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BofA's indicator issues a sell signal for equity markets

Published 10/15/2024, 07:04 PM
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Investing.com -- Investor optimism saw its biggest jump in more than four years, with many increasing their stock allocations while reducing cash holdings to levels that trigger a sell signal for the equity market, according to Bank of America’s latest global fund manager survey (FMS).

The surge in optimism is fueled by factors such as the Federal Reserve's rate cuts, China’s stimulus, and the potential for a soft landing, BofA strategists said in a Tuesday report.

The survey revealed that cash levels among fund managers fell to 3.9% from 4.2%, triggering a sell signal for the MSCI All-Country World Equity Index.

“Froth on the rise but BofA Bull & Bear Indicator up to 7.1, not yet the big ‘sell signal’ level of 8.0,” the report states.

Equity allocations surged, marking the biggest increase since June 2020, with investors now holding a net 31% overweight in stocks. Meanwhile, bond allocations saw a record drop, with investors shifting to a net 15% underweight from 11% overweight the previous month.

According to BofA’s survey, emerging market stocks and commodities were identified as the biggest beneficiaries of China's stimulus efforts, while Japanese equities and government bonds were labeled the biggest “losers.”

The survey shows the top three tail risks highlighted by investors were geopolitics (33%), inflation (26%), and a potential U.S. recession (19%). It also found that the most “crowded trades” were long positions in the Magnificent 7 (43%), gold (17%), and Chinese stocks (14%).

Around a third of respondents plan to increase hedging ahead of the U.S. election, with many expecting an election “sweep” to drive bond yields and the dollar higher, while the S&P 500 could face pressure.

Trade policy is seen as the most likely area to be impacted by the election outcome, followed by geopolitics and taxation.

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