JPMorgan Chase Earnings Preview
J.P. Morgan (JPM) is set to report Q4 earnings tomorrow before the market opens with a conference call to follow at 8:30am ET. JPM is expected to report earnings at approx 7am although the results have tended to slip out before schedule. Current Capital IQ consensus stands at EPS of $1.69 on Revenue of $24.87 bln.
It will be an interesting round of reports for the banks. A strong global economy, lighter regulation, benign credit environment, and now favorable tax reform have all helped boost shares. That is not to say there are no headwinds for the group as trading revenue has remained under pressure. Also the tax reform, while a longer term benefit, will provide some noise to the headlines this quarter as adjustments to Deferred Tax Assets will have a negative impact on GAAP EPS as well as capital levels. Credit conditions have remained a non-event but, with an increase in credit, market participants continue to watch for any upticks in net charge offs as the pain of 2007-09 remains fresh despite being nearly a decade old.
Key Issues to watch
- Trading Revenue- In early December at the Goldman Sachs Financial Services conference JPM said that it expected trading revenues in Q4 to be down approx 15% y/y. This was generally in line with the industry outlook. JPM said that Q4 was shaping up much like Q3 and Q2 and comps from a strong FY16 remain difficult.
- Tax Reform- Naturally a hot topic for all companies this quarter and banks in particular. Banks racked up big losses during the financial crisis which allowed them to build high Deferred Tax Asset positions. When Congress passed the tax reform law it meant that these assets were valued at a lower rate. In addition, unremitted overseas earnings are also facing taxation. JPM has said that it expects a Q4 adjustment of 'as much as $2 bln' which is driven mainly by the overseas earnings. JPM's DTA is only $3.2 bln so the impact should be smaller than many of its peers. Over the long run though tax reform will benefit JPM which derives approximately 77% of its revenues domestically.
- Net Interest Margin- The recent rally in the longer end of the curve has been beneficial for banks. The simple practice of borrowing short term and lending long term means that banks are more profitable when this spread steepens. The relationship between the 2 and 10 year yields is seeing a steepening over the past few days but it remained near multi-year lows for most of Q4. This may lead to some disappointment in NIM as investors continue to wait for rate hikes to work its way to bank sheet bottom lines. NIM was 2.37% in Q3 which was up 6 bps q/q.
- Loan Growth- JPM forecast growth of approx 8% in Q4 which would be near the top for peers. Consumer lending has picked up with credit cards being the primary driver, replacing C&I loans which were viewed as expensive. This will be a key metric to watch in terms of JPM joining in on the global growth story.
- Credit Conditions- As JPM has been expanding further into the credit card market it has been building its reserves to cover the balance sheet. In Q3, JPM had a provision for credit losses of $1.5 bln which was up $1.3 bln from the prior year driven primarily by reserves in credit cards. The Q2 provision was $1.2 bln. Total Reserves sit at $14.6 bln (Consumer $9.5 bln and Wholesale $5.1 bln). Net Charge Offs in Q3 were $1.21 bln or 1.10%, up 3 bps q/q.
- Bitcoin- Just a side note as Jamie Dimon may certainly have an impact here. He has said in the past that he did not see any value in it and went so far as to say he would fire anyone who was trading it on the JPM desk. But he has recently stepped back from these comments saying he regrets calling bitcoin a fraud.
Outlook
- Expect 2017 net interest income to be up ~$4B YoY, market dependent;
- Expect 2017 adjusted expense to be ~$58B;
- Expect 2017 net charge-offs to be ~$5B;
- Expect 2017 average core loan growth to be ~8%.
Q3 Recap
- Reported revenue of $25.3 billion; managed revenue of $26.2 billion;
- Average core loans up 7% YoY and 2% QoQ;
- RoE 11%; RoTCE 13%;
- Common equity Tier 1 12.5%
- Book value per share of $66.95, up 5%; tangible book value per share of $54.03, up 5%;
- Net interest income was $13.1 billion, up 10%, primarily driven by the net impact of rising rates and loan growth, partially offset by declines in Markets net interest income;
- Credit card sales volume and merchant processing volume each up 13%;
- Banking revenue was $3.1 billion, up 5%. Investment Banking revenue was $1.7 billion, down 2%, driven by lower equity and debt underwriting fees, largely offset by higher advisory fees.
- Fixed Income Markets revenue was down 27%, as lower revenue across all products was driven by sustained low volatility and tighter credit spreads, against a very strong prior year. Equity Markets revenue was down 4% compared to a strong prior year, reflecting lower revenue in derivatives predominantly offset by strength in Prime Services and Cash Equities.