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Mohamed A. El-Erian

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Market Inconsistencies Can Be Explained -- and Acted On

Posted: 02/24/2012 6:48 pm

One of the challenges investors face today is how to reconcile seemingly conflicting messages coming from different markets. Is Dow 13,000 consistent with a 10 year U.S. Treasury at 2 percent and gold at almost $1,800? Is $125 Brent oil consistent with cyclically low implied volatility in many market segments, as well as widening CDS spreads for Middle Eastern oil producers?

These are but some examples of what some market participants regard as inconsistencies (and what some policymakers feel is "typical" market irrationality). Yet they are rooted in four factors that investors need to understand well in order to navigate what is a remarkably fluid outlook for markets and, to use Federal Reserve Chairman Ben Bernanke's phrase, "an unusually uncertain" global economy:

Multi-speed world: While emerging countries are slowing and Europe is slipping into recession, the U.S. economy continues to heal. You see this in the recent numbers for the labor market, housing, confidence and other indicators. The net result is a rather complex and perplexing picture for the world economy as a whole. Importantly, some believe that the improvement is sustainable and, accordingly, the U.S. can regain its role as a locomotive for the globe; others feel that it is just a matter of time before external headwinds once again interfere with the country's growth momentum, similar to what happened in the last two years (and especially as the U.S. is yet to sufficiently address impediments that stand in the way of large and durable improvements in employment, housing and income distribution).

Impact of policies: Unusual policy activism on the part of central banks -- including floored interest rates and balance sheets that have ballooned to a previously unthinkable 20 percent of GDP for the Federal Reserve and 30 percent for the European Central Bank -- has inserted multiple wedges between valuations and the underlying fundamentals. It has also altered liquidity conditions and affected the functioning of certain markets. Moreover, as the real economy is unable to properly absorb all the liquidity injections, the spillover effects are consequential.

Difficulties in pricing geopolitical risk and bimodal distributions: Markets understandably find it very difficult to properly assign a risk premium to complex developments in Iran and Syria -- two countries that, given regional network effects, could emit a series of cross-border waves and, in the process, could greatly weigh on the oil market and, therefore, production costs, consumption trends and global economic activity. They also find it hard to price what is now a bimodal outlook for Europe. The result is a differentiated approach among market segments, with those closest to the phenomenons reacting differently from others.

Short-termism: As many investors remain on the sideline, and as the obsession for daily and weekly performance continues to dominate, short-termism is a major driver of market action. Momentum overrides fundamentals as investors "stay in the trade" until they see overwhelming evidence that the "trend has turned." This takes market differences to extremes.

All this is real and will be with us for some time, though the net impact will vary as the relative weight of the four individual influences fluctuates. Some investors will opt for tactical positioning that is subject to rapid changes. Others will prefer to focus strategically on the long-term.

Those investors who combine a deep understanding of the destination with an agile handling of the journey stand to benefit most.

This post originally appeared on CNBC.com.

 
One of the challenges investors face today is how to reconcile seemingly conflicting messages coming from different markets. Is Dow 13,000 consistent with a 10 year U.S. Treasury at 2 percent and gold...
One of the challenges investors face today is how to reconcile seemingly conflicting messages coming from different markets. Is Dow 13,000 consistent with a 10 year U.S. Treasury at 2 percent and gold...
 
