Positive real rates fuel asset bubble: Morgan Stanley

437
2
Positive real rates fuel asset bubble: Morgan Stanley

The Federal Reserve's easy monetary policy and a spike in inflation have left investors with negative real interest rates that are fuel for asset bubbles, warned the chief investment officer of Morgan Stanley's wealth management division.

In a note Monday, Lisa Shalett, CIO of Morgan Stanley Wealth Management, said all-time low negative real rates are likely to create excesses and poor future returns. We are concerned that Fed policy is divorced from the fundamentals. Last week Fed Chair Jerome Powell stuck with a policy of patience on the timing of raising its benchmark interest rate, and said the outcome of the central bank s policy meeting as decidedly dovish, given the chair s ebullient economic outlook. The difference between the Fed-funds rate and the consumer- price index, which measures inflation, is the largest ever, according to the Morgan Stanley Wealth Management note. Shalett said the gap is the widest in the 60 year history of the inflation gauge, known as CPI.

Shalett said that risks of a market bubble are growing. She suggested that investors watch labor market data, valuations on 2022 forward earnings, and fear greed positioning gauges, which are closing in on extreme overbought conditions. According to the note, stock market investors have been putting stock in Fed s patience with interest rate hikes, with the central bank timeline for tapering of its monthly asset purchases apparently informing that confidence.

Shalett wrote that the Fed would reduce a month of $120 billion a month purchases of US Treasurys and $5 billion a month for mortgage-backed securities by $10 billion a month, signaling its intention to leave interest rates unchanged until June. Equity investors made a statement on a commitment to lower rates for longer, leaving valuations stretched, leaving the central bank's ommitment to lower for longer rates. The U.S. stock market is hitting a series of all-time highs during the pandemic, but it has hit a series of all-time highs. The Nasdaq Composite COMP, Dow Jones Industrial Average DJIA, and S&P 500 SPX indexes closed at new peaks on Monday.

Shalett wrote that stocks are stocks being stocked by excess liquidity and the Fed s dovish rhetoric about rate hikes. It s a dynamic that rewards devotion to passive investing in the S&P 500 index and its highly-valued largest constituents, which depend on a low-rate regime. She said thatnegative real rates boost long-duration and growth-oriented assets but contribute to asset bubbles and misallocation of capital.