Market and Economic Commentary - Week Ending 1/10/2020


Market and Economic Commentary - Week Ending 1/10/2020
Market Recap
January 10th marks the end of the first full week of trading for 2020. In this week's report I will comment on the performance of Major World Market Indexes year-to-date as well as significant events in markets and economies around the world.
In the United States year-to-date, the Morningstar US Total Market index is up 1.07%, the Dow 30 is up 1%, the S&P 500 is up 1.07%, the NASDAQ is up 2.30%, and the Morningstar US Small Cap Index is down 0.35.
The CBOE Volatility Index, or VIX, (also known as the fear gage) is down 8.85%.
In global markets, the Nikkei 225 is up 0.82%, the Hong Kong Hang Seng Index is up 1.59%, the Shanghai Composite is up 1.47%, the UK FTSE 100 is up 0.60%, and the German Dax is up 1.77%.
In Major Commodities, Gold is up 1.025%, WTI Crude Oil is down 3.75%, and Brent Crude Oil is down 1.55%.
In the Bond Market, the 10-year US Treasury Interest Rate declined from 1.919% at the end of 2019 to 1.820% on January 10, for a fairly significant 5.16 percentage drop in the rate level during the period.
At the same time in the Currency Markets, the DXY US Dollar Index went from 96.058 at the end of last year to 97.08 on January 10, for a 1.06% increase during the period.
Looking at the Morningstar US Cyclical Sectors, Basic Materials is down 3.25% year-to-date, Consumer Cyclical is up 1.01%, Financial Services is up 0.24%, and Real Estate is down 0.30%.
In the Morningstar US Sensitive Sectors, Communication Services is up 2.032% year-to-date, Energy is down 0.64%, Industrials are up 1.32%, and Technology is up 2.94%.
In the Morningstar US Defensive Sectors, Consumer Defense is down 0.51% year -to-date, Healthcare is up 0.86% and Utilities are down 0.58%.
Market Price to Fair Value
The current Price to Fair Value for all Morningstar rated stocks now stands at 1.06. This is the second highest valuation level since 2007, second only to a Price to Fair Value of 1.11 reached in January 2018.
By way of contrast, the 25 Stocks in my BVA Value Momentum Portfolio Strategy had an average Price to Fair Value of .68 at the end of 2019.
Looking at Price to Fair Value by Sectors, the most Overvalued Sectors are: Technology 1.15, Utilities 1.14, Real Estate 1.09, Industrials 1.07, Consumer Defensive 1.06, Financial Services 1.06, Communication Services 1.04, and Healthcare 1.03.
The most Undervalued Sectors are: Energy 0.86, and Consumer Cyclical 0.98.
The most Fairly Valued Sector is Materials at 1.0.
Looking at Price to Fair Value by Size of Company, Large Cap Companies are at 1.06, Medium Cap Companies are at 1.06, and Small Cap Companies are at 1.01.
Other Significant Events:
The Federal Reserve
Banks’ demand for longer-term liquidity increased in the latest repo (repurchase agreement) operation. The repo market shook the financial world in September when an unexpected rate spike choked short-term lending, spurring the Federal Reserve to intervene.
The repo market is a critical part of the financial system. It provides a lot of the liquidity necessary to keep the economy moving. It provides the cash that financial firms need to run their daily operations, by lending to each other overnight. Financial institutions with excess cash lend overnight to those that need cash to meet their daily needs. When the repo market freezes up and cash stops flowing, trouble can echo throughout the economy. That’s what happened on September 16 and 17, 2019, and in response the Federal Reserve had to step in and provide tens of billions of dollars to keep the system functioning.
Usually more than $1 Trillion runs through the repo market every day. On September 16 and 17, 2019 the market froze up and lenders were not willing to lend money overnight. The repo interest rate jumped from 2% to 10% in one day. There have been several reasons given for the freeze up, none of which has been universally agreed on.
Regardless of the reason for the freeze up, the problem appears to be systemic. So much so that the Federal Reserve, in order to provide liquidity to the banking system, embarked on its 4th round of “Quantitative Easing” (i.e. QE, or just plain money printing), since the 2008 financial crisis. In October the Fed announced it would provide $60 Billion of cash per month, through at least next June, to keep liquidity flowing.
Let’s hope that this cash infusion by the Fed solves whatever the real underlying problem is. If the Fed indicates it will continue its QE4 operation beyond the original June 2020 date, it may indicate the real underlying problem is bigger than anyone thought. If that becomes the case, it might turn out that one more financial institutions need cash as a result of making foolish investment decisions. It has happened before and is one of the risks of providing easy money.
Let’s hope for the best, but this is something I am keeping a close eye on.
At the start of the 2008 financial crisis, the Fed’s balance sheet amounted to about $800 Billion. In order to provide liquidity and help exit the subsequent “great recession”, the Fed’s QE1, QE2, and QE3 (i.e. money printing) programs caused the Fed’s balance sheet to swell to about $4.5 Trillion. The Fed’s desire is to reduce that amount over time and return to a more normal level of assets. Before embarking on the most recent QE4, the Fed had managed to reduce its balance sheet down to about $3.8 Trillion. With the most recently announced printing program, however, it looks like the balance sheet is headed back up to the old high.
So, where has all this money gone, and has it helped the economy?
From 1950 to 1999 the US economy, or GDP, grew at an annual (inflation adjusted) rate of 3.6%. From 2000 to 2018, the economy grew at an annual rate of 2.1%. While a 1.5% difference might not seem like much, when compounded over long periods of time, the result is a significantly lower level of economic activity. Had the economy from 2000 to 2018 grown at the historical prior average rate, the economy, standards of living and average worker incomes would be about 20% higher that they are today. In addition, the velocity of money as reported by Federal Reserve is at all time lows. This means that the multiplier effect of every new dollar introduced into the economy currently has a relatively nominal effect on economic growth.
So, if the Fed’s QE or money printing programs are not giving the economy an extra boost, where is the money going? Most analysts would agree the answer is that the money is flowing into the financial markets. This can be seen through the all-time record highs in global stock markets, and the low level of interest rates, aided by the Fed’s bond buying programs. Many very smart Financial Experts feel uneasy about this whole situation. There is no lack of diverse opinions as to how it will ultimately play out. The truth is no one knows for sure.

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Len Martinez is a Financial Consultant. Information in the "Bull Valley Advisor" newsletter should not be considered as investment advice or an offer to buy or sell securities. Data is derived from sources considered to be reliable including Morningstar, StockCharts.com, YAHOO Finance, FINVIZ, TipRanks, Investing.com, ECRI, OECD, GuruFocus, Crestmont Research, Trading Economics and S2O. Results are not guaranteed. Len Martinez is not an RIA. The data is shown for informational purposes and should not be considered investment advice or an offer to buy or sell securities.

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