 
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HUFFPOST SUPER USER
free reign
My country tis of thee!
11:45 AM on 02/27/2012
Regarding those closest to the phenomenons passing in bimodal economic outcomes in Europe: lmao
At what point is is allright to admit truth and let Greece default?
Observing OUR property getting shredded as parachutes protecting a couple of billionaires, including Germany's, is getting quite tiresome. Shadow puppets, would be a much less dangerous game to play. It would be over much quicker. March is the presumed date of implosion. Buying any more euros Bernanke?
04:12 PM on 02/26/2012
The price of oil is not inconsistent with world oil production being flat since 2004 and world oil demand rising due to China and other developing countries.
HUFFPOST SUPER USER
free reign
My country tis of thee!
11:26 AM on 02/27/2012
We are exporting more of the domestically extracted oil resources than we are using. The Constitution instructs our government to protect our property, NOT expose it to untaxed, non-citizen racketeering. The accumulation of oil profits by billionaires itself, drives oil far higher than demand would. The Fed pirating and floating trillions is another oil inflation mechanism. Both are treasonous acts.
Is it A-OK to siphon trillions of gallon of potable water from American aquifers and offshore it to another country that has poisoned it's resources? THEN force Americans to pay ungodly water prices to intl held private water companies?
11:33 AM on 02/26/2012
Moreover, as the real economy is unable to properly absorb all the liquidity injections, the spillover effects are consequential.
-----------------------------
UK Footsie is 20% overvalued. We pretend there are good reasons for the stupidly high market. Truth is money got nowhere else to go. Correction before summer.
HUFFPOST SUPER USER
hmagbie
11:03 AM on 02/26/2012
Oh please, the only cure for the cancer of Big oil, OPEC and the investment banking community is the repeal of the Commodities Modernization Act of 2000 and the Financial Modernization Act of 1999. Get speculators out of the Commodities markets and bring back Glass- Steagal.
11:35 AM on 02/26/2012
OPEC? Wrong decade. OPEC is banging it out for top dollar. Are you suggesting they are constraining output to maintain prices? Saudi Arabia, the client state, varies output to please US bosses. Other than that, it's max output.
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HUFFPOST SUPER USER
Jerry Frey
unCommon sense for the common good
11:43 AM on 02/26/2012
Agreed.
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unfoxworthy
We:ScottOlsens,the misfits,out to change the world
10:54 AM on 02/26/2012
What's nice about the market, Mohamed, is that Wall Street has become its own undoing.
Goldman, Morgan, BOA, etc etc have rigged the markets and everyone knows it.
i.e., the FIFTH "Inconsistency"
Placing money on the market is no longer an investment, but rather a long shot gamble.
Real Estate - the same thing.
A steady job - the same thing.
Education being able to support you and the price tag to obtain it - the same thing.
No longer investments - but gambles.
Greed - will be our undoing.
It's not an "inconsistency gauging" issue - but rather a mindset (issue).
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HUFFPOST SUPER USER
Jerry Frey
unCommon sense for the common good
11:46 AM on 02/26/2012
speculators do not serve the common good but only their own short-sighted self-interset
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andyboy
Little bit Country, little Chicago Blues
10:45 AM on 02/26/2012
I'm a very simplistic person who never graduated college but I go by just one truism as far as economics is involved and it's this:

Free markets mean free to gouge people for as much as you want with no interference.

Look at Oil & Gas prices. Wildly out of control. Why? Oil companies are busy soaking every last possible dime out of you and making what anyone with any sense of proportion would consider to be obcene profits. I mean $11 billion per quarter? Really? And that's just for one company for three months!

Ditto Pharmaceuticals. Ditto Health Insurance. Ditto healthcare Which we always forget to blame for jacking up the prices for medical care 15 -20% PER YEAR! I could go on but why bother?

De-regulation is code word for free-for-all of gigantic price increases to feed the ever greedier maw of the rich investor class. They demand more profit or else!

But as I said I'm just a dummy who hasn't a degree.
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HUFFPOST SUPER USER
Jerry Frey
unCommon sense for the common good
11:47 AM on 02/26/2012
You don't need a degree to have common sense.
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andyboy
Little bit Country, little Chicago Blues
07:49 PM on 02/27/2012
Thanks Jerry. Regulation is a dirty word today. Lobbyists paid to have it so. Politicians have been bemoaning and bad-mouthing reguation for three decades on behalf of their wealthy tycoon friends and now, just by virtue of repetition, it has become gospel. The spiral of energy, food, education and healthcare costs is dizzying. It's no wonder nobody but the rich can prosper. It's a free market frenzy.
10:45 AM on 02/26/2012
if people actually want to read something worth while, go to jermey grantham, his quartly news latter. he details what the market is, expected retur4ns over a certain number of years, states what he considers fair value to be, etc. you will see a world of difference between the real deal and this

