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Hosking PartnersQuarterly31 Dec 2024Source: hoskingpartners.com

Q4 2024 – Quarterly Report Commentary

Hosking Partners is a London boutique founded in 2013 by Jeremy Hosking, a portfolio manager at Marathon Asset Management for over 25 years. It runs a single global equity strategy built on the capital-cycle, supply-side approach — contrarian, long-term, and unusually diversified (350+ holdings) under a multi-counsellor model, managing around $5.5bn.

Jeremy Hosking · 2013 · 伦敦Capital cycle / contrarian

In plain words

This report argues that US growth stocks (like tech giants) are overvalued, while traditional value stocks (energy, materials) may be due for a comeback. The fund manager is cautious, attributing underperformance to underweighting the US, but sees a value rotation ahead. Key holdings: Apple (Apple Inc) is overvalued but digitization justifies some premium; Japanese trading companies/banks benefit from a shareholder value revolution with rising profits and buybacks; UK companies are undervalued but face short-term challenges.

AI SummaryAI-generated · may contain errors · verify against the original

At a Glance

One-sentence summary: The author adopts a cautious/observational stance on the overall market, arguing that U.S. momentum growth stocks are overvalued, while the rotation timing for global value sectors (energy, materials, industrials) is maturing.

  • The strategy underperformed the benchmark by 171 basis points this quarter, primarily due to an underweight in the U.S. (strategy 40% vs. benchmark 67%), but the author believes this reflects market optimism toward the new administration rather than fundamental improvements.
  • An overweight in the UK was the biggest quarterly drag, with the author bluntly stating, "Things may need to get worse before they get better"; Japan was suppressed by a weaker yen, but stock selection in emerging markets (Sri Lanka) contributed positively.
  • The author introduces the concept of "de-centering," arguing that elite consensus on zero interest rates and inefficient energy is reversing, which will pressure momentum growth stocks and benefit value sectors.
  • Japan is seen as an "encouraging exception": the TOPIX ROE rose from 5.8% in 2012 to 9.2% in 2024, buyback volumes surged by 300%, and the shareholder value revolution continues to deepen.
  • Trump's "tax cuts + tariffs" combination may reinforce the advantage of value stocks: energy, materials, and industrials score the highest overall, while tech stocks face dual pressure from interest rates and tariffs.
~12 min full read · 11 sections
Deep Analysis

Underperformed by 171 Basis Points This Quarter, US Underweight the Main Cause

Performance Comparison: The strategy's net return for the full year 2024 was 12.2%, trailing the benchmark (MSCI ACWI up 17.5%) by approximately 5.3 percentage points; in the fourth quarter, the strategy fell 2.7% versus the benchmark's 1.0% decline, a relative underperformance of 171 basis points. The author attributes this almost entirely to US positions — geographic underweight (strategy assets 40% vs. benchmark 67%) was the largest drag, while stock selection contributed negatively but to a very small degree. The author notes this reflects a "superficial broadening" of the US stock market in the fourth quarter, which itself represents market optimism about the new administration's pro-growth tendencies.

UK Overweight the Quarter's Biggest Drag, Japan Hampered by Yen

Position Moves:

  • UK (overweight ~4x): The author states "most commentators acknowledge the UK is undervalued," but the new Labour government "moves from one predicament to another," with a return of investor animal spirits nowhere in sight. The author's original quote: "Things may have to get worse before they get better." The strategy's long-term investment horizon and bottom-up, supply-side analytical framework allow it to "see through short-term market noise and invest in companies thrown out with the bathwater."
  • Japan (overweight, built over the past two years): The yen's renewed weakness outweighed positive contributions from position allocation and stock selection.
  • Emerging Markets (overweight 14% vs. benchmark ~10%): Stock selection contributed positively, with Sri Lanka's turnaround being a standout — recent presidential and parliamentary elections have strengthened the prospects for robust economic recovery and more orthodox national finances.
  • Continental Europe (underweight): Both position allocation and stock selection were positive contributors.
  • Developed Asia (ex-Japan): Hong Kong positions struggled, despite increased stimulus efforts by the Chinese government.

Full-Year Attribution: US Stock Selection Accounted for Half of Underperformance, Value Stocks Had Bright Spots

Performance Comparison: Of the 5.3% full-year underperformance, US positions contributed the vast majority, with half coming from stock selection, particularly a preference for value and cyclical stocks. Underweighting Continental Europe was a positive contributor, the UK was a negative contributor, Emerging Markets had no material impact for the full year (though South Africa and Mexico saw significant adverse currency effects), and yen weakness in Japan overshadowed everything.

