"Walmart recession signal" lights up red, is a recession really coming?

Wallstreetcn
2024.12.12 07:02
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Analysis suggests that the current "Walmart recession signal" does not accurately indicate a recession. First, there is controversy surrounding the index selected for this indicator. Second, the trend in the luxury goods industry is changing, and the industry as a whole is under pressure. Third, Walmart's own business model is continuously evolving, beginning to shift towards expanding high-margin businesses

Amid repeated alarms of economic recession signals, the U.S. economy continues to show resilience. Is the "Walmart Recession Signal" about to fail?

Currently, the "Walmart Recession Signal" (WRS) is at its highest level since the early days of the pandemic, triggering a recession alert. This year, Walmart's stock price has soared by 80%, while the S&P Global Luxury Index has remained relatively unchanged, with a significant rise in this indicator.

The "Walmart Recession Signal" was proposed by former Wells Fargo Asset Management strategist Jim Paulsen. This indicator predicts the risk of economic recession by comparing the relative performance of Walmart's stock price with that of luxury stock indices.

Paulsen believes:

As economic activity slows and recession risks increase, retail purchasing patterns tend to gravitate towards discount stores like Walmart, moving away from luxury retailers. Therefore, the rise of WRS may indicate a potential recession.

However, can this indicator truly predict an economic recession?

Three Major Limitations of the "Walmart Recession Signal"

According to media reports and analyses on Thursday, a deeper investigation reveals that this indicator has some limitations.

First, the standard used by WRS—the S&P Global Luxury Index—is itself controversial. This index employs a complex weighting calculation method, categorizing constituent stocks into four categories—minimum, medium, significant, or maximum—and then adjusting their market capitalization accordingly. S&P not only considers market capitalization but also introduces a subjective "luxury exposure score."

This leads to significant variability among the index constituents, ranging from pure luxury brands to high-end hotels, cruise operators, and even companies like Tesla. Whether such a diverse constituent stock combination can accurately reflect the overall trend of the luxury goods industry is debatable.

Second, the luxury goods industry itself is undergoing structural changes. Ultra-high-end brands represented by LVMH, Hermès, and Ferrari continue to capture market share, while traditional luxury brands face growth pressures.

However, over the past year or so, the entire industry has been struggling. Against the backdrop of a global economic slowdown, high-end brands have attempted to raise prices, while increasing evidence suggests that Generation Z is less concerned about authentic brand names. These trends manifest in various ways within the luxury goods sector, and they cannot be easily summarized by a single index.

Additionally, Walmart's own business model is continuously evolving. The company has recently attracted more high-income consumers and is actively expanding its international retail and high-margin e-commerce businesses. Walmart's stock price surged nearly 90% in 2023, primarily due to business expansion and improved profitability, rather than merely sales growth.

Paulsen recently stated in his Substack column that there are no signs of recession panic in corporate credit spreads. If it weren't for the peculiar index and the convoluted industry, his Walmart recession signal might convey the same message.

Traditional Predictive Indicators like the "Sam's Rule" Also Fail

From the above analysis, it can be seen that due to structural changes in the industry, the "Walmart Recession" signal seems unable to accurately predict a recession Not only this indicator, but also traditional forecasting indicators such as the "Sahm Rule" have also failed. Claudia Sahm, the proposer of the "Sahm Rule," previously announced that the rule has failed and does not prove that the U.S. economy has fallen into recession.

The reason for the failure is due to structural changes in the labor market. Sahm believes that the rise in the unemployment rate is no longer due to a weakening demand for workers in the market, but rather due to an increase in labor supply. For example, the surge in immigration to the U.S. after the pandemic has facilitated the recovery of the job market, leading to an increase in the unemployment rate, which can no longer be used as a reference for recession indicators