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BofA: Don't sell in May and don't go away

Published 02/07/2024, 09:54
© Pavlo Gonchar / SOPA Images/Sipa via Reuters Connect
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The S&P 500 index gained around 3.6% in June, proving the old adage “sell in May and go away” wrong once again, Bank of America strategists said in a Monday note.

Over the past six years, the S&P 500 has averaged a 2.2% gain in June, with 2022 being the only year it posted a decline in June. The index achieved a robust 15.3% gain in the first half of the year, placing it in the 83rd percentile for first-half gains and marking the second-best first half in an election year since 1936, BofA noted.

“There have been 31 all-time highs reached by the index YTD, with 179 stocks hitting new high,” BofA strategists wrote. “US was the best-performing region in 1H, outperforming international stocks.”

Stocks emerged as the best-performing asset class, followed by gold with a 12% increase and cash with a 3% rise. Corporate credit remained flat, while long-term Treasuries fell by 4% year-to-date.

Just 24% of stocks in the S&P 500 have outperformed the index year-to-date, marking the third narrowest six-month period since 1986. Nvidia (NASDAQ:NVDA) alone contributed 4.6 percentage points to the S&P’s 15.3% return, while the "Magnificent 7" drove 9.1 percentage points.

“Narrow market breadth isn’t a harbinger of a sell-off but we think it suggests the market is likely to broaden out,” strategists said.

Sector-wise, Technology was the best performer in the first half of the year, with a 28% gain, followed by Communication Services with a 26% surge. The other nine sectors underperformed the S&P 500, with Real Estate being the only sector to decline.

Momentum factors led significantly, rising 10.8% year-to-date compared to the equal-weighted S&P 500's 4.1% gain. This factor group is now the most crowded, with active mutual funds shifting from a record-low 14% underweight in 2022 to approximately 30% overweight today.

As for small-cap stocks, the Russell 2000 underperformed in June, declining by 0.9%, compared to the Russell 1000’s 3.3% gain and the Russell MidCap’s 0.7% decline. All three indices lagged behind the more concentrated and Tech-heavy S&P 500 and Nasdaq 100, which rose by 6.1%.

“We would stay selective in small caps until we see greater confirmation on the back-end loaded profits recovery and Fed cuts,” BofA’s team concluded.

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