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How Far Could FTSE Miners Fall?

Published 23/08/2018, 08:04
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Summary

London-listed mining shares are flagging a downturn as industrial metals prices approach a bear market.

Bear near

An industrial metals index compiled by Deutsche Bank (DE:DBKGn) is down about 17% so far this year, whilst London’s key mining gauge has lost 11%. In fact, since the FTSE 350 Mining Index peaked on 6th June, it has also fallen 17%. Deutsche’s DBIQ Optimum Yield Industrial Metals index tracks the highest-yielding futures in that asset class. In other words, whether via exposure to managed futures or stocks, a bear market approaches for base metals investors, defining a bear market as a 20% fall from a recent peak. True, such demarcations are arbitrary, but markets react to them. So ‘momentum’ could soon join fundamentals in contributing price pressure.

Figure 1: rebased price chart: FTSE 350 Mining Index and DBIQ Optimum Yield Industrial Metals Index Excess Return

Base Metal Enter A Bear Market

Demand downturn

As for demand, Chinese economic readings have signalled for some months that the cycle has peaked. Last week brought the latest disappointing prints on new commercial borrowing, output growth and, particularly, fixed asset investment.

This was an acceleration of underlying patterns that pre-date U.S. protectionism. China’s economy may therefore struggle to support anything like the metals demand seen during the recovery years of 2016 and 2017 regardless of whether the trade conflict cools or not.

BHP 'apprehensive'

Judging by reaction to earnings from London-listed miners, investors are beginning to think along similar lines. Despite strong cash flow generation and a 33% underlying-earnings rise, shares in BHP Billiton (LON:BLT), biggest miner by market cap slipped after its full-year earnings this week. The group flagged a 7%-unit cost rise for its highest-volume mineral, copper, just as prices of the base metal are down 18% since June. BHP's CEO declared himself 'a little more apprehensive' on the short-term price outlook.

Default risk warning

With one of the strongest and most efficient producers beginning to signal a chill, it's little surprise credit rating agency Moody’s recently noted weaker prices are typically a precursor of worsening financial conditions:

The available record shows that when the industrial metals price index incurs a significant year-to-year decline, a yearly increase by an estimate of high-yield default risk is likely.

At a minimum then, we expect mining shares to keep trending lower for the remainder of the year.

BHP set to track UK mining index

Working out how much lower exactly, like any forecast, is easier said than done. However, it’s worth noting that BHP Billiton shares tracked the previous mining index downturn almost to a percentage point. Between a mid-July 2014 peak and January 2016’s bottom, BHP fell 67%, whilst the index lost 65%.

The most obvious explanation for the close match is that BHP’s dominant $120bn capitalisation is a major influence on the 12-stock gauge. Neither are likely to fall as much over the next four months. Still, the index tumbled 4,281 points between June’s 20749 high and a 4-month low of 16468.4 on 15th August. It has since rallied 2.4% to stand at 16868 by Wednesday’s close. A subsequent reversal that breaks August’s low would signal continuation of the downtrend.

The next strong historical inflection points below 16468.4 are 5th May 2017’s 13706 low and another on 21st June 2017 at 13951. Assuming they’re the likeliest points at which further falls would pause, a 3000-4000-point decline would not be a stretch.

Disclaimer: The information and opinions in this report are for general information use only and are not intended as an offer or solicitation with respect to the purchase or sale of any currency or CFD contract. All opinions and information contained in this report are subject to change without notice. This report has been prepared without regard to the specific investment objectives, financial situation and needs of any particular recipient.

Any references to historical price movements or levels is informational based on our analysis and we do not represent or warrant that any such movements or levels are likely to reoccur in the future. While the information contained herein was obtained from sources believed to be reliable, the author does not guarantee its accuracy or completeness, nor does the author assume any liability for any direct, indirect or consequential loss that may result from the reliance by any person upon any such information or opinions."

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