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S&P500 Normalized with M2

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36 points by cconroy 3 years ago · 38 comments

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arcticbull 3 years ago

Why on earth would you divide the market cap of the 500 largest companies in the US by the money supply? It's a completely arbitrary and silly thing to do. Why not divide the number of cheese wheels by the diameter of the moon?

This chart isn't mind-blowing, it's straight-up meaningless.

[edit] Also note the S&P 500 isn't even a consistent numerator, it's an index whose constituent companies are replaced over time at the whim of a committee, lol. Remember when Tesla got added in 2020, and the Apartment Investment and Management Co. got removed? - and as a peer comment pointed out, this doesn't even include dividends and distributions.

  • jrflowers 3 years ago

    Surely this post about “money printing rulers” posted by “tsartoshi” couldn’t be anything short of groundbreaking mathematical journalism

  • jy1 3 years ago

    A common narrative lately is that a lot of stock prices are highly correlated with money supply. E.g. The only reason 2021 bubble happened is because the FED printed trillions of dollars.

    I wouldn't say its completely arbitrary given this has been a common discussion point.

    No opinions on whether it has meaning, but wanted to add the relevance.

    • arcticbull 3 years ago

      The Fed isn't an acronym of initialism. It's short for the Federal Reserve so it's "Fed" not "FED" - I call this out for your benefit as the conspiracy theorists always capitalize it, and this reduces your credibility for the average reader. Just as writing BITCOIN would reduce my credibility in the eyes of the, er, renowned monetary theorist Tsartoshi.

      • Waterluvian 3 years ago

        When they CAPITALIZE it is that basically adding air quotes? In the sense of "The so-called """Fed""" " with a strong tone of sarcasm and distrust?

    • readthenotes1 3 years ago

      Just because it's a common talking point doesn't make it arbitrary.

      Iirc, the fed also backstopped bonds and bought some stock

  • cconroyOP 3 years ago

    Just to be clear, do you believe there is a connection between money printing and decreased purchasing power?

    • arcticbull 3 years ago
      • cconroyOP 3 years ago

        "Inflation is caused when the money supply in an economy grows at faster rate than the economy’s ability to produce goods and services."

        I would rather have (monetary) deflation when then economy grows. Then the money I save in would increase in purchasing power. If I save in the money described in the quote above, I don't participate in the growth.

        • arcticbull 3 years ago

          That quote is specifically addressed, I went into detail about how that only applies in steady-state, and that reality isn't a steady-state making this, and (MV = PQ) and incomplete model.

          > I would rather have (monetary) deflation when then economy grows. Then the money I save in would increase in purchasing power. If I save in the money described in the quote above, I don't participate in the growth.

          So you want a risk-free return for doing nothing. Of course, who wouldn't. Elementary school kids want pizza every day for lunch. Why should you participate in the growth of the economy while risking literally nothing, in exchange for literally no input of your own? Just because you got there "first"? That's just "UBI for me, and everyone else can get rekt."

          All the worst economic periods in history were deflationary, and if you believe in the Philips curve, then maximum employment and prosperity is achieved at a low, positive rate of inflation.

          Your job in the economy is to productively allocate your excess capital. Under your mattress in exchange for positive real return at no risk to you is not a productive allocation. The whole point of inflation is to discourage that behavior. So I'd say it works.

          Either way, none of this has anything to do with this silly graph.

  • etskinner 3 years ago

    They should really be comparing to the total stock market, of course. Using something like DWCF or VTSAX

    • arcticbull 3 years ago

      Why not just adjust the market cap by CPI? Remember these companies grow, get bigger, drive more revenues, yield more profit and own more assets - ownership interest in these companies becomes more intrinsically valuable over time. If your goal is to remove the impact of the change in purchasing power, we have a way of doing that - CPI.

      • throw9away6 3 years ago

        CPI is a terribly gamed metric. Due to hedonic adjustment and poor weighting it’s not really clear it tracks well to anything. That is to say that the detailed level inputs are really good but the end product is manipulated.

        • arcticbull 3 years ago

          Another fun conspiracy theory.

          The BLS actually publishes a CPI analysis based on a consistent series without adjustments called R-CPI-U-RS. The difference between CPI-U and R-CPI-U-RS is like 0.8% IIRC [1].

          By all means, prove yourself wrong. You can dig up some old newspaper ads from the 70s. None of this is something you can't calculate at home.

          > That is to say that the detailed level inputs are really good but the end product is manipulated.

          All the details, data and weightings are published. Are there some you specifically disagree with?

          Citation needed. And for the love of God don't cite Shadowstats lol, which is trivially and obviously wrong.

          [1] https://www.bls.gov/cpi/research-series/r-cpi-u-rs-home.htm

  • rafaelero 3 years ago

    Why not? In the long run M2 is basically the same as inflation.

    • bryanlarsen 3 years ago

      M2 growth relative to the growth of size of the economy is basically the same as inflation, in the Milton Friedman Chicago school.

      So if M2 growth and the S&P 500 are similar, that means that the S&P 500 is fairly well correlated with the size of the economy. Quelle surprise!

      • rafaelero 3 years ago

        Hmm. Looks like M2 growth can be seen as GDP growth + excessive money supply (inflation) then. That is, whenever M2 decouples from GDP, then it most likely will convert to inflation.

