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Market take
Weekly video_20250915
Glenn Purves
Global Head of Macro, BlackRock Investment Institute
Opening frame: What’s driving markets? Market take
Camera frame
We stay risk-on. A softer US labor market gives the Federal Reserve room to cut and eases brewing political tensions from higher interest rates. We think these rate cuts will support US stocks and the AI theme. We also think long-term yields could fall more – even if the pressures driving them up persist – and close our long-standing underweight.
Title slide: Staying risk-on as macro tensions ease
1: An inflation puzzle
Until recently, we saw the economy in an inflation puzzle. Headline inflation had declined even as US tariffs pushed up on goods inflation. At first, we attributed that to surprisingly weak services inflation – surprising, because the labor market otherwise seemed strong.
But job gains have stalled. That suggests that this cooling services inflation is ongoing – which gives the Fed room to cut.
But we stay watchful. It’s unclear why the labor market is soft. And rate cuts could spark hiring again while inflation is still sticky. That would reignite political tensions between inflation and debt servicing costs and lead us to take a more cautious risk stance.
2: Staying risk-on: then vs. now
April’s policy-driven volatility hit global markets – but US stocks are among the best-performing markets since then, with the AI theme driving much of that performance.
The lesson? Immutable economic laws limit rapid policy change. This framing allowed us to re-up risk shortly after the April 2 tariff announcements. We stick with our risk-on stance and the AI theme, even as the market backdrop has changed. Instead of tariffs and policy uncertainty, the drivers are now tensions between inflation, growth and government debt.
3: Mapping multiple scenarios
We prepare for a few, very different near-term macro scenarios.
Our base case: Fed rate cuts boost equities and support long-term bonds. We now close our long-term underweight in long-term US Treasuries to go neutral. We flip neutral on short-term Treasuries from overweight.
Another possibility: the labor market weakens more and Fed rate cuts can’t offset the pressure on risk assets. In this case, we’d be ready to take a more cautious risk stance.
On the flip side, another possibility: a hiring rebound stokes inflation and the spotlight on Fed independence returns. Investors would likely demand more compensation for the risk of holding long-term bonds.
Outro: Here’s our Market take
A softer labor market and slowing growth pave the way for the Fed to cut rates. We think this will benefit US stocks and stay overweight. We close our long-term US Treasuries underweight, but think pressures pushing yields up could persist.
Closing frame: Read details: blackrock.com/weekly-commentary
We stay risk-on heading into Fed rate cuts as growth slows but holds up and corporate earnings remain solid. We up long-term US Treasuries to neutral.
US stocks surged to new all-time highs on the AI theme. US bond yields dipped to five-month lows. The US CPI showed core inflation is proving sticky.
We look for a widely expected Federal Reserve rate cut this week amid a murky macro backdrop. We also watch central bank meetings in Japan and the UK.
We stay risk-on as the Federal Reserve likely resumes cutting policy rates next week. A softening labor market gives the Fed space to cut, helping ease brewing political tensions from higher interest rates. We think rate cuts amid a notable slowing of activity without recession should support US stocks and the AI theme. We turn neutral long-term US bonds: yields could fall further near term even if the structural pressures driving them up, including loose fiscal policy globally, persist.
US core services and wage inflation, 2018-2025
Source: BlackRock Investment Institute, US Bureau of Labor Statistics, and US Bureau of Economic Analysis, with data from Haver Analytics, September 2025. Note: The chart shows the three-month average change in US average hourly earnings the core services PCE price index excluding housing on an annualised basis.
We stay risk-on as a much softer US labor market should ease inflation pressures and give the Fed justification to resume easing policy. Until recently, we saw sticky inflation as complicating the Fed cutting rates. Inflation has fallen this year even as US tariffs halted a decades-long spell of goods deflation. This was possible due to surprisingly weak services inflation – a puzzle given a strong labor market. Then job gains stalled in recent months, suggesting an ongoing cooling of services inflation. See the chart. We see risks to that view, partly because it’s unclear why the labor market is soft. We may be in an unusual “no hiring, no firing” state: Fed rate cuts could boost confidence and spark hiring again just as inflation is still far above the Fed’s target. This could reignite political tensions between inflation and debt servicing costs – leading to a steeper US yield curve and more cautious risk stance.
