Inflation expectations have diverged from crude oil prices

The Daily Shot: 18-Nov-24
The United States
Canada
The United Kingdom
Europe
China
Emerging Markets
Commodities
Energy
Equities
Credit
Rates
Global Developments
Food for Thought



 

The United States

1. Retail trade posted a strong gain last month, …
 

 
Source: Reuters   Read full article  
 
… boosted by vehicle sales (2 charts).
 

 

 
Retail sales excluding autos were relatively soft.
 
Retail sales ex autos and gas:
 

 
Retail sales control group (a decline):
 

 
Here is a look at real retail sales over time.
 

——————–

 
2. US factory output fell again last month, …
 

 
… weighed down by Boeing’s challenges and the impact of the hurricanes.
 

 
Source: MarketWatch   Read full article  
 
Capacity utilization continues to sink.
 

——————–

 
3. The NY Fed’s index of regional factory activity surged this month, …
 

 

 
… potentially signaling improvement at the national level (ISM).
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
Hiring improved.
 

 
Indices of price expectations rose sharply.
 

 
Source: MarketWatch   Read full article  
 
However, economists were skeptical about this jump in NY-area manufacturing activity.

Pantheon Macroeconomics: – … the rebound in the Empire State manufacturing index likely partly reflects issues with seasonal adjustment. The index has jumped by between 10 and 15 points in November in the last three years, after collapsing in October, and the plunge in October 2024 was even more pronounced than usual. The limited geographical coverage and small sample size of the Empire State survey further undermines the case for concluding the malaise in the manufacturing sector is lifting. Only an average of the five regional manufacturing surveys usually says something informative about the sector’s performance, and the Empire State survey is the first of the bunch each month. With the dollar appreciating and tariffs potentially looming on imports that manufacturers rely upon, we see little reason to think that the sector is suddenly turning a corner.

——————–

 
4. The Atlanta Fed’s GDPNow estimate for Q4 GDP growth is holding at 2.5% (annualized).
 
Source: Federal Reserve Bank of Atlanta  
 
5. US financial conditions tightened last week, driven by a stronger dollar, rising Treasury yields, and a weaker stock market.
 

 
6. Inflation expectations have diverged from crude oil prices.
 
Source: @TheTerminal, Bloomberg Finance L.P.  


Back to Index

 

Canada

1. Existing home sales jumped last month (2 charts).
 

 
Source: Oxford Economics  

——————–

 
2. Surveys suggest wage growth will continue to moderate.
 
Source: Capital Economics  


Back to Index

 

The United Kingdom

1. As noted on Friday, UK GDP growth in Q3 was disappointing, though domestic demand remained relatively strong.
 
Consumer spending:
 

 
Business investment:
 

 
However, external demand was soft (2 charts).
 

 
Source: Pantheon Macroeconomics  

——————–

 
2. The production-based monthly GDP index declined in September.
 

 
Manufacturing (small decline):
 

 
Services (roughly flat):
 

 
IT services registered a decline.
 

 
Construction output (roughly flat):
 

 
3. The trade deficit widened.
 

——————–

 
4. Gilt yields remain elevated as the GBP maintained its downtrend since the Truss budget debacle in 2022.
 
Source: Alpine Macro  
 
5. FTSE 100 breadth has significantly weakened, although more stocks appear oversold.
 
Source: Damanick Dantes; Bloomberg  


Back to Index

 

Europe

1. Poland’s economy unexpectedly contracted last quarter.
 

 
Source: ING   Read full article  
 
Poland’s budget deficit has blown out.
 

——————–

 
2. The next chart shows trends in EU foreign direct investment in China.
 
Source: Rhodium Group   Read full article  


Back to Index

 

China

1. Utilized foreign direct investment is at multi-year lows.
 

 
2. Here is a look at real estate transactions (1-year moving average).
 
Source: Arcano Economics  
 
3. This chart compares China’s exports to the US, EU, and Japan (combined) with its exports to the rest of the world.
 
Source: BofA Global Research  


Back to Index

 

