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Let’s Call This the Big Disconnect

CAMS Weekly View from the Corner – Week ending 5/12/2023

May 15, 2023

Stock market life has all the ingredients of getting quite interesting from here as we look out over near-term months. We do not offer this from an opinion perspective but rather through the lens of history relative to market behavior that has developed over the previous couple of months or so. Importantly, this is not a crash alert or an insinuation that something quite notable to the downside will be occurring. Rather, we point to this landscape as say a parent would viewing a child’s general behavior that is not trending in a constructive direction with a curious/concerned observation that if said behavior is not redirected soon negative consequences will be showing themselves given some time. How much time? We never know do we – staying with our analogy. Similarly, we offer no timetable here other than to point out that broad stock market behavior is quite weak and without exaggeration would be fair to call some of it downright terrible. Collective market participants share their views in the wake of their trading operations. They have been leaving a concerned “parenting” message behind said operations when looking at the stock market more broadly rather than focusing on a well recognized, heavily weighted index (handful of stocks make up the bulk of the direction of X stock index) as a one stop “tell all” measure. Today we will focus on stock market messaging from participants through comparative charts based on year-to-date percentage returns as a visual to depict the collective view they are leaving in the wake of their trading.

Click For Larger View:  https://schrts.co/XrdrJyZi

Above we begin with the well known Dow Jones Industrial and Transportation Averages.  This elicits Dow Theory with the extreme short of it is their trends confirm one another as a market based information guide as to what type of market environment we are participating in.  If both are trending upward in a confirming manner while posting higher highs a bull (healthy/constructive) market is on-going. Per our red horizontal line the Dow Jones Industrial Average has been a no-show for the entirety of 2023.  It has been occasionally positive and negative along the path but absolutely no trend in sight.  Per our red down trend highlight the Transportation Average turned hard south after a short one month upturn to begin the year. Rather than the Transports “lifting” the Industrials upward (to lean into a positive Dow Theory type environment) they obviously have been on a consistent downtrend to join in on the weak messaging of the Industrials.

Click For Larger View:  https://schrts.co/vvFIpICG

Above we delve into collective company sizes (known as market capitalizations as a measure of company size) in three distinct categories.  They are middle size companies (mid-caps) small size companies (small caps) and micro size companies (micro caps) which all together represent a tremendous amount of the stock market as a whole. Per our two red down trending lines we see here since the initial upward burst in the first month of 2023 the remaining months have been consistently struggling to perform.  In the case of the micro caps they have been solidly negative on the year for nearly three months while the small and mid caps have been toggling the positive/negative line in the same timeframe.  Overall, this is poor/weak trading behavior.

Click For Larger View:  https://schrts.co/Warmabeg

No highlights needed for the above mix as the market participant message has been terrible.  The three depicted takes us into an important industry within the stock market and is often viewed as a canary in the coal mine for the stock market at large. They are the broad financial industry coupled with two important sub industries – Banks and Broker/Dealer Investment Companies.  This trio is at the heart of the financial system and all have been posting solid negative year-to-date returns for three months.  The Broker/Dealer Investment Company sub industry is always interesting in that it offers a real Tell from collective market participants on their forward expectations of the general health of the stock market as a whole.  Realize this sub industry is at the heart of the investment industry.  Moving right to the point, if participants are expecting a strong new healthy stock market to be arriving in near-term months they will bid up this sub industry in particular as this sub industry will be a prime beneficiary of the expected coming strong stock market.  They are represented by the blue line in the chart and are currently negative 10% year-to-date.  Obviously participants are not stepping over one another to bid up Broker/Dealer Investment Companies.

Click For Larger View:  https://schrts.co/NfGEAxvf

Above displays the big disconnect between what is happening surface level for the stock market and what is occurring under the surface. The two lines are depicting the well known S&P 500 Index.  One (the most well recognized) is the weighted S&P 500 identified by the black line.  Here a handful of large Tech oriented companies dominate the performance of this Index. Conversely the equal weighted S&P 500 Index is identified by the blue line.  Here all 500 companies have an equal impact on the performance of the Index. Similar to all of the above visuals here too we see when looking deeper into the stock market collective participants are leaving in the wake of their trading operations a less than enthusiastic forward looking view of the stock market as a whole.  Yet again, after the initial one month up burst to begin 2023 both lines then went hard south.  Our red horizontal line depicts how the equal weight S&P has since struggled for trend toggling either side of the 0% line while the weighted S&P trended upward. This speaks to a handful or so of very large companies primarily in the Tech space that have been painting a surface level picture that the stock market is – you pick the subjective phrase – constructive/vibrant/healthy.  Clearly per our deeper visuals collective stock market participants are offering notable concerns with their forward looking views of the stock market at large.  Like the parenting scenario, the behavior is not constructive but when does the consequence show up if said behavior does not change soon?  Nobody knows but what we do know is the stock market as a whole is struggling at best and that is a concerning message emanating from participants. This elicits a historical stock market storyline.  That is when the stock market incurs a notably negative downside timeframe it leaves the masses dazed and confused as to how that happened and how it seemed to “come out of nowhere.”  This while most times collective market participants were foretelling issues months in advance but few wanted to take note.  For our part, current day, we are taking note.  Again, this is not a crash prediction but rather a healthy respect for collective participant messaging – a message that is increasing in concern.  We are on full alert for improving behavior which would offer a counter to what has been occurring.   Until/if then we remain concerned about this on-going poor behavior. I wish you well…

Ken Reinhart

Director, Market Research & Portfolio Analysis

Footnote:

H&UP’s is a quick summation of a rating system for SPX9 (abbreviation encompassing 9 Sectors of the S&P 500 with 107 sub-groups within those 9 sectors) that quickly references the percentage that is deemed healthy and higher (H&UP). This comes from the proprietary “V-NN” ranking system that is composed of 4 ratings which are “V-H-N-or NN”. A “V” or an “H” is a positive or constructive rank for said sector or sub-group within the sectors.

This commentary is presented only to provide perspectives on investment strategies and opportunities. The material contains opinions of the author, which are subject to markets change without notice. Statements concerning financial market trends are based on current market conditions which fluctuate. References to specific securities and issuers are for descriptive purposes only and are not intended to be, and should not be interpreted as, recommendations to purchase or sell such securities. There is no guarantee that any investment strategy will work under all market conditions. Each investor should evaluate their ability to invest for the long-term, especially during periods of downturn in the market. PERFORMANCE IS NOT GUARANTEED AND LOSSES CAN OCCUR WITH ANY INVESTMENT STRATEGY.

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