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CITIC Securities: Two factors are expected to catalyze the recovery of some non-AI sectors with earnings support.

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A CITIC Securities research report believes that K-shaped divergence has been reinforced by narratives, and it is normal for recent fluctuations and convergence to occur due to narrative reversals. In the past week, two sets of marginal changes in narratives have occurred intensively: one is related to assumptions about the global monetary environment. The market has begun to examine the U.S. Federal Reserve’s policy stance more comprehensively, no longer presupposing a hawkish rate-hike path; the narrative of tightening and a strong U.S. dollar has reversed, and negative sentiment in non-AI sectors has been repaired. The other is related to AI’s industrial trend: a piece of news about META sparked widespread controversy, reflecting that the market currently has little tolerance for any negative information about the AI industry, and also indicating that downstream players need more diversified business monetization models to support more aggressive upstream investment expectations. In addition, CITIC Securities expects that the outflow pressure on A-share broad market ETFs will be significantly alleviated, which is the most important marginal change on the liquidity front. With the correction of the rate-hike narrative layered on top of marginal changes in market liquidity, it is expected to catalyze the recovery of some non-AI sectors that have earnings support.
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