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Markets expect bank dividends to plummet 40% by next year, Goldman Sachs says

May 30, 2020, 20:15 IST
Business Insider
Richard Drew/AP
  • Options contracts appear to be pricing in 2021 dividends that are 40% lower than their March levels, Goldman Sachs wrote in a Friday note.
  • Dividends currently sit 30% lower from three months ago and stand to fall further as banks shore up cash for loan-loss protections.
  • If banks slash their dividends as projected, a wave of selling from income funds could significantly drag on their stock prices. The top 25 income funds hold roughly $18 billion in bank stocks, leaving plenty of cash available for a sudden outflow, Goldman said.
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Options contracts are pricing in a continued plunge in bank dividends through next year, Goldman Sachs said Friday.

Dividend payments from the top seven bank stocks currently sit 30% below their levels from three months ago, analysts at the firm wrote in a note to clients. The options market believes the worst has yet to come, pricing 2021 dividends roughly 40% below their March levels.

The shift arrives as banks shore up cash to ride out the coronavirus pandemic, heightened loan risks, and the worst recession in nearly a century. Major banks' first-quarter reports largely missed earnings expectations as more cash was diverted from profits to loan-loss reserves. Investors expect the firms to take additional protections against defaults through balance-sheet shrinkage and dividend cuts, Goldman said.

Read more: Famed economist David Rosenberg says investors are falling into a classic market trap that's historically preceded a further meltdown — and warns 'there's not going to be much of a recovery'

The biggest shift in 2021 dividend projections is with Wells Fargo and Citigroup stock, which have seen expected payments slide 65% and 44%, respectively, over the last three months, according to the analysts. Morgan Stanley's dividend is the least expected to fall, with its 2021 projected dividend 23% lower from where it stood in March.

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Should banks cut their dividends as projected, investors could expect a wave of selling to tank their stock prices. The top 25 income funds hold roughly $18 billion in bank stocks, leaving plenty of cash available for outflows. While a partial cut could drive a similarly partial exit from major bank stocks, income funds "would likely have to fully divest" from bank equities if dividends are fully slashed, Goldman said.

Stocks at greatest risk of a massive sell-off are PNC and Zion Bancorporation, the bank added.

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