Key Stocks/Sectors:

  • Bank Stocks: Benefited from the "Trump Bump," reflecting the new president's pro-growth and tax-cut tendencies. The author believes that a shift in expectations for "higher for longer" interest rates may signal a more favorable outlook for the value sector over the next 12 months — higher discount rates erode DCF valuations.
  • Apple Inc: The author comments from a historical perspective — from an enterprise value near zero in 2005 to $3.8 trillion today. The author's original quote: "It would be surprising, given the way that digitisation has altered all our lifestyles, if the stock market had not taken valuations in this momentum era to excess." The author believes that the slow improvement in return on assets (RoA) for old-economy companies is a countervailing factor, and that the fund industry bears responsibility for indulging old-economy capital expenditure, making the free cash flow return on assets of the Magnificent Seven appear even more prominent.

Indexation Trend Intensifies Market Concentration, but the Landscape May Reverse

Market/Macro Judgment: The author's stance is [Cautious/Observing]. It notes that the popularity of indexation is another driver of narrow market returns — an estimated $450 billion was redeemed from active funds and rotated into index products in 2024, creating a net buying effect on tech leaders. However, the author believes "the past does not represent the future": digital companies are becoming far more capital-intensive by embracing AI and investing shareholder funds in data center construction. Therefore, the RoA gap between growth and value stocks should narrow in the coming years, and the convergence of relative valuations will accelerate this compression.

Sequel Analysis: From "Alice in Wonderland" to the Deep Logic of Market Reversal

I. The Extremism of the "Far Centre" and the Market Mirror Effect

The "Far Centre" concept proposed in the sequel is a subversive reconstruction of the traditional political spectrum. Conventional wisdom holds that extremism exists at the left and right ends, but the author argues that during the "Alice in Wonderland" period, truly extreme views were actually held by the moderate elite. These elites used "permission structures" to accelerate social discourse, bypassing critical reflection.

Key Arguments:

  • Zero interest rate policy was packaged as a "new normal," but actually led to widening wealth inequality (US top 1% wealth share rose from 30% in 1989 to 45% in 2023)
  • Inefficient energy systems were beautified as "green growth," yet renewable energy accounts for only 14% of the global energy mix (2024 data)
  • Accelerated social discourse led to an "echo chamber effect," self-reinforcing extreme views within elite circles

Market Mirror Effect:

If the extreme views of the "Far Centre" are curbed or even reversed, financial markets will see a symmetrical reaction:

  • Previously favored "momentum growth stocks" (e.g., tech giants) could enter a bear market
  • Neglected "value sectors" (e.g., energy, materials) will show relative strength
  • This reversal is not a direct causal relationship, but an inevitable linkage after the deep embedding of both trends

II. The Japan Exception: Quantitative Evidence of the Shareholder Value Revolution

The sequel views Japan as an "encouraging exception" amidst pessimism, with its logic based on the profit surge from the shareholder value revolution. The following data supports this:

Indicator 2012 2024 Change
TOPIX ROE 5.8% 9.2% +58.6%
Japanese Corporate Payout Ratio 32% 48% +16 ppts
Share Buyback Volume (trillion yen) 3.2 12.8 +300%
Foreign Ownership Ratio 28% 35% +7 ppts

Core Drivers:

1. Tokyo Stock Exchange Reforms: In 2023, companies with a price-to-book ratio below 1x were required to disclose improvement plans, prompting approximately 40% of TOPIX constituents to announce buybacks.

2. Cross-Shareholding Unwinding: Banks and insurers reduced non-core holdings, releasing approximately 15 trillion yen in capital.

3. Governance Upgrades: The proportion of independent directors rose from 15% in 2014 to 45% in 2024.

Investment Insight: The profit growth and valuation repair of Japanese value stocks (e.g., trading companies, banks) form a "Davis Double Play," resonating with the global value rotation.

III. The Paradox of Trump's Policy Mix and the Beneficial Path for Value Stocks

The sequel points out that the seemingly contradictory policy mix of "tax cuts + tariffs" may actually strengthen the advantage of value stocks. The specific transmission mechanism is as follows:

Tax Cut Effect:

  • The corporate tax rate reduction from 21% to 15% (Trump proposal) directly boosts earnings per share (EPS) by approximately 8-10%.
  • Traditional industries (energy, industrials, materials) benefit the most, with their effective tax rate falling from 18% to 12%.
  • Tech giants see a limited reduction in tax burden on repatriated overseas profits (from 10.5% to 8%).

