*

INR faces several idiosyncratic headwinds but some key dynamics are

different from what precipitated its 1991 crisis or the Asian crisis in
1997.

Pressure points would likely drive the Government to undertake more

structural reforms; but the positives will be visible only from late FY15.

Except IT and Pharma, corporate earnings continue to see downgrades

and we believe a further 8-10% downgrades to our macro base case of

5.5% GDP growth in FY15 and INR at 70-72. We believe outflows driven

PE derating is a bigger risk than earnings downgrade. Stocks at risk due

to higher FII participation and little valuation support / currency hedge in

business are Bharti, HDFC group, Hero, ITC, Ultratech, HUL and A Paints.

INR’s misunderstood adjustment
*

q INR is inflicted by structural, cyclical, global and balance of payments
(BoP)

financing headwinds. Political apathy towards structural changes in the real

economy worsens the adverse impact of the multiple headwinds.

q The on-going INR adjustment is neither new nor temporary. INR had
depreciated

significantly even before the recent hit from the fears about Fed tapering
emerged.

q INR is oversold and undervalued in REER terms. It can get some temporary
respite

but its adjustment to weaker levels is not over. We maintain our long-held
nonconsensus

view that INR is headed back to the pre-2002 depreciation pattern.
*

India’s mix of problems unlike its 1991 crisis or 1997 Asian crisis
*

q BoP financing pressures are common to most EM countries but India’s mix
of the

current problems is different from what led to its 1991 crisis or to the
1997 Asian

crisis. It is also different from a typical external debt-driven EM crisis.

q The most differentiating aspect has been RBI’s hands-off approach towards
the

INR. This prevented burning foreign reserves to defend unrealistic INR
levels. If

adopted, it would have likely precipitated a BoP, and possibly, a banking
crisis.

q India has fiscal issues but government debt sustainability is less of an
immediate

concern. Also, external debt ratios are not too worrisome although the rise
in

corporate borrowing, especially the unhedged portion, is.

q Adjusted for NRI deposits (typically rolled over) and trade credits (an
issue if 2008-

like explosion in counterparty risk), short-term debt profile is less of a
worry.
*

FII flows at risk – will impact PEs
*

q India’s equities saw inflows of US$100bn since 2009 until May this year.
Bulks of

these flows have come from international funds that can easily play the DM
vs EM

trade.

q Since May, FII outflow of US$3.7bn has taken place from equities. Our
estimate of

the current FII stock in domestic equities is US$170bn. With ‘relatively
safe’ stocks

such as HDFC group, ITC etc falling by 23-30% from their peaks, risk of
outflows

has increased.

q Among US$5bn+ market cap stocks with high FII / free float ratio that
appear

vulnerable are HDFC group, Bharti, Hero, ITC, Ultratech and HUL.

q Other high ownership stocks are either have some valuation support (banks
&

financials) or have a currency hedge in business (IT and Pharma).
*

More earnings downside to FY14/15 estimates
*

q In our macro base case of Rs70-72/US$ in FY15 and 5.5% as the GDP growth,
we

see more downside risk to our earnings estimates. More risk to FY15 than
FY14.

q Bigger downside risk exists in banks, autos and cement. In banks, credit
growth

could be lower at 14-15% as against assumed the 17%; also NPAs could be
higher

by 50-70bps at 5% of loans. Cement and four wheelers could also witness
10-20%

earnings cut. Property cos will also likely see downgrade on higher rates.

q For 1% INR depreciation, pharma earnings move up by 0.5-1% and IT cos
earnings

move up 1.5-2%.

q OWT IT, Pharma, PSU power utilities, Reliance and Zee. Stay selective in
cyclicals

with ICICI, L&T and Maruti as preferred picks.

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