Monthly Archives: March 2010

DURABLE GOODS ORDERS RISE FOR THIRD STRAIGHT MONTH

This morning’s update on new orders for durable goods reminds that the cyclical forces of recovery are bubbling. It’s still unclear how deeply and how soon the recovery will spill over into the labor market. As long as that uncertainty persists, there’s some doubt about strength of the economic rebound overall. Meantime, it’s clear for the moment that the trend in the manufacturing sector continues to claw its way back from the steep losses of 2008.

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A RAINBOW OF RISK FACTORS

In the six decade-history of modern finance, the basic lesson is that risk matters. Managing risk, in other words, is more productive than chasing return. But what exactly is risk? Alas, there are no easy answers, but at least there’s a beginning.
Financial economics has been uncovering what risk means for decades, refining our understanding of financial hazard and, more importantly, how it’s priced and what it all implies for portfolio design. At the basic level, market risk—beta—is the elephant in the room. Unless you’re willing to hold extreme portfolios—a handful of securities, for instance—beta will cast a long shadow over risk and return.

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HEALTH CARE REFORM & MARKET (IN)EFFICIENCY

One pundit notes that the lack of heavy selling today in equities (the S&P 500 was up about 0.5%) implies that the market “doesn’t fear healthcare reform,” via Andrew Leonard at Salon.com. Paul Krugman echoes the point on his blog: “if Obamacare is such a disaster for the economy, where’s the market reaction?”
Does this mean the market’s efficient after all? Or, to take the opposite view: Is the market inefficient and therefore its muted reaction is a sign that healthcare reform is really bad news for the economy–bad news that the market doesn’t perceive?

WILL HEALTH CARE “REFORM” REALLY LOWER THE DEFICIT?

The health care reform bill has passed the House and the only thing standing in its way from becoming law is the Senate. Although Republicans are expected to put up a fight, it’s unlikely that they’ll succeed in keeping the bill from the President’s desk, where Obama will sign it and proclaim victory.
Among the many questions that surround the health care legislation is cost. At a time when the U.S. budget is already saddled with hefty doses of red ink, there’s a growing debate about how the new health care bill will help, or hinder, the cause of fiscal probity.

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GREENSPAN’S BUBBLE REVIEW DU JOUR

“All bubbles burst when risk aversion reaches its irreducible minimum,” former Fed chairman Alan Greenspan writes in a new paper—“The Crisis”—for the Brookings Institution. That minimum, he advises, arrives with “credit spreads approaching zero, though analysts’ ability to time the onset of deflation has proved illusive.”

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IS IT GETTING BETTER? OR JUST NOT GETTING WORSE?

Sometimes the waiting game is the only game in town when it comes to evaluating the economic numbers du jour. That seems to apply to this morning’s updates in consumer inflation and weekly jobless claims. The news tends to be encouraging, but we’re still a long way from declaring victory.

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