lunes, 11 de diciembre de 2017

NO RISK OF RECESSION?




Here only selected quotes.

"Whether it is a mild, or 'massive', recession will make little difference to individuals as the net destruction of personal wealth will be just as damaging. Such is the nature of recessions on the financial markets."

“More importantly, a decline of such magnitude will threaten to trigger ‘margin calls’ whichas discussed previously, is the ‘time bomb’ waiting to happen.

Here is the point. The ‘excuses’ driving the rally are just that. The election of President Trump has had no material effect on the market outside of the liquidity injections which have exceeded $2 Trillion.

Importantly, on a weekly basis, the market has pushed into the highest level of overbought conditions on record since 2005I have marked on the chart below each previous peak above 80 which has correlated to a subsequent decline in the near future.”


As I noted, the problem for investors is not being able to tell whether the next correction will be just a “correction” within an ongoing bull market advance, or something materially worse. Unfortunately, by the time most investors figure it out – it is generally far too late to do anything meaningful about it. 
“As shown below, price deviations from the 50-week moving average has been important markers for the sustainability of an advance historically. Prices can only deviate so far from their underlying moving average before a reversion will eventually occur. (You can’t have an ‘average’ unless price trades above and below the average during a given time frame.)”


However, in the short-term, the market trends are CLEARLY bullish, very overbought, but nonetheless bullish.
As such, our portfolios remain “long” on the equity side of the ledger…for now. 

No Risk Of A Recession?
A Funny Thing Happened On The Way To The Recession
The majority of the analysis of economic data is short-term focused with prognostications based on single data points. For example, let’s take a look at the data below of real economic growth rates:
  • January 1980:        1.43%
  • July 1981:                 4.39%
  • July 1990:                1.73%
  • March 2001:           2.30%
  • December 2007:    1.87%

Each of the dates above shows the growth rate of the economy immediately prior to the onset of a recession.

You will remember that during the entirety of 2007, the majority of the media, analyst, and economic community were proclaiming continued economic growth into the foreseeable future as there was “no sign of recession.”

“We are now either in, or about to be in, the worst recession since the ‘Great Depression.’”
The chart below shows the S&P 500 index with recessions and when the National Bureau of Economic Research dated the start of the recession.


There are three lessons that should be learned from this:
  1. The economic “number” reported today will not be the same when it is revised in the future.
  2. The trend and deviation of the data are far more important than the number itself.
  3. “Record” highs and lows are records for a reason as they denote historical turning points in the data.

For example, the level of jobless claims is one data series currently being touted as a clear example of why there is “no recession” in sight. As shown below, there is little argument that the data currently appears extremely “bullish” for the economy.


However, if we step back to a longer picture we find that such levels of jobless claims have historically noted the peak of economic growth and warned of a pending recession.


This makes complete sense as “jobless claims” fall to low levels when companies “hoard existing labor” to meet current levels of demand. In other words, companies reach a point of efficiency where they are no longer terminating individuals to align production to aggregate demand. Therefore, jobless claims naturally fall. 

Furthermore, this widely touted economic and earnings “recovery,” as witnessed by surging asset prices, should have certainly been met by stronger activity from the majority of Americans, right?

But there is more to this story.
Less Then Meets The Eye
The last two-quarters of economic growth have stronger than the last two, but not breaking any records by any measureHowever, these two stronger quarters of growth come at a time when oil prices are recovering modestly from their crash boosting activity and earnings. 


What’s going on here?

Economic cycles are only sustainable for as long as excesses are being built. The natural law of reversions, while they can be suspended by artificial interventions, cannot be repealed.

More importantly, while there is currently “no sign of recession,” what is going on with the main driver of economic growth – the consumer?

The chart below shows the real problem. Since the financial crisis, the average American has not seen much of a recovery. Wages have remained stagnant, real employment has been subdued and the actual cost of living (when accounting for insurance, college, and taxes) has risen rather sharply.

The net effect has been a struggle to maintain the current standard of living which can be seen by the surge in credit as a percentage of the economy. 


There has been a shift caused by the financial crisis, aging demographics, massive monetary interventions and the structural change in employment which has skewed the seasonal-adjustments in economic data. This makes every report from employment, retail sales, and manufacturing appear more robust than they would be otherwise. This is a problem mainstream analysis continues to overlook but will be used as an excuse when it reverses.

Here is my pointWhile the call of a “recession” may seem far-fetched based on today’s economic data points, no one was calling for a recession in early 2000 or 2007 either. By the time the data is adjusted, and the eventual recession is revealed, it won’t matter as the damage will have already been done.

Is there a recession currently? No.
Will there be a recession in the not so distant future? Absolutely.
Whether it is a mild, or “massive,” recession will make little difference to individuals as the net destruction of personal wealth will be just as damaging. Such is the nature of recessions on the financial markets.

Of course, I am sure to be chastised for penning such thoughts just as I was in 2000 and again in 2007.  I am okay with that, it is a price I will gladly pay to keep my clients, and loyal readers, from being burned at the stake, not if, but when the next recession begins.
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