Australian Dollar "Significantly Overvalued" says Crédit Agricole


Falling oil prices are contributing to AUD overvaluation. Image © Adobe Stock.


The Australian Dollar has been helped by the decisive victory of the incumbent Australian Labor Party (ALP) at the weekend, although it could be higher.

This is the assessment of analysts at Crédit Agricole, the global investment bank.

David Forrester, Senior FX Strategist at Crédit Agricole, says Aussie exchange rates were helped by the decisive victory by the ALP, as the uncertainty posed by a "hung parliament" has been avoided.

He explains that a particularly negative market outcome has been avoided, whereby the ALP clings onto power by relying on support from the far-left Greens.

However, AUD could be higher, with Forrester citing several factors that are holding the exchange rate back.

"The first is valuation – our FAST FX model suggests AUD/USD has become significantly overvalued, diverging from its short-term fundamentals, including the Australian-US short-term rates and box yields spreads as well as metal and energy prices," he explains.

In particular, weaker oil prices are weighing on AUD/USD’s short-term fair value, which Crédit Agricole's model suggests is just above 0.6200.

China is also holding the currency back, says Forrester:

"China’s PMI data have surprised to the downside and point the early drag on activity that Trump’s tariffs are already having on the economy."

Chinese authorities are also seen manipulating foreign exchange markets in a manner that could be weighing on AUD.


Above: The AUD/USD break above the 200-day moving average could be a bullish technical signal.


"China returned from its Labour Day holidays and fixed USD/CNY above 7.20 and high relative to the fall in USD/CNH. AUD/USD and USD/CNH remain strongly inversely correlated," explains Forrester.

In short, a weaker Chinese currency weighs on the Australian currency.

From a technical perspective, AUD/USD is also seen to be facing "stiff topside resistance in the 0.6450/70 region," including its 200-day moving average.

For Forrester, "a move by AUD/USD above its 200-day moving average would be the first since early November and represent a major pivot for the exchange rate."


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