Emerging
Markets: Has Their Time Finally Come?
Ronald D. FRASHURE and Charles H. WANG
Perspectives,
Vol. 3, No. 4
(Editor's
Note: Views expressed in this article are those of the authors
only. This article does not constitute investment advice.
Neither OYCF nor Perspectives is qualified to give investment
advice. We publish this article here for its independent academic
value, and OYCF and Perspectives disclaim any connection to
any investment advice that a reader may infer from reading
this article.)
With
the world poised at a number of critical crossroads-between
recession and growth, war and peace, up and down markets,
optimism and pessimism-now seems to be a particularly timely
moment to reconsider the case for emerging markets. During
this difficult year, emerging equity markets have actually
held their value more successfully than developed markets,
with declines of considerably smaller magnitude than those
seen in the U.S., Europe and developed Asia. Could this be
a forerunner of an extended period of outperformance in these
markets, which have held out much promise to investors over
the past decade or more but have so far largely failed to
deliver?
The
term "emerging markets" was coined by the World
Bank's International Finance Corporation in the early 1980s.
Typically, emerging markets are in countries that are in the
process of industrialization, with lower gross national product
(GNP) per capita than more developed countries. Of the 130
countries that the international financial community generally
considers to be emerging or developing countries, approximately
40 currently have stock markets. Emerging markets became the
new frontier of global investing in the late 1980s and saw
spectacular returns in the early 1990s, only to be followed
by an exceptionally long span of volatile and disappointing
returns. These markets seemed to lurch from one period of
intense crisis to another with only intermittent spells of
relief. The most intense storms during the 1990s were the
Mexican peso devaluation of 1994 and its subsequent "tequila
effect" contagion, the Asian financial crisis of 1997-1998,
and the Russian ruble devaluation and debt default of 1998,
which spread systemic risk into developed markets by way of
the Long-Term Capital Management debacle. Most recently, the
Argentine financial crisis has been in the spotlight.
During
the longest U.S. bull market in history, emerging markets
might better have been termed "submerging markets,"
declining 43% from December 1994 to October 2001, during a
period when the S&P 500 index gained 130%. The disconnect
between the apparent potential of emerging markets and the
actual returns of recent years has been extremely trying for
investors, and many have decreased or eliminated their allocation
to this asset class.
Despite
the current sentiment, there is a strong case to be made that
now is an ideal time for emerging markets investment. Like
value investing's renaissance in 2000 following the burst
of the Internet bubble, market turning points are often unconventional,
uncomfortable, and even painful in the short term. It is important
to remember that when the economic outlook and investor sentiment
are at their worst, even a small turn of events toward the
positive can be enough to reignite markets. This paper outlines
some key observations that suggest emerging markets offer
a compelling investment opportunity at present.
1.
Historically Low Valuations
Valuation
levels are extremely strong for the emerging markets asset
class and even more so for active, risk-controlled emerging
markets portfolios, which have a single-digit price-to-earnings
ratio, with attractive earnings growth forecasts. Overall,
compared to other asset classes, the emerging markets are
the most attractively valued equities available to investors.
In
addition, from a timing perspective, the emerging markets
asset class is selling at historically low valuation levels
as compared to similar assets in developed markets. Based
on price-to-earnings ratios, for example, valuations are currently
half those of developed markets, compared to an average of
0.75 over the past fifteen years. It is hard to imagine that
such compellingly strong fundamental value can long be ignored.
2.
Economic Triggers - Near Term
Of
course, valuations alone will not ensure strong equity market
returns if there is no improvement in the underlying economic
climate. However, as has been demonstrated many times, markets
are discounting mechanisms and tend to rise in advance of
actual recovery in economic and corporate earnings growth.
Emerging markets have historically been especially sensitive
to perceptions of the global economic cycle and have tended
to be one of the more responsive asset classes in discounting
economic change. We saw this in Mexico in the mid-1990s, when
the stock market recovered well in advance of the actual turnaround
in the economy and currency.
While
we believe that the prospective economic recovery in the developed
markets from the current global recession is likely to be
more drawn-out and less ebullient in the early stages than
in past recoveries, we still think that the emerging markets
are likely to gain significantly from a discounting of world
economic recovery. This anticipation could start within the
next six to twelve months, and possibly sooner, based on historical
precedent.
In
addition, as we consider the world economic outlook, certain
areas within the emerging markets are actually among the few
pockets of potential strength in global growth. Ironically,
from a global point of view some of the currently stronger
economic growth prospects would be the former state-managed
economies of China, Russia and central Europe. Most of the
developed economies appear to have uncertain prospects for
next year, especially the United States and Japan. The emerging
markets, in contrast, appear better poised to recover, having
experienced the downturn earlier and in many cases more severely
than their developed counterparts.
3.
Market Volatility Change as a Spur to Outperformance
In
addition, emerging markets have historically shown good performance
when global equity market volatility has reached a peak and
then declined. Global market volatilities have continued at
a high level after their September peaks, but a reduction
of uncertainty regarding world political and economic issues
could be expected to reduce volatility levels-which would
be beneficial to emerging markets based on past patterns.
4.
Economic Triggers - Long Term
Beyond
the near-term triggers, there are some long-term economic
and political developments that may be quietly laying the
foundation for a sustained period of better performance from
these countries. These would include the world's increased
recognition of the strategic importance of developing nations,
new models for economic development that stress free markets
and individual initiative, and evidence that nations that
followed now-discredited approaches to development (such as
the old Asian economic model) are already striking out on
new paths.
