Monthly Archives: September 2011

How Much More Of This Can The Economy Take?

Initial jobless claims are moving higher again. It’s not terribly surprising after another summer of economic discontent. In recent weeks there was some hope that new filings for unemployment benefits (a key leading indicator) was stuck in neutral, albeit at elevated levels. Now even that thin reed seems to be giving way as the numbers edge higher. Maybe it’s noise; maybe we’re in another one of those extended head fakes that have plagued these numbers several times in the recent past. Maybe, maybe, maybe.

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Strategic Briefing | 9.14.2011 | The Crisis In Europe

Moody’s Downgrades 2 French Banks
The New York TImes | Sep 14
Moody’s downgraded two of France’s biggest banks Wednesday and maintained the rating for a third bank under review, highlighting the escalating worries about the European banking system and renewing jitters in the global financial markets. Mounting worries about the exposure of three leading French banks — Société Générale, Crédit Agricole and BNP Paribas — to Greece and their ability to handle a potential default by Greece on its debt had sent the stocks of all three financial institutions sharply lower in recent days.

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Another Attempt At Looking Forward

Forecasting risk premiums is a dirty business, but it’s necessary unless you’re truly a buy-and-hold investor with a very long time horizon. How many individuals fit into that category? Very few is probably a good estimate. For the rest of us, developing some intuition about expected risk premiums—the returns that are left after subtracting a risk-free rate a la Treasury bills—is useful, perhaps essential. It can be dangerous as well, but that’s the nature of toiling in risk.

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The Real Yield: A Critical Factor In The Current Climate

Conventional wisdom says that gold prices are a reliable indicator of the prevailing inflation winds. At best, that’s only a half-truth. The relationship between the precious metal and inflation is a two-way street. Yes, gold tends to rise when inflation’s trending higher. The linkage inspires the belief that the commodity’s price rises are driven solely by rising inflation. But gold prices can also increase during periods of disinflation and deflation. The lesson is that the crucial factor for gold prices is the real (inflation-adjusted) interest rate, which ebbs and flows over time.

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Book Bits For Saturday: 9.10.2011

That Used to Be Us: How America Fell Behind in the World It Invented and How We Can Come Back
By Thomas L. Friedman and Michael Mandelbaum
Review via The New York Times
“That Used to Be Us” is a morality play, in which responsible and irresponsible leaders contend against one another: the senator willing to make compromises against the senator who cravenly signs a no-tax pledge; the C.E.O. rebuilding a manufacturing plant against the banker engaged in paper manipulations; the governor who persuades teachers to rewrite their contract to end tenure for the incompetent against the politicians who dismiss today’s deficits as tomorrow’s problem.

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Macro Solutions, Practical And Otherwise

President Obama outlined a new plan to create jobs last night in his speech before a joint session of Congress, although the old debate about what’s keeping the economy from recovering in a meaningful way rolls on. But if the perspective appears fuzzy on cause and consequence, Paul Kasriel, chief economist at Northern Trust, insists that your perspective isn’t properly focused. As a solution, he dispatches a crisp review of what went wrong and what, in theory, could go right, assuming a certain institution headed by one Ben Bernanke acts decisively.

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The Chronic Pain Of Jobless Claims

The risk of a new recession is higher, but it’s not obvious that it’s at the tipping point. A number of traditional indicators that have an encouraging history of dispensing early warning signs are still in the growth column, if only slightly. But there’s also a set of deteriorating numbers that counteract the positives, as today’s update on new jobless claims reminds. No wonder that some analysts say there’s a 50/50 chance of a downturn.

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The Power Of Two Simple Investing Ideas

In theory, the recent increase in market volatility opens the door for superior results from active management. In practice, it’s still hard to beat relevant benchmarks. You wouldn’t know it from the promises from the usual suspects, but the numbers suggest another reality.

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Another Look At Volatility Hedging

Can market volatility be tamed? Sure, but it comes at a price, usually in the form of reduced return. The real question is whether you can tame volatility without materially lowering expected return. Analysts have been dissecting this problem for years, although interest in the topic has exploded lately for obvious reasons. One of the more intriguing strategies is available through a new breed of hedging strategies designed by several large investment banks. A number of financial planners are using the products, which have been stress-tested during the recent market turmoil. How do these strategies hold up upon closer inspection? For some perspective, take a look at my article in the September issue of Financial Advisor.