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Goldman Sachs says yuan 20% undervalued, lifts forecasts to 6.50 in a year

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At a Glance

Lead — Goldman Sachs' recent analysis underscores a significant undervaluation of the Chinese yuan, estimating it to be over 20% lower against the US dollar. The bank has revised its forecasts upward, projecting the yuan to strengthen to 6.80 in three months, 6.70 in six months, and 6.50 in a year, driven by structural economic factors rather than short-term events. Per the full note source, this perspective is supported by China's unprecedented external surplus and improving market conditions. The convergence of forecasts from major firms like Goldman and JPMorgan suggests a broader market shift towards yuan appreciation, which could have substantial implications for dollar positioning and commodity markets.

Key Takeaways

  • 01Goldman Sachs sees yuan as >20% undervalued, upgrades forecasts to 6.80 (3m), 6.70 (6m), 6.50 (1y) from prior 6.85/6.80/6.70.
  • 02The case for appreciation is structural, based on China's external surplus and export competitiveness, not just US-China relations.
  • 03JPMorgan Asset Management also predicts further yuan gains, with a potential Trump-Xi summit catalyst to 6.50.

Full Analysis

What the desk is arguing

Goldman Sachs argues the Chinese yuan is fundamentally undervalued by more than 20% against the dollar, making a case for sustained appreciation driven by structural economic forces rather than short-term events. The bank has upgraded its USD/CNY forecasts to 6.80 in three months, 6.70 in six months, and 6.50 in a year, up from previous targets of 6.85, 6.80, and 6.70.

The new forecasts are supported by China's external surplus approaching unprecedented levels as a share of global GDP, reflecting deep export competitiveness. Goldman also notes recent PBoC daily fixings and rising exporter conversion ratios as evidence of a gradual but sustained appreciation path.

This view implicitly rejects the notion that yuan strength is purely event-driven, such as a potential Trump-Xi summit. Instead, Goldman sees the undervaluation as persistent and longer-lasting, with appreciation likely regardless of diplomatic outcomes.

Market Implications

Goldman's bullish yuan call reinforces expectations for further USD/CNY downside, supporting Asian FX and EM assets. The upgrade may prompt other banks to revise targets, adding to dollar-weakening sentiment. For USD/CNY options, implied volatility could rise on increased appreciation expectations. If realized, a move to 6.50 would represent a significant shift from current levels near 6.80, impacting trade flows and corporate hedging strategies.

From the original

Goldman Sachs says the yuan is more than 20% undervalued against the dollar and has upgraded its forecasts to 6.80 in three months, 6.70 in six months and 6.50 in a year. Summary: Goldman Sachs estimates the Chinese yuan is more than 20% undervalued against the US dollar, with th

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