In
the aftermath of the September 11 terrorist attacks on the
United States, there is a heightened awareness of the importance
of key emerging markets in global security. Recently, for
example, the U.S. has stepped up economic assistance to supporters
in the war against terrorism, including Pakistan, Egypt and
Turkey. It seems likely that a greater degree of political
partnership with these nations could well translate into greater
investor attention, stronger capital flows and positive market
performance.
Beyond
the immediate effects of the current anti-terror campaign
and its focus on a few key strategic countries, it is also
likely that there will be broader support for emerging markets
globally, as their pivotal role in the new world order emerges.
In his 1997 book The Big Ten - The Big Emerging Markets and
How They Will Change Our Lives, Jeffrey Garten, Dean of the
Yale School of Management, argues that potential political
and economic instability in the emerging markets could create
havoc for the world economy. The changed realities after September
11 and recognition that lack of economic opportunity provides
a fertile breeding ground for terrorism are expected to solidify
global support for measures aimed at reducing instability
in the world's developing regions. Greater stability would
be expected to have a positive effect on emerging markets,
reducing the risk premium and boosting equity values. Even
a focus on just the largest markets would likely boost the
overall asset class, as Garten's "big ten" alone
accounts for over 60% of total emerging markets capitalization
(based on the MSCI Emerging Markets Free index).
Another
stimulus to the long-term economic performance of emerging
markets is greater recognition of free, open, transparent
markets in promoting economic growth. Despite the noisy protests
of "anti-globalization" groups at recent multinational
meetings, there is a growing consensus that economic development
promotes personal freedom, and that the two phenomena are
closely linked. This viewpoint is persuasively explored by
Amartya Sen, winner of the Nobel Prize in economics, in his1999
work Development as Freedom. Greater acceptance of the linkage
between economic development, free markets and individual
freedom is likely to increase over time, stimulating growth
in emerging capital markets.
On
the purely economic level, leading economists with influence
on emerging markets policymakers, such as Rudi Dornbusch of
MIT, have been arguing that free markets solve problems most
effectively. In the essay on "Long-Run Growth in Emerging
Countries" in his 2000 book Keys to Prosperity, Dornbusch
shows the importance of three key characteristics for growing
economies - openness, macro stability and small government.
In our experience, Dornbusch and other economists of similar
orientation are being listened to carefully by policymakers
in important emerging economies. Wider acceptance of their
views can be expected to promote long-term, stable growth.
Evidence
that this is already occurring can be seen in Asia. Asian
companies and policymakers demonstrate a clear movement away
from the old economic model that prevailed prior to the 1997-98
financial crisis towards a more open, market-driven system.
The old model was one in which the consumer saved prodigiously,
banks lent carelessly, and borrowing corporations over-invested
with poor returns. While creating the illusion of steady growth,
this model was in fact unsustainable, as the economist Paul
Krugman pointed out in his now-famous 1994 Foreign Affairs
article, "The Myth of Asia's Miracle." His view,
controversial at the time, was borne out by the Asian financial
crisis three years later.
While
the degree of progress towards a new Asian economic model
varies from country to country, our observations confirm a
general shift towards a framework where consumers spend more
and borrow more. Lending institutions in turn have tighter
lending standards, putting corporations into competition for
capital and necessitating higher returns on investment. This
new paradigm offers the prospect of more sustainable growth
and higher valuations for investors.
5.
Assessing the Long-Term Fundamental Case
Finally,
the fundamental case for emerging markets investment remains
sound. The two decades since these countries first made forays
into the capital markets are only a short period in world
economic development and a fleeting moment in history. Yet
during this period emerging markets have come a long way in
establishing sound fiscal and monetary policies, restructuring
their economies, addressing corporate governance, and improving
their economic fundamentals. Keeping this in mind, the potential
for continued rapid, positive change in these economies and
markets is still very strong.
Long-term
fundamental positives for the emerging markets include:
o Large, rapidly industrializing populations
o Undervalued currencies
o Declining current account deficits
o Improving infrastructures
o Competitive wages
o Increased competition, reform and restructuring
o High savings rates
o Long-term propensity toward growth
Of
course, emerging markets vary a great deal in their political
realities, their cultural and national identities, and their
legal and economic institutions. Many emerging market populations
are still in poverty and lack the basic means for development.
Great attention needs to be paid in understanding the multifaceted
nature of these countries and to distinguish among the different
stages of development. In short, investment in these markets
remains challenging. However, we believe that with use of
a wide array of information and skilled application of disciplined
analytical tools, it is possible to avoid troubled areas and
selectively invest in high-return countries and companies.
Diversification
of portfolio risk is also a positive feature of emerging markets
investing that investors would do well to keep in mind. Over
the past fifteen years, a 40% emerging markets/60% EAFE (The
Morgan Stanley Capital International Index for Europe, Australia,
and Far East) mix has provided superior risk-reduction and
higher returns than a 100% EAFE portfolio, when combined with
U.S. equity investments.
6.
Conclusion
We
think investors should look past the current market anxiety
and make a careful and objective appraisal of the present
opportunities in the emerging markets. We believe this asset
class will serve investors extremely well in the long term,
and that the current valuations and outlook justify an increase
now in emerging markets allocations for global fund sponsors.
The current uncertainty, while uncomfortable in the near term,
provides a classic long-term buying opportunity.
(Mr.
Ronald D. Frashure is the president and co-chief investment
officer of Acadian Asset Management. Dr. Charles H. Wang is
the director of research and emerging market fund manager
of the same company.)