Emerging Markets

1. Argentina’s government continues to run a surplus.
 

 
2. Here is a look at Brazil’s trade with the US and China.
 
Source: @bpolitics   Read full article  
 
3. Economists have been reducing their estimates for South Africa’s inflation next year.
 

 
4. Turkey’s government budget deficit widened sharply last month.
 

 
5. Thailand’s GDP growth topped expectations.
 

 
6. Local government debt has underperformed USD-denominated bonds in dollar terms as the dollar surged.
 

 
7. How would a broad 10% US tariff affect various countries’ equity markets? Below is an AI-assisted scenario analysis.
 

 
8. Finally, here is the performance data from last week.
 
Currencies:
 

 
since Nov 5th:
 
Source: @x1skv, @TheTerminal, Bloomberg Finance L.P.   Read full article  
 
Bond yields:
 

 
Equity ETFs:
 


Back to Index

 

Commodities

1. US rice futures are rebounding.
 

 
2. This chart shows last week’s performance across key commodity markets.
 


Back to Index

 

Energy

1. US fracking activity has been slowing.
 

 
2. Investors are betting on grid equipment stocks as clean energy shares retreat.
 

 
Source: @climate   Read full article  


Back to Index

 

Equities

1. The S&P 500 retreated from the upper boundary of its uptrend channel.
 
Source: Deutsche Bank Research  
 
2. Semiconductor stocks pulled key indices lower on Friday.
 

 
Source: Reuters   Read full article  

——————–

 
3. How are stocks performing relative to other close presidential elections?
 
Source: Deutsche Bank Research  
 
4. Defensives continue to underperform.
 

 
Here is healthcare.
 
Source: Barron’s   Read full article  

——————–

 
5. Equity positioning and flows have been significantly stronger than during previous closely contested presidential elections.
 
Source: Deutsche Bank Research  
 
Equity flows (2 charts):
 
Source: BofA Global Research; @dailychartbook  
 
Source: Goldman Sachs; @WallStJesus  
 
Goldman’s sentiment indicator (deep in stretched territory):
 
Source: Goldman Sachs  

——————–

 
6. Here is a look at a measure of equity risk premium by sector.
 
Source: Simon White, Bloomberg Markets Live Blog  
 
7. Investment managers are ecstatic, according to a survey by S&P Global.
 
Source: S&P Global PMI  
 
Which sectors are investment managers favoring to outperform over the next 30 days?
 
Source: S&P Global PMI  

——————–

 
8. Finally, we have some performance data from last week.
 
Sectors:
 

 
Equity factors:
 

 
Macro basket pairs’ relative performance:
 

 
Thematic ETFs:
 

 
Largest US tech firms:
 


Back to Index

 

Credit

1. Leveraged loan flows have been robust as the market scales back Fed rate cut expectations (investors are favoring floating-rate coupon products).
 
Source: BofA Global Research; @dailychartbook  
 
Source: BofA Global Research  

——————–

 
2. All-in yields on US investment-grade bonds are relatively attractive despite tight spreads.
 
Source: Torsten Slok, Apollo  
 
3. Goldman still expects wider spreads in the coming months.
 
Source: Goldman Sachs; @MikeZaccardi  
 
4. Here is a look at last week’s performance data.
 


Back to Index

 

Rates

1. Momentum behind the 2-year Treasury yield’s gains is starting to slow.
 
Source: Aazan Habib, Paradigm Capital  
 
2. Long-term Treasury bonds are entering a seasonally strong period.
 
Source: SentimenTrader  


Back to Index

 

Global Developments

1. Here is a look at market reactions to the 2024 election results compared to 2016 (2 charts)
 
Source: @Maverick_Equity  
 
Source: JP Morgan Research; @WallStJesus  

——————–

 
2. Next, we have some performance data from last week.
 
Currencies:
 

 
Bond yields:
 

 
Equity indices:
 

 
USD-denominated equity ETFs:
 


——————–

Back to Index

 

Food for Thought

1. Income disparity between the richest and poorest 10% across countries:
 
Source: Our World in Data  
 
2. Life expectancy:
 
Source: Our World in Data  
 
3. Time since last cancer screening among US adults over 45:
 
Source: @CivicScience   Read full article  
 
4. Twitter account deactivations spike as users quit the platform after the US election:
 
Source: Similarweb   Read full article  
 
5. Trump’s vote share gains since 2020 across counties by economic health:
 
Source: @WSJ   Read full article  
 
6. Broadway show attendance:
 
Source: Torsten Slok, Apollo  
 

——————–


Back to Index