here:
http://www.zerohedge.com/news/grantham-nails-it-industry-so-much-prefers-bullishnessso-does-press
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OliverTwist
Contrarian advocate for truth and justice
08:47 AM on 02/26/2012
Interesting insights on playing the investment casino, but of no use whatsoever in understanding why our governments are managing the economic system to keep the investment casinos rather than the economies healthy.
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andyboy
Little bit Country, little Chicago Blues
10:47 AM on 02/26/2012
Forest....trees. No concept of which is which. Typical I'm afraid. He doesn't want you to understand. Most likely he wants to increase your confidence that he can beat the system and invest your money and make a profit.
This user has chosen to opt out of the Badges program
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pshakkottai
retired engineer
01:29 PM on 02/26/2012
The plutocracy controls the government and promotes neo-liberal talking point economics. Economists also follow the same. The real economy is in accordance with modern monetary theory and is rarely mentioned.
http://pshakkottai.wordpress.com/2012/02/26/misunderstood-deficits/
HUFFPOST SUPER USER
greenj76
08:19 AM on 02/26/2012
The America that we knew 10 to 15 years ago is no longer at the peak of the pedestal as a world superpower and even the Arab Moslem world recognizes this as the case for America politically and economically. Much of the way that Israel is perceived is directly dependent upon its relationship with America. This report begs the question, where is the United States in Bible prophecy? Is it a superpower in the last days or not there at all?

The United States is not mentioned by name anywhere in Bible prophecy but it seems to refer to the United States and in fact all nations in Zechariah 14:2 when the ancient Jewish prophet wrote that at the end of the seven year Tribulation period, all nations will gather in Jerusalem. But before that, the superpower will be the Antichrist, the world dictator who will control a one world economic, political, and governmental system from Babylon in modern-day Iraq. This is foretold in Revelation 18. Under the leadership of Satan, Antichrist, and the False Prophet, this massive body of people will confront Jesus Christ as He returns to the Mount of Olives and then after the Battle of Armageddon, goes into the Temple on the Temple Mount in Jerusalem to set up His kingdom (Zechariah 6:12-13).
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HUFFPOST SUPER USER
Jerry Frey
unCommon sense for the common good
12:07 PM on 02/26/2012
Don't look to prophecy for the solution to our economic and social ills, neighbor. It begins with repentance, overcoming human nature, and ends with the Kingdom of God.

http://napoleonlive.info/judas-the-galilean-and-his-unterbrink-books/
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HUFFPOST SUPER USER
Steelsil
Warren/Grayson 2016! Yes We Can!
02:55 AM on 02/26/2012
This only makes sense if you believe in the infallible invisible hand of the market.  This myth was exploded some 350 years ago.

http://en.wikipedia.org/wiki/Tulip_mania
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OliverTwist
Contrarian advocate for truth and justice
08:51 AM on 02/26/2012
The sum of independent local optimums is not a global optimum.
HUFFPOST SUPER USER
DanInLA
11:32 AM on 02/26/2012
Your link supports the theory of the invisible hand.
01:44 AM on 02/26/2012
http://jessescrossroadscafe.blogspot.com/2012/02/aij-tokyo-asset-management-billions-in.html

AIJ Tokyo Asset Management: Billions In Customer Funds Are Missing

This is more Madoff than Corzine, but the song of unforeseen counterparty risk remains the same.

The Japanese regulators have decided to take a closer look to see how many more of the 299 asset management firms have funding problems like this.

Don't it always seem to go that you don't know what you've got 'til its gone?

Missing Funds at AIJ: Watchdogging Japan

The revelation that BILLIONS of DOLLARS may have gone MISSING FROM CLIENT FUNDS managed by a little-known Tokyo asset management firm highlights a sobering fact about Japanese financial regulation: It’s pretty spotty.

Japan’s financial watchdog Friday said investigators were looking into the alleged disappearance of “most of” the 183 billion yen, or about $2.3 billion, in pension-fund assets managed by AIJ Investment Advisors Co. Details are sketchy: regulators haven’t said exactly how much is supposedly lost, how many clients AIJ had, nor even whether they suspect foul play.

But we do know that if AIJ was doing anything wrong, the chances of its being caught out by Japan’s regulators were pretty slim.

Investment managers like AIJ are required to submit business reports to regulators once a year, Japan’s Financial Services Agency says. If those regulators suspect problems, they can carry out hearings. And some companies actually conduct voluntary audits of their own businesses. (AIJ was not one of them.)
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HUFFPOST SUPER USER
AlanBannacheck
President of the Deep Thoughts Association (DTA)
12:50 AM on 02/26/2012
It seems to me the almighty market worshiped by economists, governments, and individuals will fail us. It's elusive and unpredictable, and has become a casino. When hedge funds exist one cannot deny this is the case.
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HUFFPOST SUPER USER
A level Head
Consumption not investment requires subsidy
07:03 AM on 02/26/2012
The biggest factor that has changed the market in recent years is the influx of Middle Class Boomer money -- It lead to untold Billions chasing stocks which drove company valuations to levels that could never be reasonable supported by rational market dynamics. It is simply not realistic to value most companies in multiples of 50 - 100 - 200 times earnings.

