FT, Nov. 9 2015
US is suffering a profits recession
by Russ Koesterich

It is easy to forget that when market volatility first started to rise 
in late June, investors were reacting to concerns over rising interest 
rates and a pending Federal Reserve tightening. Since then, the focus of 
anxiety has shifted from rates to growth, a fear that only intensified 
as weakness spread from emerging markets to commodities to European 
exporters. Today, investors are increasingly worried that even the 
mighty US economy will succumb to a global slowdown.

Fortunately, signs of a pending US recession are few. However, there may 
be indications another “recession” has already hit: one of profits.

Certainly the economy is slowing, but we are probably witnessing another 
reversion to the new mean of 2 per cent growth, rather than something 
more acute. The US is not immune to the turbulence that began in 
emerging markets, but some of those disruptions come with silver 
linings: the resulting drop in rates and energy prices both support the 
US household sector. There is also little risk of the Fed prematurely 
derailing the recovery. Given the recent collapse in inflation 
expectations, an aggressive Fed is arguably the least of the market’s 
worries.

Leading indicators also provide some comfort. Before the last recession 
there were red flags. Several leading indicators, including the 
Conference Board’s Index of Leading Indicators as well as the Chicago 
Fed National Activity Index, began a steady decline in the spring of 
2006, a full 18 months before the start of the recession. Now, few 
measures are suggesting robust growth but instead a slow but positive 
expansion over the next three to six months.

That said, this relatively sanguine outlook comes with an important 
caveat: few indicators provide much warning outside of the next few 
quarters. A recession may not be lurking before next spring, but the 
outlook gets cloudier the farther out you look.

However, while the US may not be at imminent risk of an economic 
recession, the disappointing earnings companies are reporting suggest it 
may already be suffering through a profits recession.

Looking back at history, profits recessions typically accompany economic 
recessions. This should not come as a surprise. Historically, the 
biggest determinant of earnings growth is revenue growth, which is 
itself a function of economic growth. Looking back at more than 60 years 
of national accounts, corporate profits data demonstrate the importance 
of economic growth for corporate profitability; quarterly changes in 
real GDP explain roughly 30 per cent of the variance in quarterly 
earnings growth.

Given this relationship, in the absence of an economic recession why 
should investors worry about a profits recession? The reason is that 
there have been exceptions, periods when the economy was expanding but 
corporate profits temporarily fell. Unfortunately, those periods have 
coincided with two trends that are evident today: a stronger dollar and 
lower oil prices.

The most recent example was in 1998. Despite a stellar economy, 
corporate profits were falling. Similar to today, part of the blame 
could be attributed to the strong dollar. From the summer of 1996 
through the summer of 1998 the dollar appreciated roughly 20 per cent 
against a basket of its peers. The rapid appreciation of the dollar put 
a squeeze on US exporters.

In contrast, the profits recession of 1986 occurred coincident to a 
period of dollar weakness. In 1985 the dollar started a long-term 
decline and, similar to today, a collapse in oil prices contributed to 
the following year’s profits recession. West Texas Intermediate crude, 
the US benchmark, fell from more than $30 a barrel in the spring of 1984 
to just over $10 a barrel by July of 1986.

What do these incidents suggest about the current situation? While we 
are probably experiencing a profits recession, or at least a profits 
drought, it should not be long or deep. With US growth on a lower than 
expected trajectory and the Fed likely to be particularly timid in 
raising rates, further dollar appreciation is likely to be more muted 
and slower. As for oil, in the absence of another significant drop, the 
negative impact of lower oil should start to fall out of energy company 
earnings by the first quarter of next year.

Investors looking to 2016 should look past this temporary profits 
drought and focus on the real economy. How the US fares in 2016 is 
likely to hold the key to whether the current profits blip is simply an 
interruption in the bull market or the beginning of the end.

Russ Koesterich is global chief investment strategist at BlackRock
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