USA Corporate Profits & Dow Jones Forecast

Business Cycle Investor

DJIA QUARTERLY FORECAST - NOVEMBER 29, 2007

 

 

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NOVEMBER 29, 2007    RECOMMENDATION:  STAY OUT

We recommend to “Stay Out” of the Dow Jones Industrial Average Index (DJIA) until the next quarterly update in March 2008.

Review of the past 3 months

Third Quarter’s 2007 US NIPA Corporate Profits announced today by the USA Government at www.bea.gov Table 6.16.D fell -1.2% from previous quarter; consistent with our forecast.

Despite the weakening Corporate Profits growth for the past 6 quarters, the DJIA maintained high levels and closed today at 13,311 after a volatile ride. 

During November 2007, Wall Street saw another 10% fall, echoed around the world, due to escalating problems with the USA housing sector and banks exposed to sub-prime housing credit. And again, like in August 2007 when the market lost ground, the FED stopped the potential market free-fall by signaling on Nov 28th it was likely to further cut interest rates during the December 11, 2007 meeting. 

Some economic observers wonder how many more times will FED be able to come to the rescue given FED’s “monetary batteries” limits. The “batteries” have not yet fully recharged after the previous cycle and already began discharging  - i.e. interest rates started falling before reaching previous high.

The growing sentiment is that the subprime home loans crisis and recent write-downs by large financiers like Bank of America, Citigroup, and Merrill Lynch, may only be a symptom of a much serious global financial crisis in the making.

An increasing number of bearish commentators say it is probable, the huge credit bubble developed over the past two decades or so, may burst resulting in an economic global downturn. In a less pessimistic scenario, a soft-landing would be possible if there was a synchronized drastic interest rates reduction around the world.

4 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.

There are first signs that we are nearing the last stages of the current “OUT Period”. This is a very risky time to be in the market because of mixed profit results and outlooks for individual companies and the market may swing from one extreme to another over a short time – we are seeing it already. The volatile and bearish scenario is more probable in this OUT Period because the market index is still well above its last “IN Period” top.

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 November 29, 2007.

Next quarterly update is planned for March 2008.

Sincerely
The Business Cycle Investor
November 29, 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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