USA Corporate Profits & Dow Jones Forecast

Business Cycle Investor

DJIA QUARTERLY FORECAST - AUGUST 30, 2007

 

 

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AUGUST 30, 2007    RECOMMENDATION:  STAY OUT

We recommend to “Stay Out” of the Dow Jones Industrial Average Index (DJIA) until the next quarterly update on November 29, 2007.

Review of the past 3 months

Second Quarter’s 2007 US NIPA Corporate Profits announced today by the USA Government at www.bea.gov Table 6.16.D rose vs previous quarter. Over the past 5 quarters Corporate Profits have been oscillating around more or less flat level. US Government revised today various economic data including Corporate Profits, for the period from 1Q 2004, hence the change in the shape of Corporate Profits (blue line).

Despite the weakening Corporate Profits growth for the past 5 quarters, the DJIA maintained high levels and closed today at 13 239.  

Serious falls on Wall Street, echoed around the world, occurred during August 2007 due to alarming problems with the USA housing sector and banks exposed to sub-prime housing loans. In response, FED in co-operation with major central banks around the world came to the rescue pumping funds to the fragile banking sector.  On August 17, 2007 the US Central Bank reduced interest rate it charges banks, the so called discount rate, by 0.5% to 5.75%. 

Market reacted positively expecting the rate cut should be followed by benchmark rate reduction (currently at 5.25%) at the upcoming September 18, 2007 FED’s policy meeting. Such reduction would ease residential loans interest repayments. For time being however, the relief has been enjoyed by banks alone who can borrow from FED at lower rate and do not have to pass it to banks’ customers. In fact, the reverse may happen: the banks may start charging customers higher rates for their old and new loans to make-up for the sub-prime losses and growing interest paid by the banks to Central Bank.

The stock market recovered slightly following the FED’s August 17, 2007 announcement but remained volatile for the rest of August.

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 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.

The Charts above illustrate recent performance until August 30, 2007.

Next quarterly update is planned for end of November 2007.

Sincerely
The Business Cycle Investor
August 30, 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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