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Commercial Property
Returns
Recent events in global credit markets have raised risk premiums across
all asset classes and increased the downside risks to global economic
growth. With the global economy set for a weaker period in 2008 following
the rampant growth of the last four years, the returns outlook for UK
commercial property has weakened.
Yields on commercial property are a function of the real interest rate,
rental expectations and the risk premium which investors attach to the
commercial property asset class to compensate them over and above a risk
free rate of return.
The Bank of England have dissected the downward shift in yields in UK
commercial property into its constituent components and concluded that
a large factor in driving property yields lower since 2006 had been the
reduction in risk premium attached to the asset class. Whilst strengthening
fundamentals and wider risk management tools may account for some portion
of this downward movement, the wider appetite for risk in credit markets
appears to have played a significant role.
The sudden re-pricing of risk across global asset markets will undoubtedly
raise risk premiums for commercial property putting upward pressure on
yields. This adjustment is likely to be short and sharp in nature with
the recent 50 basis point cut by the Fed likely to restore some calm to
financial markets over the forthcoming months.
However judging from the re-pricing of risk in the credit markets which
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is
currently underway, commercial property yields are likely to end the year
30 40 basis points higher than at the beginning of 2007. A look at
lower grade bond spreads suggests that a more marked re-pricing of secondary
properties will continue, contributing to a return to more normal levels
of spread between prime and secondary asset classes.
As such, RICS have shaved 5% from their annual return forecast for year
end 2007 and 2008. This reflects modest declines in capital values over
the next 15 months with annual total returns at 3% in 2007 and flat lining
in 2008. RICS still expect a relatively soft landing for the commercial
property market which stands in contrast to more pessimistic indicators
such as those inferred from the current prising of real estate shares.
Property shares are currently trading at a discount of around 30% below
net asset values suggesting that the market is expecting more significant
declines in commercial property values than we are anticipating. Whilst
both gearing and the impact of the wider stock market may naturally see
the property share market underperforming the direct market, we expect to
see some rebound in share pricing as more pessimistic scenarios pointing
to sharp corrections, fail to play out. |