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Equities

2024 Q4 Capital Market Assumptions 2024Q4CapitalMarketAssumptions

Dec 6, 2024

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Uncertainty about when the U.S. Federal Reserve (Fed) would begin its rate-cutting cycle and the pace at which it would likely proceed kept markets on edge for much of the third quarter of 2024. Driven by recognition that inflation had fallen and that downside risks had increased, the Fed ultimately followed a more aggressive path, initiating its rate-cut cycle with a 50 basis point cut in September and a 25 basis point reduction in November. U.S. GDP rose by 2.8% in Q3, a modest slowdown from the pace seen in early 2024 but consistent with the historical average. As a result, the projection for 10-year U.S. GDP growth was revised to just above 2%, up from 1.86% last quarter. Against this backdrop, the Q4 2024 Capital Market Assumptions include:
 

  • An annualized nominal 10-year return for Global Equities of 6.5%, a decrease from the forecast of 6.9% for the third quarter of 2024. The small forecast decrease is primarily attributable to less favorable valuations following a 6.7% advance in Global Equities in Q3 2024.
  • Global sovereign interest rates moved sharply lower in the third quarter of 2024 as expectations for a more aggressive pace of interest rate cuts by the Fed were priced in early in the quarter ahead of the Fed’s September 50 basis point cut. The long-run forecast for hedged Global Aggregate Bonds is 3.9%, a decrease of 0.6% from last quarter’s forecast.
  • The forecast return for a balanced portfolio of 60% Global Equities unhedged and 40% Global Aggregate Bonds hedged is 5.8% annually over the next 10 years, a decrease of 0.5% from the Q3 2024 forecast.

Note: Forecasts may not be achieved and are not a guarantee or reliable indicator of future results

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The views expressed herein are those of PGIM Quantitative Solutions investment professionals at the time the comments were made and may not be reflective of their current opinions and are subject to change without notice. Neither the information contained herein nor any opinion expressed shall be construed to constitute an offer to sell or a solicitation to buy any security.

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