viernes, 6 de diciembre de 2019

RISK of COLLAPSE: DONDE ESTAMOS y ADONDE VAMOS



RISK of COLLAPSE: DONDE ESTAMOS y ADONDE VAMOS
By JP Morgam

IF big Corp & Bamkers said it, it means that is time to pay attention to middle clases to deflect a chaotic transition or REV in the post-neoliberal agenda. Hugo Adan

"We have consistently argued that one should not expect the next US recession ahead of the presidential elections, but the odds of one might go up significantly post the event, in our view. "
JPMorgan repeats that it has "consistently" argued that one should not expect the next US recession ahead of the presidential elections, it then spoils the ending, and in previewing what happens after next November, says that "the odds of a recession might go up significantly."
We will spare readers the cheerful side of JPM's year ahead forecast as it is a repeat of many themes covered here previously by the "bullish" JPM and instead focus on the gloomier aspects of the bank's year ahead predictions, as those are decidedly new and represent a reversal to JPM's years of relentless optimism.
The first notable item is the US election road map
See Chart:
2020 US Election road map
This will be add to my report on: “Middle Classes & Rev in America”

As JPM notes, "we might end up with two candidates who are potentially on the extreme ends of the political spectrum. The exhibit above compares the policies of a select number of Democratic candidates and president Trump, based on our interpretation of published policies and public comments. The divergence of policy proposals between the different  Democratic candidates is probably as extreme as the comparison between Trump’s policies and that of any of his Democratic adversaries."
See Chart:
Candidates Policy Vectors

The risk of trade uncertainty escalating again, post the current truce
JPM's base case over the past months was that Trump will be compelled to move towards a truce with China, given what were the rising risks to the economy, and in particular to the US consumer. The risk is that the current improving sentiment with respect to trade doesn’t hold for too long, and that potentially re-elected Trump resumes his aggressive stance.

An inflecting credit cycle
See Chart:
G4 credit standards , as reported by Banks

Notably, G4 credit standards appear to be tightening for both the businesses and for the consumer of late. One typically  sees tightening standards ahead of the downturns.
Corporate leverage is surging
US corporates have been levering up over the past years, with median US company net debt-to-equity ratio at the record highs.
See Chart:
Median Net debt to –equity for US

Why is this a risk? Because "if the credit markets weaken, this could reduce the pace of corporate buybacks." Because where would we be without buybacks...
See Chart:
S& P 500 announced buybacks

Economic indicators are looking decidedly late-cycle
The US cycle is now officially the longest one since the WW2, and some of the cycle indicators appear to be rolling over. One such indicator is that job opening rate appears to have peaked. This is what usually happens ahead of the downturns.
See Chart:
US job vacancies rate

Earnings have significantly overshot the trendline
Another key JPMorgan concern is that US profits are now starting to appear stretched vs their long term trend-line.
See Chart:
S&P 500 vs trend

Here Matejka notes that one of the arguments that kept him bullish all this time was the finding that US profits don’t tend to peak for the cycle before they significantly overshoot their long term trend. The size of these overshoots was on average of the order of 20-30%. The current overshoot is at 19%
See Chart:
S&P 500 EPS vs trend at peaks

Profit margins have peaked, which typically bodes negatively for the longevity of the expansion cycle
As we noted recently when discussing real, operating profits, one doesn't usually have a recession before US profit margins, as measured by NIPA, peaked. The lead-lag between margins peak and the next recession was sometimes very significant.
See Charft:
US Corporate Profit margins

However, as of this moment, JPM finds that "we are now in unchartered territory", with US profit margins appearing to have peaked in Q3 ’14, leading to the longest lead-lag on record, and counting...
See Chart:

Putting it together, JPM concedes that while "the time is likely approaching when one should be contrarian again", this time around through turning bearish vs presently growing consensus bullishness, the bank still thinks that "one should not cut risk-on trades too early, as the bear capitulation, which is currently under way, could have legs." The only question is when does someone, or something, pull the rug from under the market's melt-up, triggering what even JPMorgan now see as a coming, and long overdue, day of reckoning for the markets
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