25 September 2023

The S&P 500 Enters the Scary Season After Fed Signals Rates Higher for Longer

Angry Bear Mask image created with AI assistance by Gabriel Colmenares via Wikimedia Commons - https://commons.wikimedia.org/wiki/File:Angry_bear_mask.jpg

The S&P 500 (Index: SPX) was rocked by the outcome of the Federal Reserve's two day meeting ending on Wednesday, 21 September 2023. The index dropped 2.9% from the previous week's close to end the week at a level of 4320.06.

Almost all of the week's drop for the S&P 500 was concentrated in the period after the Fed announced it would not hike interest rates in September 2023 but signaled it would hold rates higher for longer than investors had previously expected. The effect of that change can be seen in the CME Group's FedWatch Tool, which now projects the Fed will hold the Federal Funds Rate steady in a target range of 5.25-5.50% through July (2024-Q3), six weeks longer than expected last week. Starting from 31 July (2024-Q3) however, investors expect deteriorating economic conditions will force the Fed to start a series of quarter point rate cuts at six-to-twelve-week intervals through the end of 2024.

The prospect of holding rates higher for longer was especially felt by the debt-laden firms that make up the Nasdaq 100 index (Index: COMP) and real estate firms, many of which are components of the S&P 500. As for the dividend futures-based model, we find the trajectory of the S&P 500 is still consistent with investors holding their attention on the end of 2024, with the index now in the lower half of the redzone forecast range. Here's the latest update of the alternative futures chart:

Alternative Futures - S&P 500 - 2023Q3 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 22 Sep 2023

Here's our summary of the week's market-moving headlines, where you'll find most of the action in the latter part of the week that was:

Monday, 18 September 2023
Tuesday, 19 September 2023
Wednesday, 20 September 2023
Thursday, 21 September 2023
Friday, 22 September 2023

The Atlanta Fed's GDPNow tool's forecast of annualized real growth rate during 2023-Q3 held steady at +4.9%.

Image credit: Angry Bear Mask image created with AI assistance by Gabriel Colmenares via Wikimedia Commons. Creative Commons. CC0 1.0 Universal (CC0 1.0) Public Domain Dedication.