Market Research


This page has not been updated since Q2 of 2008.  It will be updated by 7/31/09. The purpose of this webpage is to provide a dynamic source of time-sensitive research that supports our macro Market Outlook.

Currently, there is a heated debate among Global/Macro analysts over the eventual outcome of the economy - inflation (possibly hyperinflation) versus deflation (possibly depression).  While some very intelligent and successful investors completely disagree on this subject, we all agree that one's success in the capital markets over the next 5 - 10 years will be largely determined by one's ability to make the correct call on this issue.

At the MAC, we are expecting a stagflation outcome and potentially a hyper-stagflation outcome.  This would be confirmed by a significant divergence between the prices of real assets (i.e. commodities) versus the price of financial assets (i.e. stocks, bonds, ect.)

INFLATION DATA 2007 2008 YTD Annualized Hot/Cold
CPI (2) 4.3% 1.4% 4.2% Hot
Core CPI (2) 2.4% 0.9% 2.7% Warming Up
PPI (2) 6.7% 2.6% 7.9% Hot
CRB Energy Sub-Index (2) 39.5% 28.0% 83.9% Texas Asphalt in August
CRB Foodstuffs Index (2) 21.7% 19.3 57.9% Texas Asphalt in July
CRB Index (2) 20.6% 12.6% 37.9% Smokin’
Wage Inflation (1) 5.0% 1.0% 4.0% Hot
Unemployment (1) 5% 5.1% N/A Moderating
ECONOMIC DATA 2007 2008 YTD Annualized HOT/COLD
ISM Index (2) (3.7%) (3.6%) N/A Contracting
Construction Spending(1) 1.7% (2.5%) (9.9%) Cold
Consumer Spending(1) 5.8% 0.7% 2.8% Cooling
New Home Sales(2) (46.1%) (26.2%) N/A Frozen
Existing Home Sales(2) (21.4%) (13.9%) N/A Ice Cold
Durable Goods Orders(2) (2.8%) (7.7%) (23.0%) Frosty
Consumer Confidence(3) (21.7) (26.3) N/A 16 year low
Consumer Sentiment(3) (18.3) (12.9) N/A Cold

1. Data through March

2. Data through April

3. Data through May

Sources: CPI, Core CPI & PPI: Data obtained from the Bureau of Labor Statistics. Energy & Food Prices & CRB Index: Data obtained from the Commodity Research Bureau. All Economic Data obtained from Bloomberg.com

 

A word about CPI

There is considerable evidence that the US Goverment severly understatest inflation figures.  The following is a table of various inflation gauges so that you can make your own decision on this matter.  In July of '07, I wrote a blog post outlining the various reasons and methods the goverment has for understating inflation, which you can read by clicking here.

Inflation Gauge Increase from 1/1/02 – 12/31/2007
CRB Index 149.8%
PPI – Intermediate Goods 41.4%
PPI - Finished 25.5%
CPI 18.9%
Core CPI 13.1%

As you can see, there is a remarkable disparity between real commodity price inflation and government reported inflation in Consumer Prices. Personally, I have a very difficult time believing that an explosive 150% increase in the price of commodities has only led to a meager 13.1% increase in Core inflation as the government reports. Since we know that the CRB Index doesn’t lie, then we can be certain that actual inflation in consumer prices has been understated. In my 2007 Annual Report to my clients, I included the following tidbits regarding the unprecedented commodity inflation in our economy:

  • Currently, we are experiencing the highest rate of commodity inflation over any five year period – including the 1970’s. In 1973, the five year rate of inflation hit 99%. As of 12/31/07, it is at 103%.
  • The last five years have been the only five consecutive years of positive commodity inflation since the CRB index was created in 1957 (Four was the previous record from ’71 – ’74).
  • In three of the last six years, commodity prices have increased over 20%.
  • In five of the last six years, commodity prices have increased over 10%.

In the 70’s, commodity inflation was like being kicked in the gut. Conversely, today’s commodity inflation is like a series of body blows from a heavyweight fighter. Once the global markets comes to realize just how substantial inflation really is, equity and bond markets will start to feel the pain that the consumers worldwide have been feeling for some time. If you would like more information on how to protect your portfolio during a period of stagflation, please feel free to contact us. The MAC is an Independent Firm that provides Wealth Management services to individuals, primarily those in or near retirement, on a fee-only basis. Our goal is to provide our clients positive absolute returns regardless of market movements. We believe that the majority of Wealth Managers focus on wealth creation regardless of risk while we prefer to focus on wealth preservation with an emphasis on risk-adjusted returns.

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