USA Corporate Profits & Dow Jones Forecast

Business Cycle Investor

DJIA QUARTERLY FORECAST - MAY 31, 2007

 

 

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MAY 31, 2007    RECOMMENDATION:  STAY OUT

We recommend to “Stay Out” of the Dow Jones Industrial Average Index (DJIA) until the next quarterly update on August 30, 2007.

Review of the past 2 months

The First Quarter’s 2007 US NIPA Corporate Profits announced today by the USA Government at www.bea.gov Table 6.16.D remained at more or less flat level. The result confirmed weakening trend of Corporate Profits growth consistent with our last few quarters forecast.

Despite the weakening Corporate Profits growth for the last 4 quarters, the DJIA rose to 13,627 level supported by anticipated fall in the short term interest rates controlled by the Federal Reserve.

The market has been expecting interest rates reduction because of a weakening GDP growth and depressed housing sector. However inflation is still higher than it should be: above Fed’s 1-2% range, and rising stock market may put additional upward pressure on inflation potentially leading to rate increases not reductions. Furthermore, steady interest rates should have, over longer time, the same effect on the stock prices as raising rates.

We want to make clear at this point, that it is neither our aim nor ability to forecast interest rate movements; we are only reviewing current situation as perceived by the market. The rate decisions are taken by a group of people associated with the Central Bank and are in our view unpredictable to the outside observers. For the same reason we are unable to forecast Dow Jones during OUT Periods except to say that it is not worth while the risk to be in the market during such times.

Stock market gains in the recent months have been also fueled by an unprecedented strong M&A activity around the world, particularly “acquisition frenzy” by highly leveraged Private Equity players. Record prices paid in those transactions added to the financial middlemen’s short term profits. The profitability of the financial sector should be tested in the future when the acquired businesses come back to the market to find their new values for the investors.

3 months outlook:

Our forecast and recommendation has not changed: STAY OUT of the market. The latest Business Cycle Index (green line on the chart) remains below its historical average level. This means unfavorable macroeconomic environment for the Corporate Profits growth and 93% correlated with it broad USA stock market represented by DJIA and S&P500 indexes.

The “STAY OUT of the market” periods identified by our proprietary formula have been historically characterized by low returns (50+years historical average was 2.4%p.a.) higher volatility and 40% chance of a major fall in excess of -20% from the levels at the beginning of the OUT Periods (refer to “maximum fall” column in “Out Period” Performance table). The OUT of the market Periods can however experience bubbles characterized by a significant stock market gains despite the slowing Corporate Profits trend; especially at the beginning of the OUT Periods.

While the methodology is good for identifying the major market upturns justified by strongly growing Corporate Profits, it does not forecast which “Out Period” will experience the major fall and when it is likely to happen.

The Charts above illustrate recent performance until May 31, 2007.

Next quarterly update is planned for end of August 2007.

Sincerely
The Business Cycle Investor
May 31, 2007

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How to use the buy & sell signals?

Investment Banks, Institutional Investors and Hedge Funds use the advice for proprietary trading, global asset allocation and leveraged strategies decision support.

Individuals invest directly in the large USA market index Exchange Traded Funds (ETF) that trace Dow Jones Industrial Average or Standard & Poor's S&P 500 indexes or in an equivalent liquid USA market index mutual funds.

The ETF funds trade on the stock market just like normal stocks. One transaction in ETFs provide investors with diversified blue chip portfolio and solid dividends. Transaction and management costs are minimal.

Stock market follows aggregate Corporate Profits

The proprietary Business Cycle Index is an effective leading indicator of corporate profitability for the whole USA economy. The aggregate US Corporate Profits are calculated quarterly by the USA Government and published at www.bea.gov where subscribers may independently verify the forecast.

Corporate Profits have historically shown a high 93% correlation with moves in the major diversified USA stock market indexes: Dow Jones Industrial Average (DJIA) and S&P 500. Hence, the Business Cycle Index can be used as a leading indicator of the broad USA stock market.

The Corporate Profits for the whole US economy don't always move in the same direction or by the same magnitude as the profits reported by individual companies or even the DJIA or S&P 500.

Validated Methodology

The proprietary methodology was validated over more than fifty years of historical data. The Business Cycle Index, first developed and published in 2004, proved to be a consistently accurate indicator of economic conditions that led to turning points in the Corporate Profits and the broad stock market indexes. 

More information about the research methodology can be found at www.businesscycleinvestor.com/methodology.htm

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