Tags: robert shiller | economy | bubble | overvalue

Yale's Robert Shiller Sees 'Bubble Element Driven by Fear'

By    |   Sunday, 31 May 2015 07:47 PM EDT

Nobel laureate economist Robert Shiller of Yale University warns that he sees a “bubble element driven by fear” in today’s stock market, which he contends is “overvalued just like 1929.”

He said “this bull market will end. And it might end very badly,” according to Guru Focus.

“I think that compared with history, US stocks are overvalued,” he told Goldman Sachs' Allison Nathan.

“One way to assess this is by looking at the CAPE (cyclically adjusted P/E) ratio that I created with John Campbell, now at Harvard, 25 years ago. The ratio is defined as the real stock price (using the S&P Composite Stock Price Index deflated by the CPI) divided by the 10-year average of real earnings per share," he said.

"We have found this ratio to be a good predictor of subsequent stock market returns, especially over the long run. The CAPE ratio has recently been around 27, which is quite high by US historical standards. The only other times it has been that high or higher were in 1929, 2000, and 2007 — all moments before market crashes,” he said.

“I define a bubble as a social epidemic that involves extravagant expectations for the future. Today, there is certainly a social and psychological phenomenon of people observing past price increases and thinking that they might keep going. So there is a bubble element to what we see,” he said.

“But I'm not sure that the current situation is a classic bubble because I'm not certain that most people have extravagant expectations. In fact, the current environment may be driven more by fear than by a sense of a new era," he said.

"I detect a tinge of anxiety and insecurity now that is a factor in markets, which is quite different from other market booms historically,” he said.

“This time around, bonds and, increasingly, real estate also look overvalued. This is different from other over-valuation periods such as 1929, when the stock market was very overvalued, but the bond and housing markets for the most part weren't. It's an interesting phenomenon,” he said.

“People are not confident in their future. They remember the financial crisis, and they worry. They hear about inequality through the Occupy Wall Street Movement and in many other places, and they worry where they will fall on the inequality spectrum in a decade or so. They observe the amazing but perhaps unsettling rise of information technology (IT), and they worry. As a result of all of this anxiety, they want to save more,” he said.

“But given the lack of options to invest in at a high return, they end up just bidding up the prices of existing assets. That, in turn, creates disappointment, more concern, and perhaps the feeling that they might be too late because of how much the market has already risen. But they still invest in it because of their anxieties,” he said.

He cautions that it will be impossible to accurately predict market volatility.

“The market could keep going up like this for some time. It’s been an amazing run and looks like something that can't keep going indefinitely, but it might continue for several more years. So market bulls may be right that the market runs further. I think that could happen too. But I take a different view of the drivers of these runs; I tend to view them as more irrational. I just don't know when this bull market will end. And it might end very badly,” he said.

“There could certainly be a correction in the next year. But the problem is that a correction might not come for five years. We just don't have any way to forecast when it will come.”

He also said that investors should invest globally and reduce and maintain a small portion of their portfolios in U.S. stocks.

Meanwhile, Mohamed El-Erian, chief economic adviser at Allianz, warns of a “big air pocket” in stocks, which could spell trouble down the road for investors.

“What worries me is fundamentals at some point have to validate valuations,” he told CNBC.

“At some point fundamentals have got to validate valuations,” he said. “I think since 2008 we have been muddling through and we have been powered by policy, ultraloose experimental central bank policy and money coming back from the corporate sector,” he said.

“At some point, if that doesn't get validated by fundamentals, then we're going to find that we have pushed public markets too far. I think that's the key point. Focus on the longer-term valuating valuations, otherwise quite a big air pocket” awaits stocks.

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InvestingAnalysis
Nobel laureate economist Robert Shiller of Yale University warns that he sees a “bubble element driven by fear” in today’s stock market, which he contends is “overvalued just like 1929.”
robert shiller, economy, bubble, overvalue
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2015-47-31
Sunday, 31 May 2015 07:47 PM
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