We stay risk-on as we have been since the policy-driven volatility in April. US equities are among the best-performing markets since then: US stocks are up 31% since April 8 versus 24% for overall developed markets, according to LSEG data. The lesson? Immutable economic laws – supply chains can’t be rewired overnight without major disruption – limit rapid policy change. This framing allowed us to lean against markets extrapolating big calls – and quickly deploy risk. Yet the market environment has changed a lot. The drivers have shifted from tariffs and policy uncertainty – which sparked questions about the appeal and haven status of US assets – to the tensions between inflation, growth and government debt.
We stick with the AI theme. The AI theme keeps driving US equity performance, with the tech sector accounting for over 40% of total return and a similar share of earnings growth, LSEG data show. We think this can persist. Yes, these companies are generating less free cash flow, but only modestly. We think elevated valuations can be justified if they keep delivering on expected 15% to 20% future earnings growth. Their credit spreads – a sign of balance sheet health – have also held steady near historic lows but we watch them as a potential warning sign of market concerns.
We need to be ready for a few very different macro scenarios in coming months. Our base case: A soft labor market allows the Fed to cut rates, a positive for equities. This could spark broader equity gains and support long-term bonds. On a six- to 12-month tactical horizon, we go neutral long-term US Treasuries after having long been underweight. We also flip neutral on short-term Treasuries from overweight. Yet if the labor market were to weaken much more, Fed rate cuts won’t be enough to offset the pressure on risk assets, in our view – and we would be ready to reduce risk. On the flip side, a hiring rebound could stoke inflation pressures and put the spotlight on Fed independence again, prompting investors to seek more compensation for the risk of holding long-term bonds. We prefer real, or inflation adjusted, yields to lock in income. On a strategic horizon, we stay underweight long-term government bonds and prefer inflation-linked bonds. We stand ready to pivot in all scenarios.
A softer labor market and slowing growth pave the way for the Fed to cut rates. We think this will benefit US stocks and stay overweight. We close our long-term US Treasuries underweight but see pressures for higher yields staying.
US pushed to new record highs, with the S&P 500 rising about 2% on the week to take its gains for the year to 12%. Tech stocks outperformed on the AI theme, with shares of Oracle surging on major cloud demand from AI customers. Ten-year US Treasury yields were mostly steady near 4.00% but dipped to a five-month low. The US CPI data for August showed core inflation is proving sticky even as the Fed readies to resume rate cuts this week given a softening jobs market and economy.
The Fed is poised to resume cutting interest rates this week. A softer labor market gives the Fed room to cut without raising questions about its independence. Yet core inflation remains sticky, and we see this moment as an important fork in the road for the macro outlook depending on labor market developments. Both the Bank of Japan and Bank of England are expected to keep policy rates on hold next week.
Past performance is not a reliable indicator of current or future results. Indexes are unmanaged and do not account for fees. It is not possible to invest directly in an index. Sources: BlackRock Investment Institute, with data from LSEG Datastream as of September 11, 2025. Notes: The two ends of the bars show the lowest and highest returns at any point year to date, and the dots represent current year-to-date returns. Emerging market (EM), high yield and global corporate investment grade (IG) returns are denominated in US dollars, and the rest in local currencies. Indexes or prices used are: spot Brent crude, ICE US Dollar Index (DXY), spot gold, spot bitcoin, MSCI Emerging Markets Index, MSCI Europe Index, LSEG Datastream 10-year benchmark government bond index (US, Germany and Italy), Bloomberg Global High Yield Index, J.P. Morgan EMBI Index, Bloomberg Global Corporate Index and MSCI USA Index.
Federal Reserve policy meeting
Bank of England policy meeting
Bank of Japan policy meeting
Japan CPI
Read our past weekly commentaries here.
Our highest conviction views on six- to 12-month (tactical) and over five-year (strategic) horizons, September 2025
| Reasons | ||
|---|---|---|
| Tactical | ||
| US equities | Policy uncertainty and supply disruptions are weighing on near-term growth, raising the risk of a contraction. Yet we think US equities will regain global leadership as the AI theme keeps providing near-term earnings support and could drive productivity in the long term. | |
| Using FX to enhance income | FX hedging is now a source of income, especially when hedging euro area bonds back into US dollars. For example, 10-year government bonds in France or Spain offer more income when currency hedged than US investment grade credit, with yields above 5%. | |
| Seeking alpha sources | We identify sources of risk taking to be more deliberate in earning alpha. These include the potential impact of regulatory changes on corporate earnings, spotting crowded positions where markets could snap back and opportunities to provide liquidity during periods of stress. | |
| Strategic | ||
| Infrastructure equity and private credit | We see opportunities in infrastructure equity due to attractive relative valuations and mega forces. We think private credit will earn lending share as banks retreat – and at attractive returns. | |
| Fixed income granularity | We are overweight short-term inflation-linked bonds as US tariffs could push up inflation. Within nominal bonds, we favor developed market (DM) government bonds outside the US over global investment grade credit, given tight spreads. | |
| Equity granularity | We favor emerging over developed markets yet get selective in both. Emerging markets (EM) at the cross current of mega forces – like India – offer opportunities. In DM, we like Japan as the return of inflation and corporate reforms brighten the outlook. | |
Note: Views are from a US dollar perspective, September 2025. This material represents an assessment of the market environment at a specific time and is not intended to be a forecast of future events or a guarantee of future results. This information should not be relied upon by the reader as research or investment advice regarding any particular funds, strategy or security.
