08 May 2023

Fed Drives Volatility for the S&P 500

Full focus at a coffee shop by Tim Gouw via Unsplash - https://unsplash.com/photos/1K9T5YiZ2WU

In closing at 4136.25 in the trading week ending on Friday, 5 May 2023, the S&P 500 (Index: SPX) ended the week down just 0.8%. But that number doesn't quite express the extent to which volatility affected the index during the week that was.

The biggest market-moving news of the week was the Federal Reserve's quarter point rate hike, which its Federal Open Market Committee accompanied with a statement indicating they are considering changing direction. Despite being the biggest news covered in the media, because this move was well anticipated, it had very little effect on stock prices when it was officially announced at 2:00 PM EDT. That calm lasted for all of an hour, as stock prices began falling sharply after 3:05 PM.

What sent stock prices falling was new information that emerged during Federal Reserve Chair Jerome Powell's press conference, which had begun at 2:30 PM. We know from long observational experience that stock prices will begin reacting to news it wasn't expecting within 2-4 minutes after it arrives.

The new information that sent stock prices tumbling came in response to a question by Bloomberg Radio and Television's Michael McKee. Here's the full exchange:

MICHAEL MCKEE. Michael McKee for Bloomberg Radio and Television. Can you tell us something about what your policy reaction function is, your policy framework is going forward? When you look at the economy at the next meeting, are you looking at incoming data, which is, by definition, backward looking? Are you going to be forecasting what you think is going to happen? Are you ruling out the rate cuts that the market has priced in?

CHAIR POWELL. I didn't catch the last part. Rolling.

MICHAEL MCKEE. Markets have priced in rate cuts by the end of the year. Do you rule that out?

CHAIR POWELL. Yes. I'm sorry. Okay. I got it. So what are we looking at? I mean, we look at a combination of data and forecasts. Of course, the whole idea is to create a good forecast based on what you see in the data. So we're always, always looking at both. You know, and it will -- of course it'll be the obvious things. It'll be readings on inflation. It'll be readings on wages, on economic growth, on the labor market, and all of those many things. I think a particular focus for us going now over the past six, seven weeks now and going forward is going to be what's happening with credit tightening, are small- and medium-sized banks tightening credit standards, and is that having an effect on loans, on lending? And, you know, so we can begin to assess how that fits in with monetary policy. That'll be an important thing. I just -- you know, we'll be looking at everything. It's -- again, I would just point out we've raised rates by five percentage points. We are shrinking the balance sheet. And now we have credit conditions tightening, not just in the normal way but perhaps a little bit more due to what's happened. And we have to factor all of that in and make our assessment of -- you know, of whether our policy stance is sufficiently restrictive. And we have to do that in a world where policy works with long and variable legs. So this is challenging. But, you know, we will make our best assessment, and that's what we think.

MICHAEL MCKEE. What about the idea of rate cuts?

CHAIR POWELL. Yeah. So we -- on the Committee, have a view that inflation is going to come down, not so quickly, but it'll take some time. And in that world, if that forecast is broadly right, it would not be appropriate to cut rates, and we won't cut rates. If you have a different forecast and, you know, markets -- or have been from time to time pricing in, you know, quite rapid reductions in inflation, you know, we'd factor that in. But that's not our forecast. And, of course, the history of the last two years has been very much that inflation moves down. Particularly now, if you look at non-housing services, it really, really hasn't moved much. And it's quite stable. And, you know, so we think we'll have to -- demand will have to weaken a little bit, and labor market conditions -- conditions may have to soften a bit more to begin to see progress there. And, again, in that world, it wouldn't be -- it wouldn't be appropriate for us to cut rates.

Powell's indication the Fed would hold rates higher for longer than investors' previous expectations sent stocks much lower very quickly, as investors adapted their expectations of the Fed's next monetary policy steps. The S&P 500 went from being up half a point from where it opened to close the day down 0.7%, all in less than an hour. It then fell further the next day, only recovering on Friday, 6 May 2023 on the strength of Apple's positive earnings news and the stabilization of expections for when the Fed would begin cutting interest rates.

More on that later. The combined effect of all this activity was to put the S&P 500's trajectory onto a volatile ride, only to end the week just a bit below the mid-point of the redzone forecast range on our alternative futures chart:

Alternative Futures - S&P 500 - 2023Q2 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 5 May 2023

We've already covered the week's biggest market-moving news, but other stuff happened that also affected the forward-looking outlook for investors during the week that was. Here's our summary of those headlines:

Monday, 1 May 2023
Tuesday, 2 May 2023
Wednesday, 3 May 2023
Thursday, 4 May 2023
Friday, 5 May 2023

After the Fed’s quarter point rate hike on 3 May 2023, the target range for the Federal Funds Rate stands at 5.00-5.25%. The CME Group's FedWatch Tool anticipates the Fed will switch gears, with this target range marking the top for the series of rate hikes it initiated in March 2022 to combat President Biden’s inflation. The FedWatch Tool projects the Fed will hold the Federal Funds Rate at this level until its 20 September (2023-Q3) meeting, at which time the Fed will initiate a series of quarter point rate cuts at six-to-twelve-week intervals to address building recessionary conditions in the U.S. As of 5 May 2023, those cuts are expected to reduce the Federal Funds Rate’s target range to 2.75-3.00% by 6 November 2024 (2024-Q4), which is the most distant forecast currently available.

The Atlanta Fed's GDPNow tool projects a real GDP growth rate of +2.5% in 2023-Q2, up from the +1.7% growth rate it forecast a week earlier. The so-called "Blue-Chip" consensus forecast of real GDP growth in the current quarter of 2023-Q2 is more pessimistic with estimates ranging between -1.1% and +1.3%. The central estimate of the Blue-Chip forecast is for +0.2% annualized growth.

Image credit: Photo by Tim Gouw on Unsplash.