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Why the stock market rallies cannot be justified

While there is a consensus amongst most economists that the impact of the upcoming recession will be worse than the GFC but not as severe as the depression of the 1930s, this has not been reflected in global equity markets.

In the US, from which most stock markets generally take their lead, the COVID-19 death toll has now passed 114,000 and is continuing to rise by a weekly average of about 1,000 deaths per day. In response to a flattening of the infections curve and the lifting of lockdowns, the Dow Jones Industrial Average has rallied 48% from its March lows and is now close to its all-time highs set in February this year.

While the rate of new infections has steadied in recent months and has not risen as social distancing restrictions are eased as yet, the US is still recording new cases averaging above 20,000 per day and recently passed two million in total.

In contrast, rates of infection continue to surge in Brazil, Russia and India. The highest number of worldwide daily cases recorded since the pandemic began was 130,511 on 4 June 2020 so on a global basis the virus is clearly not controlled.

Disconnect between company results and stock markets

Economically, US corporate profitability fell by over USD300 billion in the first quarter of 2020, the second-highest fall on record. Second quarter results are expected to be much worse. At the end of April the US market was trading at forward PE levels not seen since the dot com boom and has since exceeded these levels moving to a ratio of around 23.

Source: FactSet, Business Insider.

Credit ratings agency Standard & Poor’s currently has a record number of 1,287 companies on negative watch or outlook for downgrade despite S&P having already downgraded 700 companies since the crisis began. Media articles are warning of an upcoming 'pandemic of corporate bankruptcies' in the US so large it may overwhelm the court system.

Geopolitical tensions between the US and China have also increased both due to accusations of the origins of COVID-19 and China’s clampdown in Hong Kong. Both Presidential candidates are expected to make a ‘tough on China’ mantra into November as part of their electoral campaigns. Stresses also remain in the global oil markets and the precise terms of Brexit still need to be negotiated.

The mainstream rationale to justify current market pricing is the predicted effectiveness of the various economic stimulus packages of major central banks to do ‘whatever it takes’. The flaw with such a rationale is these measures are being used to ameliorate a problem that did not exist before the stimulus.

More downside risk that upside potential

What if instead of borrowing an additional US$3 trillion, the US government borrowed an additional US$330 trillion and gave every American citizen a cheque for US$1 million? Will that be good for the economy? While this proposition is outlandish, it illustrates the point that unlimited quantitative easing (printing of money) is unlikely to be a panacea. If it were, why was this not the economic policy in place before the pandemic and not simply the response?

The rationale for a higher stock market relies heavily on the belief the stimulus will result in a ’V’ shaped recovery where global economies bouncing back quickly with little lasting damage from the very sharp, and by definition temporary, declines in GDP and increases in unemployment.

Will the actual economic recoveries both globally and locally be ‘V’, ‘U’ or ‘L’ shaped? These letters representing a very sharp recovery (‘V’), one which takes slightly longer to bottom out and recover (‘U’), or one where there is no or a slow recovery (‘L’). The equity markets are discounting the latter two possibilities and are pricing in a near certainty of the former.

It therefore appears as if there is far greater downside than upside risk. If events transpire to challenge the market expectation of a ‘V’ shaped recovery, without residual ‘scarring’ of the economy causing long term damage, then equity markets are likely to adjust their expectations downwards. It is hard to imagine what news could cause equity markets to move significantly higher; perhaps another unexpected fall in US unemployment from a record high of 14.7% to a slightly less worse 13.4% as occurred on 5 June? Even after the second-worst unemployment rate in US history, the Nasdaq composite index rallied to a new record high.

A vaccine would drive an all-time high

The acid test would be if news miraculously emerged of an immediately-available vaccine or cure for COVID–19. Such an event would take equities beyond their all-time highs in late February 2020 when COVID-19 cases were less than 1,000 a day and mainly contained within China. Such a scenario would imply a better forward outlook than pre-COVID with absolutely no short- or long-term damage done to the economy. This just does not seem cogent.

To accept such an argument is to ignore the parable of the Broken Window as espoused by French economist Frederic Bastiat in his 1850 essay, “That Which We See and That Which We Do Not See”. Bastiat argues a broken window for a shopkeeper appears to create economic stimulus for the glazier (that which we see). What is hidden is the alternate and better uses of the shopkeeper's money going to the butcher or the baker (that which we do not see).

