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Foreign investors are reassessing their positions in Asian equities, given rising global yields and the modest earnings outlook for Asian companies for the rest of the year. June data taken from seven Asian exchanges including India, Indonesia and Thailand showed foreign investment for the month totalled $2.9 billion, the lowest in five months, and down 40 percent compared to flows in May.
The slowing foreign investment raises questions about the sustainability of the strong gains in Asian stock markets in the first half of the year, analysts said. The MSCI Asia Pacific index rose 18.3 percent in the first half - the biggest rise in any first half since 2009
"The story of higher yields in developed economies led by the U.S is beginning to bear down on investors," said Vishnu Varathan, head of economics and strategy at Mizuho Bank in Singapore. "Now, they have to make very conscious decisions about where their marginal investments are headed through." Comments last week by European Central bank President Mario Draghi fueled market expectations that the ECB will announce a reduction of stimulus in September, while rising US inflation data strengthened the case for the Fed to keep raising rates.
Strong upward earnings revisions bolstered Asian stocks in the first half of the year, but recently the optimism has started to fade. According to StarMine data, analysts have slashed their earnings estimates for 2017 by 0.5 percent in the last two months. "Cyclical sectors that have benefited from previously strong commodity prices and strong fiscal/monetary easing in China are likely to see slower earnings momentum as the positive impulse fades," a Goldman Sachs report said.
Energy sector companies' earnings for the current year have been slashed by 6.9 percent in the last two months, and those for consumer cyclicals have been cut by 2 percent, according to StarMine data. Analysts also said inflation in the region has bottomed out and foreign investors would be cautious about their real returns. "The trend of inflation bottoming and hitting higher in most Asian economies further breaks the question of how investors are assessing their real returns from the region," Varathan said.
Goldman, which expects the MSCI Asia-ex-Japan stock index to decline 1 percent during the third quarter, said global mutual fund positioning on Asian equities has also become light. Recent data from Lipper showed global mutual funds have net sold about $4 billion of Asian equities in May.

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