Is Recession Coming?

Fidelity Viewpoints says key data suggests any slowdown is a ways off.

  • Geopolitical, supply chain, and policy changes are increasing inflation and interest rates

  • Economy is growing, in mid-cycle of the business phase when stock prices may rise despite volatility

  • Strong GDP, consumer spending, low unemployment, and rising wages are likely to prevent recession in the short term

  • History shows inverted yield curves forecast recession like autumn forecasts winter; one follows the other but nothing says when the snow will begin. Time between inversion and recession has ranged historically from 6 months to 4 years

  • Recent media predictions reacted to the inversion between 2-year and 10-year Treasurys, but the best predictor of a near recession is the 3-month versus 10-year difference. This part of the curve is not signaling a recession.

  • The business mid-cycle can last for years while the average recession is only 9 months

  • Energy is not included in the CPI, but energy prices matter less to the economy now than in the 1970s

  • Market corrections like this year are typical in mid-term election years and strong rallies often follow. Strong rallies are also common following uncertainty about interest rates and other policies. Stocks have returned almost 10% in the following year previous curve inversions.

https://www.fidelity.com/learning-center/trading-investing/u…

BLancaster

6 Likes

I think a mild recession will happen before the end of 2023, because the FED is determined to stop inflation. But the yield curve does not signal one yet.

Long-term rates have increased the last few weeks. US 30-year mortgage rates are now above 5%. 10-yr minus 3-mo Treasury = 2.83 - 0.79 = 2.04 does not signal a recession. But short-term rates might be close to 3% by the end of the year, depending on how inflation goes.

“The Yield Curve suggests that the US stock market is Fairly Valued” Updated April 7, 2022
https://currentmarketvaluation.com/models/yield-curve.php

Daily Treasury Par Yield Curve Rates

  Date     1 Mo  3 Mo  1 Yr  2 Yr  5 Yr  10 Yr  30 Yr
4/14/2022  0.37  0.79  1.84  2.47  2.79  2.83   2.92

https://home.treasury.gov/resource-center/data-chart-center/…

US FED Target Rate Probabilities
Current target rate of 25-50 bps
December 14th: 72% probability of 250-300 bps target rate
https://www.cmegroup.com/trading/interest-rates/countdown-to…

8 Likes