07 February 2022

Two Emerging Scenarios for the S&P 500's Future

The U.S. stock market is nothing if not the most incredible information absorption tool ever developed, continually responding almost instantaneously to the random onset of new information.

But which new information are investors weighting the most in setting their expectations for the future?

That question arises because we've developed two different scenarios based simply on how investors are factoring the prospects for the Fed's expected rate hikes in 2022. In the first scenario we're presenting in this article, we're assuming that the Fed's recent 26 January 2022 meeting played an outsized role influencing the future expectations of investors, where we find the level of the S&P 500 (Index: SPX) is elevated above where we would expect it to be for investors focusing in on how the Fed will act during the current quarter of 2022-Q1:

Alternative Futures - S&P 500 - 2022Q1 - Standard Model (m=-5.0 from 16 June 2021) - Snapshot on 4 Feb 2022

In our second scenario, we're treating the Fed's 26 January 2022 meeting as if it were just a noisy outlier temporarily affecting a well established trend, with investors continuing to treat the S&P 500 as they have since 16 June 2021:

Alternative Futures - S&P 500 - 2022Q1 - Standard Model (m=-2.5 from 16 June 2021) - Snapshot on 4 Feb 2022

In this past week, this second scenario would appear to be the stronger one in terms of explaining the evolution of U.S. stock prices.

Regardless, we expect the S&P 500 to eventually settle according to the assumptions investors are developing for the future, which means we get to keep paying close attention to the one thing that's affecting those assumptions more any any other factor right now. The random onset of new information.

Speaking of which, here's a sampling of what investor had to digest during the first week of February 2022.

Monday, 31 January 2022
Tuesday, 1 February 2022
Wednesday, 2 February 2022
Thursday, 3 February 2022
Friday, 4 February 2022

As of the close of trading on 4 February 2022, the CME Group's FedWatch Tool projects rate hikes in March 2022 (2022-Q1), May 2022 (2022-Q2), July (2022-Q3), and December (2022-Q4). Although we should point out the tool's results look a little haywire right now, in that it forecasts a quarter point rate cut in September, followed by a half point rate hike in December 2022. Based on Reuters' reporting on Friday, 4 February 2022, the Fed is seeking to set expectations for quarter point rate hikes, of which there will be four hikes in 2022 with no cuts if all goes according to plan. (Unless, of course, something really goes wrong with the economy.)

Finally, checking on the Atlanta Fed’s GDPNow tool, it is still forecasting a 0.1% real GDP growth rate for the U.S. economy in the first quarter of 2022.