Economy & Fin. Mkts 2 Summary Intro Quote Econ Basics Role - - PDF document

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Economy & Fin. Mkts 2 Summary Intro Quote Econ Basics Role - - PDF document

Economy & Fin. Mkts 2 Summary Intro Quote Econ Basics Role players Macro Indicators Forecasts Intro quote The economy is like raising children - everyone has an opinion but nobody is an expert 1 Econ Basics Econ


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Economy & Fin. Mkts 2 Summary

Intro Quote Econ Basics Role players Macro Indicators Forecasts

Intro quote

The economy is like raising children - everyone has an opinion but nobody is an expert

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Econ Basics

Econ Def Objectives/ Scorecard S factors/ Resources/ P factors Entrep/ Coordinator Human/ Labour Nat Resources Cap Goods (manmade)

What makes you successful?

Country Ranking Land Area Ranking Economy 1970 2013 RSA South Korea

Land area does not explain economic ranking

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What makes you successful?

Country Ranking Land Area Ranking Economy 1970 2013 RSA 25 22 28 Germany 63 4 4 Production Factor Germany RSA

It is not what you own, but what you ….. know If you think education is expensive, try…. ignorance

Econ Basics

Econ Def Objectives/ Scorecard S factors/ Resources/ P factors Entrep/ Coordinator Human/ Labour Nat Resources Cap Goods (manmade) Ways to eke out S (Econ Systems) --> Objectives Traditions Mkt econ/ Priv. Sector/ Entrep/ Firms/ Capitalism Primary Sector Secondary Sector Tertiary Sector

Price -> Profit-> Prod

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Econ Basics

Ways to eke out S (Econ Systems) --> Objectives Traditions Mkt econ/ Priv. Sector/ Entrep/ Firms/ Capitalism Primary Sector Secondary Sector Tertiary Sector Plan Econ/ Socialism/ Parastatals/ Gvt Same sectors Mixed – Comb Priv Sector & Gvt How do they compare – Europe vs. USA vs.

China?

Econ Systems -Advantages/ Disadvantages? Some calcs on RSA Sectors

Price -> Profit-> Prod

Role players

Simple closed economy Labour (HH) – sell labour to firm Firm (Entrepr) – sell g&s to labour Normal econ – add role players Gvt, Foreign Sector, FM

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Macro Indicators

Example 2 Business Cycle

Macro Indicators – RSA Bus Cycle

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Macro Indicators

Bus Cycle & Asset Allocation

Bus Cycle ->Asset Allocation

Phases of Econ Cycle

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Bus Cycle ->Asset Allocation

Interest rates phases over the Econ phases

Bus Cycle ->Asset Allocation

Equities allocation over phases

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Bus Cycle ->Asset Allocation

Cash allocation over phases

Bus Cycle ->Asset Allocation

Bonds allocation over phases

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Bus Cycle ->Asset Allocation

All Assets allocation over all phases

Macro Indicators

Leading, Coincident, Lagging As FM drivers Assumptions! Ceteris paribus All known econ info in FM

(surprises move FM)

EMH

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Macro Indicators

Interest rates Int rate central – determine asset mix for top-

down mnger

Inflation? R/$? Gold P? BoP CA deficit? Gvt bgt deficit? Oil P?

  • Infl. Usually “last” link to int. rates

What is the link between int. rates &:

Macro Indicators

GDP – levels of econ activity

1970 - 1982 (12 yrs): +46% 1982 – 1994 (12 yrs): +12% 1994 – 2006 (12 yrs): +50%

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Forecasts

Data types Cross Section Time series Graphs essential -> Picture = 1000 words Stats tools Avg Mode Median Std deviation

Forecasts

Forecasting techniques Extrapolation Leading Indicator Anticipation Surveys Econometric Models