Point Counterpoint on U.S. Economy; Investment Risks Revealed


By the Curmudgeon

 

Introduction:

 

Those looking for above-trend economic growth and inflation have a lot of company.  That’s best exemplified by a Bank of America Research survey of institutional investors.  However, there is a strong dissenting view from ShadowStats’ John Williams.  Both agree that inflation is accelerating, as we’ve chronicled in recent posts such as Sperandeo/Curmudgeon: Critque of the Fed’s “Transitory” Response to Rising Inflation.

 

We’ll examine highlights of both views in this article.

 

Bank of America Research Fund Manager Survey (FMS):

 

Michael Hartnett’s Bank of America Research monthly Fund Manager Survey (FMS) shows that 69% expect to see both of these.  That’s a record high as per this chart:

 


Chart courtesy of BofA Global Research

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Hartnett says 69% of respondents expect "above-trend" growth and inflation which is a record high, but it’s not yet "stagflation."  A net 84% of FMS investors expect a stronger economy (down -6ppt Month over Month), but still near all-time highs. 

 

FMS economic expectations still at all-time highs

(Net % of respondents say the global economy will improve):

Title: Exhibit 4: For an accessible version Merrill clients call 800-637-7455; Merrill Edge Self-Directed clients call 877-653-4732
 

Chart courtesy of BofA Global Research

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Similarly, a net 83% of FMS investors expect higher inflation in the next 12 months, (down -10% Month over Month), but still extremely high.

 

In contrast, the Conference Board’s forecast for U.S. real GDP growth in 2nd Quarter 2021 is 8.6% (annualized rate), and an annual expansion of 6.4% (year-over-year) in 2021. Following that robust recovery, the Board forecasts economic growth of 3.7% (year-over-year) in 2022 and 2.9% (year-over-year) in 2023.

 

BofA Investment Clock (Fund Manager Survey edition):

 

Which of the following do you think best describes the global economy in the next 12 months?

 

Title: Chart 1: For an accessible version Merrill clients call 800-637-7455; Merrill Edge Self-Directed clients call 877-653-4732
 

Chart courtesy of BofA Global Research

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Those bullish views have pushed fund managers into commodities and late-cyclical stocks.  Overweight positions in those areas are close to 15-year highs.

 

Investment Risks:

COVID-19 was named a global pandemic on March 11, 2020. Now in May 2021, a mere 9% cite COVID-19 as the biggest tail risk.  The FMS reveals that the #1 tail risk for investors is inflation (35%), while #2 is a Fed taper tantrum (27%) and #3 is the popping of asset bubbles (15%). 

 

Those and other risks are illustrated in this chart:

 

Title: Exhibit 8: For an accessible version Merrill clients call 800-637-7455; Merrill Edge Self-Directed clients call 877-653-4732
 

Chart courtesy of BofA Global Research

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Hartnet thinks that accelerating Main Street (real economy) inflation will trigger Wall Street (financial market) deflations.

 

With such bullish views on growth and inflation, the obvious risk for investors is that growth slows, and inflation proves to be “transitory.” 

Or conversely, that the economy will actually be much weaker than the heady forecasts which are so prevalent these days. 

 

Is U.S. Economic Growth Peaking this Quarter?

 

The Citigroup Economic Surprise index, which measures the degree to which economic data is either beating or missing expectations, dropped recently as some of the key economic data came in weaker than the consensus expectation. That index is flirting with turning negative for the first time since mid-2020.

 

·       The April 2021 Non-Farm Payrolls report came in well shy of expectations, leading to a big debate about whether the labor market is already getting tight.

·       The recent CPI report came in significantly higher than expected, thanks to certain categories related to economic reopening.

·       Housing starts fell much more in April than economists predicted, owing to a litany of constraints including land, labor and lumber.

·       Overall, expectations for growth remain quite robust. However, it’s starting to look like some level of reality is now setting in.

 

John Williams on the U.S. Economy:

 

ShadowStats’ John Williams takes a strong contrarian view of the U.S. economy.  In particular, he states on his website that:

 

 • The Pandemic-Driven GDP Collapse appears to have been Understated and the economic rebound Overstated.