If the COVID-19 crisis had not occurred, the stimulus funds could have been profitably used elsewhere. This alternate opportunity has now been lost. As Bastiat said, “society loses the value of things that are uselessly destroyed”. The starkest example is the over 400,000 recorded deaths from COVID-19 so far globally. If the COVID-19 shutdown is to have no effect on future corporate earnings why not shut down the global economy for a week or a month every year and give everyone extra time at home with their families?

In Australia, while the equity markets have not been as optimistic, a domestic recession is still expected with a base case fall in GDP projected by the RBA of 9%. Unemployment rises above 10% in their latest Statement of Monetary Policy. If the US markets were to again turn bearish (and have a ‘W’ shaped recovery?), it is unlikely Australia will be immune.

 

Moray Vincent is Executive Director Amicus Advisory, an independent fixed income research firm that provides advisory services to conservative wholesale credit investors. Operating since 2008, it currently has around $1.8 billion of funds under advice. This article is general information and does not consider the circumstances of any investor.

 

9 Comments
Nick
December 14, 2020

I'm glad i didn't listen to any of this. Maybe Moray should have stuck to his specialty - CDOs.

Lachlan
July 04, 2020

Hi Moray,
Great article. I agree with your assessment of the disconnect and I think your use of hyperbolic examples (million dollar loans) is a great way to drive your points home. Your point about shifting investment towards a vaccine is a fresh perspective to me. I would be interested in understanding how long the US federal banks are able to continue with the quantitative easing in conjunction with supporting the community with the stimulus. Its argued that the markets are "forward thinking" and these issues are factored into the market prices, but if the answers are unbeknownst to us, how can they be known by other professionals?

Mark Story
June 18, 2020

This is far too clinical a review... and overlooks the reality that its sentiment that moves markets forward (or backward) and this is why fund managers are being forced to joint the party even though they don't believe. The fact that the current rally is unsustainable may be a given, but the bigger question is how do you play it.

Moray
June 25, 2020

Hi Mark, The point I was trying to make was (in my opinion) the current level of markets cannot be justified by fundamentals. Clearly sentiment (or more accurately, preponderances of buyers and sellers) drives markets which doesn't mean they need to follow economic fundamentals. However, I make two observations, the deviations can persist for extended periods of time and whenever markets crash there is almost invariably much commentary post the fact that the previous levels could never have been justified on fundamental grounds. If you trade based on sentiment my article is of little value, but if you invest based on fundamentals perhaps worth considering?

Greg Hamilton
June 18, 2020


Thanks for the article I read it with interest resulting in my following comments.
Business cycles changed post 2008 with once reasonably reliable “rules of thumb” established since the late 1960’s now seemingly disguarded and replaced by (until the intervention of Covid19) a gradual ever increasing appetite for grow in most investment markets. In the second half of calendar 2019 I was feeling that markets were becoming over valued with what seemed to me in my business an abnormal spike in forward orders. Whilst not as acute as in 2007 which lead to GFC collapse non the less a rapid increase in the rate of growth in forward orders. So I was expecting to see a slow down in 2020. Then came Covid19 the result of which again seemed to alter business cycles and it seems short term economic logic.
History no longer seems to repeat itself, yet another “rule of thumb” disguarded. I guess only the future will tell by which time it will be history. Challenges abound.

Robert
June 13, 2020

Thank you for your thoughtful article Moray. I am inclined to agree with you and am intrigued by the thought that recent market behavior may be characterized as as a struggle between professional bears and retail or inexperienced bulls. Certainly the efforts of central banks vowing to ”do whatever it takes” to keep their respective economies afloat and the fear of missing out (FOMO) are significant contributors to the rapid rebound. I would also like to see some informed commentary on the influence of computerized trading strategies and AI during these times of extreme volatility.

Kerry
June 13, 2020

First rate analysis Moray, tks for sharing your well thought out commentary.

Alex
June 10, 2020

Yes, Moray, like you, I've been wrong since 23 March.

Moray
June 10, 2020

Hi Alex, I at least managed to buy some hybrids on the dip which I deemed the less risky trade at the time, but caution is not always rewarded!

 

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