08 July 2024

S&P 500 Rises as Bad News Shifts Investor Focus to 2024-Q3

An editorial cartoon of a Wall Street bull reading a newspaper with the headline 'BAD NEWS IS GOOD 4 STOCKS 4 NOW'. Image generated with Microsoft Copilot Designer.

The S&P 500 (Index: SPX) had a strong week to start the calendar quarter for 2024-Q3. The index climbed nearly two percent from the previous week's close to end the trading week at 5,567.19, a new record high.

Unfortunately, it was one of those weeks where bad economic news for the U.S. led to the rise of stock prices. The combination of rising unemployment numbers that are close to triggering former Fed economist Claudia Sahm's recession indicator with signs of slowing real GDP growth.

The latter was signaled by the Atlanta Fed's GDPNow tool's forecast of annualized real GDP growth rate during 2024-Q2, which dropped to +1.5% from the +2.2% growth projected a week earlier. The GDPNow tool's forecast for real GDP growth rate in 2024-Q2 has more than halved over the past two weeks.

So how does that bad news translate into rising stock prices? The bad news increases the probability the Federal Reserve will act to cut short term interest rates in the U.S. during the now current quarter of 2024-Q3. Investors had been focusing on 2024-Q4 in recent weeks, but shifted their forward-looking focus toward the nearer term quarter of 2024-Q3 during this past week.

That's important because the CME Group's FedWatch Tool forecasts the Fed will hold the Federal Funds Rate steady in a target range of 5.25-5.50% until 18 September (2024-Q3), when the tool anticipates the Fed will start a series of 0.25% rate cuts on that date that will take place at 6-to-12 week intervals well into 2025.

The change in how far forward investors are setting their investing time horizon then accounts for the reaction of stock prices to this information. According to the dividend futures-based model, stock prices will rise if the expectations for the rate of change of dividend growth in the quarter to which they fix their forward-looking attention is more positive than what is expected for the quarter in which they had been focusing upon. The latest update to the alternative futures chart shows that change, with the trajectory of the S&P 500 now closely aligned with where the model predicts the index would be when investors are closely focused on 2024-Q3.

Alternative Futures - S&P 500 - 2024Q3 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 5 Jul 2024

For her part, Sahm is calling for the Federal Reserve to start cutting the Federal Funds Rate sooner rather than later:

Sahm, chief economist at New Century Advisors, said the central bank is taking a big risk by not moving now with gradual cuts: By not taking action, the Fed risks the Sahm Rule kicking in and, with it, a recession that potentially could force policymakers to take more drastic action.

“My baseline is not recession,” Sahm said. “But it’s a real risk, and I do not understand why the Fed is pushing that risk. I’m not sure what they’re waiting for.”

“The worst possible outcome at this point is for the Fed to cause an unnecessary recession,” she added.

There was more that happened to shape the future expectations of investors during the week that was. Here's a quick review of the market moving headlines from the Independence Day holiday-shortened trading week.

Monday, 1 July 2024
Tuesday, 2 July 2024
Wednesday, 3 July 2024
Friday, 5 July 2024

Image credit: Microsoft Copilot Designer. Prompt: "An editorial cartoon of a Wall Street bull reading a newspaper with the headline 'BAD NEWS IS GOOD 4 STOCKS 4 NOW'".