 

a] April 2021 Housing Starts Dropped by a Statistically Meaningful 9.5% (-9.5%) in the Month, on Top of a First-Quarter Contraction.

 

b] Despite April 2020 Automobile Assemblies in Production Holding Down by 22% (-22%) from February 2020 Pre-Pandemic Peak Activity, Nominal Retail Sales of Automobiles Were Up by 33% in the same period.

 

c]  April 2021 Jobs Increased by 266,000, against an Expected Gain of 1,000,000, With Unemployment Rising to 6.1% from 6.0%, Instead of Falling to an Expected 5.8% -- But It Was Worse Than Headlined!

 

 • Major Downside Economic Revisions will be forthcoming in the near future.  Annual Benchmark Revisions to key economic series have been recently released or are pending, with major negative implications for the GDP’s Annual Benchmarking on July 29th.

 

a] On May 14th, for example, the Census Bureau published major downside benchmark revisions to Manufacturers’ Shipments, Inventories and Orders (2013-2020) [including nominal New Orders for Durable Goods (NODG), which were revised lower by- 5.5% in 2020.

 

b] Also on May 14th, the Federal Reserve scheduled for May 28th release its long-pending (multi-year delayed) major downside revisions to its Industrial Production master series.

 

c] Next is the May 27th Bureau of Economic Analysis (BEA) Second-Estimate of First-Quarter 2021 GDP.

 

d] Where the Fed revised its annualized First-Quarter 2021 Industrial Production growth May 14th) from 2.5% to 1.2%.  That should take a notch out of revised First-Quarter GDP growth, as will today’s May 18th benchmark reporting of New Residential Construction.

 

• April 2021 Annual Inflation Soared to Record or Decades-High Levels as per PPI and Core CPI rates:

 

a] April 2021 PPI Year-to-Year Inflation of 6.17% was the largest advance since 12-month data were first calculated in November 2010.

 

b] Monthly and Annual April 2021 CPI “Core” Inflation (Ex-Food and Energy) Hit 39- and 25-Year Highs of 0.9% and 3.0%, respectively.

 

John Williams’ Conclusions:

 

Sum and substance of the forthcoming economic headline number revisions, pending and otherwise, is that the Pandemic-Driven Collapse of the U.S. Economy was much worse than headlined, and the recovery from same is far shy of where it has been hyped to be.   

 

GDP has been a lot weaker than reported.  We expect U.S. industrial production to be revised downwards, which will cause the 1st Quarter 2021 real GDP to be lower than the initial BEA estimate of 6.4% (annual rate). 

 

Also, the July 29th advance estimate of GDP for the 2nd quarter of 2021 will be much weaker than bullish forecasts (e.g. the Atlanta Fed GDPNow model estimate for real GDP growth at a seasonally adjusted annual rate in the 2nd quarter of 2021 is 10.1% as of May 18th).

 

In conclusion, the underlying economic reality remains much closer to the ongoing depression level of activity reflected in the recent headline Payroll Employment numbers.

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Stay safe, be healthy, take care of yourself and each other, and till next time……

 

The Curmudgeon
ajwdct@gmail.com

Follow the Curmudgeon on Twitter @ajwdct247

Curmudgeon is a retired investment professional.  He has been involved in financial markets since 1968 (yes, he cut his teeth on the 1968-1974 bear market), became an SEC Registered Investment Advisor in 1995, and received the Chartered Financial Analyst designation from AIMR (now CFA Institute) in 1996.  He managed hedged equity and alternative (non-correlated) investment accounts for clients from 1992-2005.

Victor Sperandeo is a historian, economist and financial innovator who has re-invented himself and the companies he's owned (since 1971) to profit in the ever changing and arcane world of markets, economies and government policies.  Victor started his Wall Street career in 1966 and began trading for a living in 1968. As President and CEO of Alpha Financial Technologies LLC, Sperandeo oversees the firm's research and development platform, which is used to create innovative solutions for different futures markets, risk parameters and other factors.

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