‘Pain and Exit’ If S&P 500 Dips Below 4,000

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(Bloomberg) — A drop below 4,000 index points for the S&P 500 will be a “tipping point,” which could potentially trigger a mass exodus from equities, according to Bank of America Corp. strategists.

Investors have already started fleeing stocks, with outflows from equity funds over the past three weeks adding up to the worst since March 2020, the strategists led by Michael Hartnett said, citing EPFR Global data.

The average S&P 500 entry point for the “huge” $1.1 trillion inflows into stock funds since the start of 2021 was 4,274 index points, which means that “pain and exit” requires a drop below 4,000 points, the strategists said in a note on Friday. That’s about 6.7% below the Thursday close.

Global stock markets have been struggling this year, as investors are grappling with fears of an outright recession and aggressive tightening by the Federal Reserve in response to surging inflation. The main U.S. benchmark is down almost 11% since January, a decline which adjusted for inflation is set to be the worst annual return since 1974, according to data compiled by Bloomberg.

Bonds have been suffering the brunt of this year’s investor exodus and world’s government debt is on course for the biggest loss since 1920, according to the BofA note.

“Epic” declines in bonds and stocks in 2022 reflect the “coming flip by central banks” from quantitative easing to quantitative tightening, BofA’s strategists said, adding that market sentiment is “just awful.” While a relief rally is possible, given the depressed sentiment and positioning, it won’t be a big rebound and investors should sell it, according to the note.

The strategists compare the current situation to the 1973-1974 period during Richard Nixon’s presidency and say high “inflation means Fed must tighten until it breaks the economy or the market,” the strategists, who have been consistently bearish on equities, said. “Until it does, asset prices must reset lower.”

©2022 Bloomberg L.P.

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