Get ready for ‘reflation and reopening’ stock-market trade to kick into high gear, says JPMorgan’s top quant

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Bets on reflation and a surging post-COVID-19 economy have suffered a setback, but are poised to come roaring back, according to one of Wall Street’s most closely followed quantitative analysts.

“Our view is that the reflation and reopening trade will resume, with yields moving higher and rotation from growth, quality and defensives to value and cyclicals,” wrote Marko Kolanovic, JPMorgan’s global head of macro quantitative and derivatives research, in a Tuesday note.

That shifted late last fall as vaccines moved toward approval, sparking outperformance for cyclical stocks, as well as value and small-cap shares. Rising Treasury yields underlined the move, as investors factored in the potential for a surge in inflation, at least over the near term, as the economy reopened, the government spent trillions in fiscal stimulus and the Federal Reserve vowed to maintain extraordinarily loose monetary policy even as the economy runs hot.

“With U.S. and Europe cases now declining, the fast pace of vaccination and seasonal tailwinds , we believe that the reopening and reflation trade will resume with a move that will be bigger than we saw early this year,” he wrote. “COVID-19 recovery this spring/summer will take place in stages with the U.S. recovering first, followed by Europe and finally emerging markets. This will prolong the rotation and prevent yields from rising too fast and destabilizing equity multiples.

In the chart above Kolanovic and his team used bond yields as a proxy measure of reflation/reopening on the horizontal axis, while the vertical axis measures the performance of various equity-market segments.

 

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