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Stock market and economic activity; The disconnect
kaifastus
#1 Posted : Friday, December 08, 2023 3:00:57 PM
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Joined: 8/17/2011
Posts: 207
Location: humu humu
Literature shows that the stock market is a leading indicator of economic activity. However in Kenya, while the stock market has shed around 10% since Jan economic growth figures as shown by GDP growth rate are ok. Again the central bank has hiked the base rate several times to curb inflation and support the \ksh. while inflation is within target the ksh has continued to deteriorate. An increase in interest rates ideally makes a countrys assets attractive to foreigners who bring in dollar inflows. this has not been seen. why the disconnect?
obiero
#2 Posted : Friday, December 08, 2023 6:20:35 PM
Rank: Elder


Joined: 6/23/2009
Posts: 13,499
Location: nairobi
kaifastus wrote:
Literature shows that the stock market is a leading indicator of economic activity. However in Kenya, while the stock market has shed around 10% since Jan economic growth figures as shown by GDP growth rate are ok. Again the central bank has hiked the base rate several times to curb inflation and support the \ksh. while inflation is within target the ksh has continued to deteriorate. An increase in interest rates ideally makes a countrys assets attractive to foreigners who bring in dollar inflows. this has not been seen. why the disconnect?

My take is that there is artificial data being issued by the two men. Vitu kwa ground ni different

HF 30,000 ABP 3.49; KQ 414,100 ABP 7.92; MTN 23,800 ABP 6.45
shocks
#3 Posted : Saturday, December 09, 2023 2:50:37 AM
Rank: Member


Joined: 3/15/2009
Posts: 359
Trust the market more than the gov
wukan
#4 Posted : Monday, December 11, 2023 9:51:41 AM
Rank: Veteran


Joined: 11/13/2015
Posts: 1,588
Robert Siller attempted to answer in this in his nobel prize lecture that "Active participants are trying to buy into their predictions of the conventional valuation of assets in the near future, not the true value."

Quote:
A key Keynesian idea is that the valuation of long-term speculative assets is substantially a matter of convention, just as it is with judgments of facial beauty. Whatever price people generally have come to accept as the conventional value, and that is embedded in the collective consciousness, will stick as the true value for a long time, even if the actual returns fail for some time to live up to expectations. If an asset’s returns are carefully tabulated and disappoint for long enough, people will eventually learn to change their views, but it may take the better part of a lifetime.


We run an open capital account so market participants are pricing local assets vis a vis "safer' foreign bonds (Asset market model). If we think we can make better returns in dollars then shift to dollars until we get to equilibrium or local assets become cheaper.
kaifastus
#5 Posted : Sunday, December 17, 2023 1:42:14 PM
Rank: Member


Joined: 8/17/2011
Posts: 207
Location: humu humu
wukan wrote:
Robert Siller attempted to answer in this in his nobel prize lecture that "Active participants are trying to buy into their predictions of the conventional valuation of assets in the near future, not the true value."

Quote:
A key Keynesian idea is that the valuation of long-term speculative assets is substantially a matter of convention, just as it is with judgments of facial beauty. Whatever price people generally have come to accept as the conventional value, and that is embedded in the collective consciousness, will stick as the true value for a long time, even if the actual returns fail for some time to live up to expectations. If an asset’s returns are carefully tabulated and disappoint for long enough, people will eventually learn to change their views, but it may take the better part of a lifetime.


We run an open capital account so market participants are pricing local assets vis a vis "safer' foreign bonds (Asset market model). If we think we can make better returns in dollars then shift to dollars until we get to equilibrium or local assets become cheaper.

well put. The recent sharp hike in intrests rates is worrying!High intrest rates curtail growth. CBK is becoming desperate in its attempt to stabilize the shilling
kaifastus
#6 Posted : Sunday, December 17, 2023 1:44:04 PM
Rank: Member


Joined: 8/17/2011
Posts: 207
Location: humu humu
obiero wrote:
kaifastus wrote:
Literature shows that the stock market is a leading indicator of economic activity. However in Kenya, while the stock market has shed around 10% since Jan economic growth figures as shown by GDP growth rate are ok. Again the central bank has hiked the base rate several times to curb inflation and support the \ksh. while inflation is within target the ksh has continued to deteriorate. An increase in interest rates ideally makes a countrys assets attractive to foreigners who bring in dollar inflows. this has not been seen. why the disconnect?

My take is that there is artificial data being issued by the two men. Vitu kwa ground ni different

May be true. Inflation at 6.8% is within target. No reason to sharply hike rates. unless someone knows that figure is incorrect
VituVingiSana
#7 Posted : Monday, December 18, 2023 1:34:17 PM
Rank: Chief


Joined: 1/3/2007
Posts: 18,095
Location: Nairobi
kaifastus wrote:
wukan wrote:
Robert Siller attempted to answer in this in his nobel prize lecture that "Active participants are trying to buy into their predictions of the conventional valuation of assets in the near future, not the true value."

Quote:
A key Keynesian idea is that the valuation of long-term speculative assets is substantially a matter of convention, just as it is with judgments of facial beauty. Whatever price people generally have come to accept as the conventional value, and that is embedded in the collective consciousness, will stick as the true value for a long time, even if the actual returns fail for some time to live up to expectations. If an asset’s returns are carefully tabulated and disappoint for long enough, people will eventually learn to change their views, but it may take the better part of a lifetime.


We run an open capital account so market participants are pricing local assets vis a vis "safer' foreign bonds (Asset market model). If we think we can make better returns in dollars then shift to dollars until we get to equilibrium or local assets become cheaper.

well put. The recent sharp hike in intrests rates is worrying!High intrest rates curtail growth. CBK is becoming desperate in its attempt to stabilize the shilling

Which yields little in the long-term unless GoK is serious about FISCAL DISCIPLINE.
Greedy when others are fearful. Very fearful when others are greedy - to paraphrase Warren Buffett
Ericsson
#8 Posted : Monday, January 01, 2024 10:00:54 AM
Rank: Elder


Joined: 12/4/2009
Posts: 10,678
Location: NAIROBI
kaifastus wrote:
obiero wrote:
kaifastus wrote:
Literature shows that the stock market is a leading indicator of economic activity. However in Kenya, while the stock market has shed around 10% since Jan economic growth figures as shown by GDP growth rate are ok. Again the central bank has hiked the base rate several times to curb inflation and support the \ksh. while inflation is within target the ksh has continued to deteriorate. An increase in interest rates ideally makes a countrys assets attractive to foreigners who bring in dollar inflows. this has not been seen. why the disconnect?

My take is that there is artificial data being issued by the two men. Vitu kwa ground ni different

May be true. Inflation at 6.8% is within target. No reason to sharply hike rates. unless someone knows that figure is incorrect


Who believes in the inflation figures
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