Six- to 12-month tactical views on selected assets vs. broad global asset classes by level of conviction, September 2025
We have lengthened our tactical investment horizon back to six to 12 months. The table below reflects this and, importantly, leaves aside the opportunity for alpha, or the potential to generate above-benchmark returns – especially at a time of heightened volatility.
| Asset | Tactical view | Commentary | ||||
|---|---|---|---|---|---|---|
| Equities | ||||||
| United States |  |
We are overweight. Policy-driven volatility and supply-side constraints are pressuring growth, but we see AI supporting corporate earnings. US valuations are backed by stronger earnings and profitability relative to other developed markets. | ||||
| Europe |  |
We are neutral. Greater unity and a pro-growth agenda across Europe could boost activity, yet we are watching how the bloc tackles its structural challenges before turning more optimistic. We note opportunities in financials and industries tied to defense and infrastructure spending. | ||||
| UK | |
We are neutral. Political stability could improve investor sentiment. Yet an increase in the corporate tax burden could hurt profit margins near term. | ||||
| Japan | |
We are overweight given the return of inflation and shareholder-friendly corporate reforms. We prefer unhedged exposures as the yen has tended to strengthen during bouts of market stress. | ||||
| Emerging markets | |
We are neutral. Valuations and domestic policy are supportive. Yet geopolitical tensions and concerns about global growth keep us sidelined for now. | ||||
| China | |
We are neutral. Trade policy uncertainty keeps us cautious, and policy stimulus is still limited. We still see structural challenges to China’s growth, including an aging population. | ||||
| Fixed income | ||||||
| Short US Treasuries |  |
We are neutral. We view short-term Treasuries as akin to cash in our tactical views and we remove this overweight to turn neutral long-term Treasuries. | ||||
| Long US Treasuries |  |
We are neutral. Yields could fall further as a softening labor market gives the Fed space to cut without its independence being called into question – even if the pressures pushing up yields persist. | ||||
| Global inflation-linked bonds | |
We are neutral. We see higher medium-term inflation, but cooling inflation and growth may matter more near term. | ||||
| Euro area government bonds | |
We are neutral. Yields are attractive, and term premium has risen closer to our expectations relative to US Treasuries. We prefer peripheral bonds such as in Italy and Spain. | ||||
| UK Gilts | |
We are neutral. Gilt yields are off their highs, but the risk of higher US yields having a knock-on impact and reducing the UK’s fiscal space has risen. We are monitoring the UK fiscal situation. | ||||
| Japanese government bonds |  |
We are underweight. We see room for yields to rise further on Bank of Japan rate hikes and a higher global term premium. | ||||
| China government bonds | |
We are neutral. Bonds are supported by looser policy. Yet we find yields more attractive in short-term DM paper. | ||||
| US agency MBS | |
We are overweight. We find income in agency MBS compelling and prefer them to US Treasuries for high-quality fixed income exposure. | ||||
| Short-term IG credit | |
We are overweight. Short-term bonds better compensate for interest rate risk. | ||||
| Long-term IG credit | |
We are underweight. Spreads are tight, so we prefer taking risk in equities. We favor Europe over the US. | ||||
| Global high yield | |
We are neutral. Spreads are tight, but corporate fundamentals are solid. The total income makes it more attractive than IG. | ||||
| Asia credit | |
We are neutral. We don’t find valuations compelling enough to turn more positive. | ||||
| Emerging hard currency | |
We are underweight. Spreads to US Treasuries are near historical averages. Trade uncertainty has eased, but we find local currency EM debt more attractive. | ||||
| Emerging local currency | |
We are neutral. Debt levels for many EMs have improved, and currencies have held up against trade uncertainty. We prefer countries with higher real interest rates. | ||||
Past performance is not a reliable indicator of current or future results. It is not possible to invest directly in an index. Note: Views are from a US dollar perspective. This material represents an assessment of the market environment at a specific time and is not intended to be a forecast or guarantee of future results. This information should not be relied upon as investment advice regarding any particular fund, strategy or security.
