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US equity valuations stretched, have ‘less room to run’: RBC

Published 2024-11-11, 05:16 a/m
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Investing.com -- US equity positioning and valuations are looking increasingly stretched, according to RBC (TSX:RY) Capital Markets.

In a report released Monday (NASDAQ:MNDY), RBC underlines that positioning in equity futures for both the S&P 500 and the Russell 2000 recently reached peak levels. As the market rides post-election optimism, the investment bank suggests there may be limits to how much further valuations can expand.

"US equity positioning in the futures market – including S&P 500 contracts – was at all-time highs on election day per CFTC’s Friday update," the report notes.

On the valuation front, the S&P 500’s equal-weight forward price-to-earnings (P/E) ratio has climbed to around 19x, significantly above the historical average, though not yet at prior peak levels.

“Valuations have some room to run, but not a ton,” RBC strategists led by Lori Calvasina noted.

The Russell 2000 index, which tracks small-cap stocks, has too lost valuation appeal, now trading at a market cap-weighted P/E of 17.8x, approaching previous peaks seen during the first Trump administration in 2016 and 2017.

“We can’t quite say valuations have peaked on either index, but there’s far less room to expand going forward,” strategists added.

Apart from the data, it is challenging to pinpoint what could trigger a pullback in US equities in terms of the narrative at the moment, according to RBC’s team.

They identify a "surprise comeback for Democrats in the House" as a low-probability, yet notable tail risk, alongside ongoing geopolitical uncertainties. Still, strategists said they "remain mindful that there’s not much capacity to absorb disappointing news.”

Although election-related uncertainty has largely eased, RBC points out that policy ambiguity still lingers, even as equities respond positively to anticipated government direction.

"For now, the equity market seems to be in a discovery process regarding the new administration’s domestic economic policy in terms of what the priorities and contours will be, and is giving Washington the benefit of the doubt that the positives (less regulation, lower taxes) will outweigh the negatives (tariffs)," the report states.

In terms of their market outlook, RBC’s team is in the process of refining expectations for 2025. The strategists are no longer actively revisiting their S&P 500 year-end 2024 price target of 5,700, viewing it instead as a "longer-term compass" to reflect medium- to long-term market direction.

While they traditionally refrain from issuing late-year short-term forecasts, the investment bank hints that, following the election, it’s probable the index may close above this target. Nonetheless, given stretched positioning and valuations, they caution that short-term pullback risks are there.

“Overall, we’re getting ready for a more dynamic backdrop which requires more nimbleness in trading in the year ahead,” it concluded.

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