This phenom lead to a huge bubble that exploded a few years ago and is certain to explode again as more boomers look to draw out income rather than simply look at the paper profits -- Those paper profits will simply vanish once it becomes apparent that they are not backed by supportable earnings.

Fiscal policy these past 4 years has been used to mask this obvious state of affairs by pumping the money supply -- Fiat money will not long be able to support what the middle class investors expect as an income stream from these investments.

If you believe the recent deflation of housing has been bad - Wait till it is coupled with REAL deflation of the equities markets.

To prosper requires added value production -- Paper pushing and service industry are in a healthy economic system adjuncts to that production and will never be a substitute for the long term.

The talking heads can explain away with whatever theory is the vogue of the month --- BUT all the explaining in the world can not change the basic laws of economics
10:32 AM on 02/26/2012
the only thing you are wrong about is deflation, it's demonized for certain intersts, not based on actual factual data.
as boomers pull money from markets, assets should drop, deflation maintain purchasing power. the problem is that central banks have allowed so much leverage that the financial system becomes insolvent with deflation.
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HUFFPOST SUPER USER
Jerry Frey
unCommon sense for the common good
12:09 PM on 02/26/2012
The free market is a myth.

http://napoleonlive.info/economics/unfair-competition-equals-free-trade/
tea poet society
the leftysts just want the mandate
12:43 AM on 02/26/2012
if you are reading these comments for investment advice, RUN!!!!!!!!!!!!!!!
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HUFFPOST SUPER USER
William1950
everything I say could be wrong.
12:34 AM on 02/26/2012
on top of the economic manipulation by the international bankers and wall street gamblers we are faced with growing unemployment that will not cease.. technology and automation have made many hours of human labor obsolete..
I don't know what will happen.... I do know I have grandchildren that I fear for.
HUFFPOST SUPER USER
free reign
My country tis of thee!
10:49 AM on 02/27/2012
DEBT is what happens. Pirating of TITLE to OUR PROPERTY is what happens.
TREASON makes this happen.
HUFFPOST SUPER USER
free reign
My country tis of thee!
10:55 AM on 02/27/2012
UNTAXED non-citizen interest accessing and pirating OUR earned and held wealth, THEN accessing American wealth through enormous floats of trillions to international bankers has STARVED revenues on blown-out inflation and overburdening need for cost of living support for the wage decimated public. Debt incurred by inflated costs, when added to OUR government excusing racketeers and FORCING US to hand over tax revenue, IS TREASON. Americans are losing property, while non-citizen, UNTAXED racketeers engorge themselves, defund and disarm our protections, AND OUTPRICE our life's necessities.
Why not support politicians that weaken American's protections?
This user has chosen to opt out of the Badges program
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ehjay
VOTE DEMOCRAT & SAVE AMERICA
12:21 AM on 02/26/2012
Trickery defined - "deception by stratagem".
Trickery is not Fraud, if the stratagem used to deceive is not illegal.
My accusation against Goldman is not Fraud but Trickery.

The BBC has blown the whistle on the strategem that Goldman Sachs created (a type of SWAP) to deceive the markets, some investors, and some Europen governments. The purpose of the G.S. strategem was to hide the true financial state of the Greek Treasury and their economy.

The point I make is this. Trickery whether legal or illegal is a barrier to trust as it's purpose is to deceive. Goldman Sachs, a global American corporation, has now been proven to have used trickery and is therefore untrustworthy. The Federal Reserve, the SEC, the US Treasury have demonstrated their incompetence by not discerning the trickery employed by G.S. and regulating against it, as that is a facet of their "cause d'etre".

The larger questions are these.
a) Has Goldman used, or is Goldman using, trickery in the American marketplace?
b) Are the SEC, Treasury, the FED, properly supervising Goldman and others?
c) Should the FED disallow G.S. from participating in the market for US Gov't paper.