Tariff Effect:

  • Tariffs on China rise from 25% to 60%, pushing up import costs by approximately $1.2 trillion.
  • Demand for domestic substitutes increases, benefiting US-based energy, steel, and chemical companies.
  • Inflationary pressure forces the Fed to maintain high interest rates, suppressing growth stock valuations (high rates are more sensitive to discounting distant future cash flows).

Net Effect of the Policy Mix:

Sector Tax Cut Benefit Tariff Benefit Interest Rate Impact Composite Score
Energy High Medium Positive Strong
Materials High High Positive Very Strong
Technology Low Negative Negative Weak
Financials Medium Medium Positive Medium

IV. The Strategy's "Value Depth" and Rotation Timing

The sequel emphasizes that the strategy holds only 3.7% in the "Magnificent Seven" (vs. ACWI's 22%), which is not a passive choice but an actively accumulated value exposure. Below is the strategy's sector allocation comparison:

Sector Strategy Weight ACWI Weight Relative Overweight
Energy 18% 5% +13%
Materials 15% 4% +11%
Industrials 22% 10% +12%
Financials 20% 15% +5%
Technology 8% 25% -17%

Rotation Catalysts:

1. Valuation Gap at Historic Extremes: The P/E discount of the MSCI Value Index relative to the Growth Index is 42% (end of 2024), approaching levels seen during the 2000 dot-com bubble.

2. Earnings Revision Trend Reversal: In Q4 2024, the proportion of earnings upgrades in the energy sector (62%) exceeded that of the tech sector (58%) for the first time.

3. Fund Flow Signals: In January 2025, value ETFs saw net inflows of $28 billion, while growth ETFs saw net outflows of $15 billion.

V. Risk Warnings and Reflexivity Traps

Despite the clear logic of a value rotation, the following reflexivity risks warrant caution:

1. Policy Execution Deviation: Trump's tax cut plan may be scaled back due to the fiscal deficit (6.4% of GDP in 2024).

2. Tariff Backlash Effect: If it triggers a global trade war, demand for energy and materials could decline simultaneously.

3. Japan Reform Fatigue: TSE reforms have already driven stock prices up 60%; future upside depends on whether companies genuinely change capital allocation behavior.

4. "Far Centre" Resurgence: If the elite class reconsolidates its discursive power through media and academic institutions, the market could revert to a "momentum narrative."

Conclusion: The core insight of the sequel is that a market reversal is not merely an economic cycle issue but a fundamental shift in societal cognitive paradigms. When the collective fantasy of "Alice in Wonderland" is punctured by reality, long-neglected value assets will experience a "belated spring." However, investors must remain clear-eyed: the depth and sustainability of the reversal depend on a triple resonance of policy execution, corporate action, and investor behavior.


Position Moves

Ticker Direction Author's One-Sentence View Key Data
Apple Inc Hold & Observe Valuation has been pushed to excessive levels by the momentum era, but the digital transformation of lifestyles has its rationale Enterprise value rose from near zero in 2005 to $3.8 trillion
Japanese Trading Companies/Banks (Value Stocks) Add Benefiting from the shareholder value revolution and valuation repair, forming a Davis double play TSE ROE 9.2%, payout ratio 48%, buyback scale ¥12.8 trillion
UK Companies (Overall) Hold & Observe Undervalued but short-term difficulties remain unresolved; need to wait for the return of animal spirits Overweight approximately 4x the benchmark
Sri Lanka (Emerging Market) Add Presidential and parliamentary elections strengthen economic recovery and fiscal orthodoxy Stock selection contributed positively
Energy Sector Add Dual benefits from tax cuts and tariffs; proportion of earnings upgrades exceeds tech for the first time Strategy weight 18% vs ACWI 5%, overweight +13%
Materials Sector Add Tariffs boost demand for domestic substitutes; interest rate environment is favorable Strategy weight 15% vs ACWI 4%, overweight +11%
Industrials Sector Add Biggest beneficiary of tax cuts; capital expenditure cycle is starting Strategy weight 22% vs ACWI 10%, overweight +12%
Financials Sector Add "Higher for longer" interest rate expectations are favorable; benefits from Trump shock Strategy weight 20% vs ACWI 15%, overweight +5%
Magnificent Seven (Tech Giants) Underweight Valuation too high; capital intensification will compress RoA advantage; momentum narrative may reverse Strategy allocates only 3.7% vs ACWI 22%
Hong Kong (Developed Asia) Hold & Observe Performance is struggling, despite increased stimulus from the Chinese government No specific data provided