PKB's Market Espresso
February 15, 2024

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US inflationunder the lens

Consumer Price Index (CPI) in January disappointed – Disinflation on a bumpy path – The market adapts and has priced no Fed cuts in March and May

  • CPI Ex-Food & Energy in January +3.9% (+3.7 expected) 
  • Further goods disinflation is unlikely as  supply chains have already relaxed 
  • Services inflation remains above 3%, growth  in rents has room to moderate markedly, but services disinflation ex-rents needs a softer labor market. Some patience is required

Reporting season tracker

Q4 earnings keep tracking ahead of expectations,  albeit much more in US than Europe: 

US: 322 of S&P500 companies reported (01.01.-12.02.): 

  • 69% revenue beats vs. 5-year average of  68% and 10 year average of 64% 
  • 82% Earnings Per Share beats vs. 5-year  average of 77% and 10-year average of 74%

Europe: surprise summary (29% of Bloomberg Europe  600 index as of 9.2.2024)

Bitcoin «halving»

  • According to Nakamoto’s algorithm, supply  of bitcoin halves at regular intervals
  • Given the existing stock, “stock-to-flow”  goes to 118. Gold, for contrast, has a ratio  of only 56. Bitcoin is far more scarce 
  • Miners will earn half their remuneration.  Cantor Fitzgerald estimates that half of the  major ones will not break even:  consolidation ahead

Bonds looking for signals

  •  Yields continue their correction higher as  there are no new signals in favour of the  imminent cut scenario 
  • Investors have further reduced the number  of expected rate cuts in the next 12  months (now expecting around 5 cuts for  both, the Fed and the ECB) 
  • After the US CPI data and German ZEW,  the focus will be on the US Retail Sales  and GDP data at the end of the month

Commercial Real Estate

  • Commercial Real Estate (CRE) markets  have been in a sharp decline as last year’s  spike in interest rates compounded  challenges from the shift to work-from-home  and changing retail behavior 
  • US CRE contagion is now moving to  Europe  
  • The ECB is signaling to lenders that they  may face higher capital requirements if  they have an insufficient handle on risks they face from commercial real estate
  •  CRE risks remain, but are unlikely to  cause a major shock to the markets and  will remain a concern for some time 
  • Overall scenario for spreads remains  constructive, with volatility expected to  increase only in more leveraged names
  • Market appetite still high after record  issuance in January

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The financial products described in this publication are not suitable for all investors. The information contained in this publication does not represent any financial, legal, tax and/or other recommendations. Any investment or other decision should not be made solely on the basis of this document. Before making any investment decision, it is recommended that you seek a thorough examination of your situation and the advice of a qualified specialist.
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The analyses and forecasts contained in this publication are based on assumptions, estimates and hypothetical models which may prove to be incorrect and therefore lead to substantially different results.