    • arcticbull 3 years ago

      No, it's not. It's not the same thing at all. Money supply is not the same thing as inflation, which is why we have different terms for them.

      • scottiebarnes 3 years ago

        - He said "basically" the same.

        - Inflation and money supply are tightly correlated.

        - "Inflation is caused when the money supply in an economy grows at faster rate than the economy’s ability to produce goods and services." - St. Louis Fed

        https://www.stlouisfed.org/en/education/feducation-video-ser...

        • arcticbull 3 years ago

          He's wrong, it's not "basically" the same thing at all.

          > Inflation and money supply are tightly correlated.

          Historically, they haven't been. Since 1970 the M2 supply has increased like 36X (7% annualized) but the price of goods is only up 7X (3.6% annualized) -- this includes the inflationary period in the 70s and to the peak in the 2020s just to avoid cherry-picking. [1, 2]

          Money supply is how much money is floating around, and inflation is a decrease in the purchasing power of money as measured from prices of a representative basket of goods and services over time.

          > "Inflation is caused when the money supply in an economy grows at faster rate than the economy’s ability to produce goods and services." - St. Louis Fed

          What they're saying is that when the supply and demand of money are in balance prices should remain relatively consistent (MV = PQ) all else being equal - but all else is not equal. You can't distill the value of money down to one sentence from the St. Louis Fed.

          Being the reserve currency and having other world economies dollarized means that there is a ton of external demand for US dollars outside the US economy. That increases supply without touching prices. Taxes are inflationary. Supply shocks are massively inflationary. If we run out of oil and everything doubles in price, that's inflationary - and it happens regardless of money supply. That's just a few random things that are completely left out of the above statement.

          Most money issuance in the US doesn't come from the Fed, it happens at retail banks when you take out a loan against fractional reserve, and each dollar is backed by the demand to repay that loan. As economic activity increases, so does the demand for loans, and therefore the supply of money. So generally, within some margin, the money supply tracks the economy thereby satisfying the quote.

          [1] https://fred.stlouisfed.org/series/M2SL

          [2] https://fred.stlouisfed.org/series/CPIAUCSL

bryanlarsen 3 years ago

This is good news. It means the Fed is doing its job. M2 is a measure of the amount of money in the economy, not a measure of inflation.

If the economy grows, the amount of money needed to lubricate the economy also grows. If the money supply doesn't grow while the economy does then we'd see significant deflation.

So we want these two measures to be relatively balanced, and they are. Yay!

VHRanger 3 years ago

It might surprise no one here that people who are professionals in the finance industry are capable of adjusting for inflation:

https://www.multpl.com/inflation-adjusted-s-p-500

You can also note that M2 is correlated basically with inflation in the long run (Rsquared ~0.92)

The error on the part of the twitter user is that he's using nominal values instead of % growth (log-log) values. Something you learn in 101 econometrics.

This is why you don't listen to crypto bros on matters of monetary economics.

etskinner 3 years ago

It would be more helpful to compare S&P 500 vs CPI rather than M2. It's purchasing power that matters to most investors, not the comparison to how much money exists.

S&P 500 gained ~40% since January 2020, and CPI gained ~18%.

Even better would be comparing to the total stock market rather than S&P 500. Using something like DWCF or VTSAX

  • SantalBlush 3 years ago

    Right, this chart is the epitome of misleading statistics. It was made by someone who doesn't understand what they're talking about, and its intended audience is people who don't understand what they're reading.

    • pb7 3 years ago

      Read the author's bio. Do you think it was made in good faith?

  • qez2 3 years ago

    The post seems to be implying that increase in money supply is synonymous with inflation, but one of the main reasons we print more money is actually to keep up with growth.

  • throw9away6 3 years ago

    The cpi is a bad metric. It does not accurately capture all the cost increases we have seen since covid.

    • VHRanger 3 years ago

      Feel free to use PCE or whatever else instead.

      There's alternatives, and trust me, one of them addresses your gripes.

      Unless your complaint is very specific, assume you didn't just intuitively out-think a bunch of PhDs whose job is thinking about this

jy1 3 years ago

It's up substantially when calculating total return (including dividends) https://twitter.com/Tsartoshi/status/1680139560074764288?s=2...

swyx 3 years ago

careful with crypto guys and inflation truthers - they cant articulate the velocity theory of money, but are very confident that they know better than the fed (usually spelled FED as a shibboleth) on what money is

fxtentacle 3 years ago

"All the technological advantages humans made"

I didn't notice them. Is there anyone who believes Google or Microsoft are now significantly more useful than in 2003? Does anyone feel like Facebook has gotten more useful in recent years? Apart from compensating for ever slower Electron apps, does the additional CPU power in modern Macs really improve my life? How come VS Code still feels so much slower than Visual Studio 6 on Windows 98 SE?

Maybe it's time to accept the obvious conclusion that new != better when it comes to technology.

xnx 3 years ago

Talking about M2 without context or regard for other factors is such a reliable indicator that I don't need to read any further.

mouzogu 3 years ago

the cost of everything has gone up bigly while my salary has remained stagnant

dont need any financial astrology or jargon to know this

xattt 3 years ago

I’m trying to click the X to close the window but won’t do anything.

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