks will outperform bonds over a 12-month horizon. The equity risk premium remains elevated, particularly outside the US (Chart 18). While non-US stocks do not have as much exposure to tech and health care, they do benefit from very cheap valuations. European banks are trading at washed out levels (Chart 19). The cyclically-adjusted PE ratio for EM stocks is near record lows (Chart 20). Investors should consider increasing exposure to non-US equities if global growth begins to reaccelerate this summer. Chart 19European Banks Are Trading At Washed Out Levels Chart 20EM Stocks Are Very Cheap Given our view that central banks want real rates to stay low and will refrain from tightening monetary policy even if inflation eventually begins to rise, investors should maintain above-average exposure to gold. A weaker US dollar later this year will also help bullion. Box 1The Role Of Monetary And Fiscal Policy Following Savings Shocks Peter Berezin Chief Global Strategist peterb@bcaresearch.com Footnotes 1  Please see Global Investment Strategy Weekly Report, “Risks To The U,” dated May 7, 2020. 2  Charlie D’Agata, “Oxford scientists say a vaccine may be widely available by September,” cbsnews (April 30, 2020). Global Investment Strategy View Matrix Current MacroQuant Model Scores