Five Historically Successful Economic Indicators for Determining Future Stock Returns

For many, investing in the stock market involves making informed guesses about the future, which is always uncertain. Even so, certain economic indicators have proven useful in identifying potential market trends. Here are five indicators that have historically been reliable.

1. The Yield Curve (10-Year vs. 2-Year Treasury Yield Spread)

The yield curve, particularly the gap between 10-year and 2-year Treasury yields, stands out as a potential predictor of market performance and economic health.

  • Why it matters: An inverted yield curve—when short-term rates exceed long-term rates—has preceded every U.S. recession over the last 50 years.

  • Trigger level: A negative spread (<0%) is a clear warning signal. Historically, this inversion suggests economic weakness and impending market declines.

  • Market impact: Stock prices typically reflect recession risks within months, often falling as the inversion deepens.

  • Timing: 6–24 months, with an average reaction time of about 12 months as volatility escalates.

2. Corporate Earnings Growth

Earnings growth plays a pivotal role in stock market valuation, offering a glimpse of a company’s financial health and potential profitability.

  • Why it matters: Strong, sustained earnings growth often fuels stock price appreciation, while earnings contractions signal broader economic concerns.

  • Trigger level: Two consecutive quarters of negative growth typically prompt market corrections, signaling reduced profitability.

  • Market impact: Immediate price drops often follow disappointing earnings, while long-term trends shape market sentiment.

  • Timing: Immediate to 3 months, with an average market response time of roughly 1 month as it digests earnings data.

3. The Conference Board Leading Economic Index (LEI)

The Leading Economic Index (LEI) provides a snapshot of economic trends by combining data such as unemployment claims, manufacturing orders, and consumer sentiment.

  • Why it matters: Declines in the LEI have reliably predicted economic slowdowns and stock market corrections, while increases point to growth.

  • Trigger level: A drop of 1% or more over six months often signals an economic contraction ahead.

  • Market impact: Prolonged LEI declines erode investor confidence, leading to lower equity prices.

  • Timing: 6–12 months, averaging about 9 months for significant market responses.

4. Consumer Confidence Index (CCI)

The CCI gauges consumer sentiment about personal finances and the economy, providing a window into spending behavior.

  • Why it matters: High confidence fuels spending, boosting corporate earnings and stock performance, while low confidence signals economic headwinds.

  • Trigger level: Readings below 80 often warn of economic weakness, while values above 100 suggest optimism and are typically bullish.

  • Market impact: Shifts in consumer confidence can trigger immediate reactions, especially in consumer-driven sectors.

  • Timing: 0–6 months, with markets generally responding within 3 months.

5. Money Supply Growth (M2)

The M2 money supply (see past blogs), consisting of cash, savings, and near-money assets, offers insights into liquidity and economic momentum.

  • Why it matters: Expanding money supply supports rising asset prices, but excessive growth can spark inflationary fears, dampening equity performance.

  • Trigger level: Growth rates of <2% or >10% typically influence market behavior, with low growth reflecting tightening liquidity and high growth signaling inflation risks.

  • Market impact: Liquidity shifts affect corporate valuations and profitability, particularly during monetary policy changes.

  • Timing: 6–18 months, with average reactions occurring after 9 months, depending on broader economic conditions.

Why These Indicators Matter

These indicators highlight different segments of the economy, such as how much money is available, how businesses are doing, what consumers are thinking, and what’s happening with interest rates. By understanding their key levels and timing, you can get a clearer picture of where the market might be headed and adjust your plans accordingly.

Important Note: No Indicator Is Perfect

While historically effective, these indicators are far from infallible. Markets can be influenced by unforeseen events—geopolitics, natural disasters, or pandemics—that disrupt historical patterns. Diversification between low-correlated strategies and asset classes (via a tool like the iQUANT Portfolio Optimizer) and a disciplined approach remain essential for reducing portfolio volatility.

Conclusion

Understanding indicators like the yield curve, earnings growth, LEI, consumer confidence, and money supply can help you better assess how the stock market might behave in the future. These indicators give you clues about the economy and where it might be heading, which is helpful for building smarter investment portfolios and managing your clients’ expectations.

Just remember, no single indicator is perfect - unexpected world events can change everything. That’s why diversification remains so important for long-term success.

Get Started

0%
here
here
here
here
here
Great! Contact us for support.