Six to 12-month tactical views on selected assets vs. broad global asset classes by level of conviction, September 2025
| Asset | Tactical view | Commentary | ||
|---|---|---|---|---|
| Equities | ||||
| Europe ex UK | |
We are neutral. Greater unity and a pro-growth agenda across Europe could boost activity, yet we are watching how the bloc tackles its structural challenges before turning more optimistic. We note opportunities in financials and industries tied to defense and infrastructure spending. | ||
| Germany | |
We are neutral. Valuations and earnings growth are supportive relative to peers, especially as ECB rate cuts ease financing conditions. Prolonged uncertainty about potential tariffs and fading euphoria over China’s stimulus could dent sentiment. | ||
| France | |
We are neutral. Ongoing political uncertainty could weigh on business conditions for French companies. Yet only a small share of the revenues and operations of major French firms is tied to domestic activity. | ||
| Italy | |
We are neutral. Valuations are supportive relative to peers. Yet past growth and earnings outperformance largely stemmed from significant fiscal stimulus in 2022-2023, which is unlikely to be sustained in the coming years. | ||
| Spain | |
We are overweight. Valuations and earnings growth are supportive compared to other euro area stocks. Financials, utilities and infrastructure stocks stand to gain from a strong economic backdrop and advancements in AI. | ||
| Netherlands | |
We are neutral. The Dutch stock market’s tilt to technology and semiconductors — key beneficiaries of rising AI demand—is offset by less favorable valuations and a weaker earnings outlook compared to European peers. | ||
| Switzerland |  |
We are neutral, consistent with our broader European view. Earnings have improved, but valuations remain elevated compared to other European markets. The index’s defensive tilt may offer less support if global risk appetite stays strong. | ||
| UK | |
We are neutral. Political stability could improve investor sentiment. Yet an increase in the corporate tax burden could hurt profit margins near term. | ||
| Fixed income | ||||
| Euro area government bonds | |
We are neutral. Yields are attractive, and term premium has risen closer to our expectations relative to US Treasuries. We prefer peripheral bonds such as in Italy and Spain. | ||
| German bunds | |
We are underweight. Market pricing aligns with our policy rate expectations, but growth support fiscal stimulus is likely to push up neutral rates. More balanced inflation risks and bond issuance could push term premium up. | ||
| French OATs |  |
We are underweight. France continues to face challenges from elevated political uncertainty, persistent budget deficits and a slower pace of structural reforms. | ||
| Italian BTPs | |
We are neutral. The spread over German bunds looks tight given its large budget deficits and growing public debt. Domestic factors remain supportive, with growth holding up relative to the rest of the euro area and Italian households showing solid demand to hold BTPs at higher yields. Given the domestic political pushback, we do not think Italy will boost defense spending to such an extent that fiscal stability concerns resurface. | ||
| UK gilts | |
We are neutral. Gilt yields are off their highs, but the risk of higher US yields having a knock-on impact and reducing the UK’s fiscal space has risen. We are monitoring the UK fiscal situation. | ||
| Swiss government bonds | |
We are neutral. Markets are expecting policy rates to return to negative territory, which we deem as unlikely. | ||
| European inflation-linked bonds | |
We are neutral. We see higher medium-term inflation, but inflation expectations are firmly anchored. Cooling inflation and uncertain growth may matter more near term. | ||
| European investment grade credit | |
We are neutral on European investment grade credit, favoring short- to medium-term paper for quality income. We prefer European investment grade over the US, as quality-adjusted spreads are relatively wider. | ||
| European high yield | |
We are overweight. The income potential is attractive, and we prefer European high yield for its more appealing valuations, higher quality and less sensitivity to interest rate swings compared with the US Spreads adequately compensate for the risk of a potential rise in defaults, in our view. | ||
Past performance is not a reliable indicator of current or future results. It is not possible to invest directly in an index. Note: Views are from a euro perspective, September 2025. This material represents an assessment of the market environment at a specific time and is not intended to be a forecast or guarantee of future results. This information should not be relied upon as investment advice regarding any particular fund, strategy or security.
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BIIM0925U/M-4824124
