/ 17 August 2004

Further underperformance forecast for rand

The rand’s recent weakness suggests that the currency is moving back into line with other resource-based currencies, following a period of unsustainable outperformance.

With the local unit continuing to trade above its long-term, real, trade-weighted value, some further underperformance is likely, Martin Jankelowitz — head of market and economic research at Investment Solutions — said in commentary on Tuesday.

According to Jankelowitz, last Thursday’s surprise 50-basis-point interest-rate cut was in all likelihood the triggering mechanism that led to market participants reassessing the rand’s value.

He noted that although August has witnessed general appreciation for the global commodity currencies relative to the United States dollar, the rand has weakened.

The New Zealand dollar is now the best-performing commodity currency. Comparing the rand/US dollar’s performance to that of the Australian dollar/US dollar, the former is currently enjoying a 5% year-to-date outperformance. This compares with a 15% outperformance about a month ago.

Jankelowitz asserted that this implies the rand is now “behaving normally” and coming back in line with the other key global resource currencies.

Based on this measurement, as well as the rand continuing to trade above its long-term, real, trade-weighted value, some further underperformance is likely, he said.

In the long term, Investment Solutions expects the global environment to remain the rand’s long-term driver.

The resource cycle remains key and there should be a close correlation with the other resource-based currencies. — I-Net Bridge