White Papers | 27 March 2017

Six Impossible Things Before Breakfast

Executive Summary

In order to make sense of today’s pricing, you need to believe in six impossible (or perhaps just very improbable) things.

  1. Secular stagnation is permanent and rates will stay low forever. As we have argued at length elsewhere, secular stagnation is a policy choice and we could exit it reasonably quickly by implementing appropriate policies.
  2. The discount rate for equities depends on cash rates. This is nothing more than a belief. It has no foundation in data and not a scrap of evidence exists that supports this hypothesis.
  3. Growth rates and discount rates are independent. This is a very questionable assumption. If it is false, then it makes the “Hell” outcome that Ben Inker has discussed in previous Quarterly Letters less likely, unless the first two beliefs hold completely.
  4. Corporates carry out buybacks ad nauseum, raising EPS growth despite low economic growth. This would imply rising leverage, which is already close to all-time highs. Remember Minsky: Stability begets instability.
  5. Corporate cash piles make the world a safer place. Cash levels aren’t high by historic standards, and valuations are extreme even when cash is fully accounted for.
  6. The “Hell” scenario is the most probable outcome. This requires “this time is different” to be true and, unlike Jeremy Grantham, I am not yet ready to assign this exceptionally useful rule of thumb to the waste bin of history. Put another way, Hell requires that stock prices have reached a “permanently high plateau,” and I’m not about to embrace that statement.

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Disclaimer: The views expressed are the views of James Montier through the period ending March 2017, and are subject to change at any time based on market and other conditions. This is not an offer or solicitation for the purchase or sale of any security and should not be construed as such. References to specific securities and issuers are for illustrative purposes only and are not intended to be, and should not be interpreted as, recommendations to purchase or sell such securities.
Copyright © 2017 by GMO LLC. All rights reserved.
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