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UBS sees a 'high chance of minor correction phase' for global stocks

Published 22/03/2024, 11:20
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UBS sees a high chance of a minor correction phase for global equities, with their tactical indicators currently "extreme."

The investment bank said those tactical indicators are currently at levels where the market normally falls modestly.

"The tactical indicators are comprised of: i) Positioning in the upper decile of its range, ii) Sentiment as proxied by bull/bear ratios and call to put option premiums are both abnormally optimistic; and iii) Intra-index correlation - a sign of complacency - is abnormally low (which by itself is a signal for cautiousness when we backtest)," explained the firm.

They added: "On top of this, price momentum is 9% above its 6 month moving average - again this is extreme and at levels where 60% of the time the market falls."

The most overbought sectors tend to be long duration growth, with UBS saying the catalyst is either stickier inflation or peak GDP growth optimism.

Meanwhile, the most vulnerable areas are those most overbought. In Europe, these are construction materials and capital goods. In the US, semis and construction materials are "very overbought," and food producers are "abnormally oversold," added UBS.

Despite the extremes, the bank said they don't see this as being a major correction.

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