U.S. dollar strength isn't why some companies' quarterly earnings will be weak

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The dollar may be a convenient whipping boy, but the blame game is hardly a profitable investment strategy.

“ We hardly ever hear about companies whose bottom lines have been helped by foreign currency fluctuations. ”

Take the third quarter of 2022, during which the U.S. Dollar Index DXY enjoyed its strongest quarter since 2016, rising more than 7%. In the earnings season for that quarter, according to FactSet, 50% of S&P 500 firms SPX argued in their earnings calls that the stronger dollar had a negative impact. A more objective analysis comes from measuring the correlation between quarterly and yearly changes in the DXY and the S&P 500’s earnings-per-share. Based on quarterly data since 1985, the correlations are so weak as to not satisfy standard levels of statistical significance. I reached the same conclusion when analyzing correlations between the dollar and the S&P 500 itself.

Questions to ask during earnings season Financial analysts should ask tough questions of a CEO if during the company’s earnings call the U.S. dollar gets blamed for causing a disappointing quarter.

 

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U.S. dollar strength isn't why some companies' quarterly earnings will be weakThe dollar may be a convenient whipping boy, but the blame game is hardly a profitable investment strategy.
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