4 Value Stocks to Buy Now Amid Trump-Led Market Uncertainty

Escalating geopolitical risk and tariff threats have created a risk-off environment: a U.S. military operation in Venezuela, U.S. proposals to sanction countries trading with Iran, and planned U.S. tariffs on several European nations (10% from February rising to 25% by June) have rattled markets and weakened investor confidence. The piece advocates a value-oriented strategy using an earnings-yield >10% screen plus liquidity, price and forward EPS-growth filters, and highlights four Zacks #1 ranked value picks—Centerra Gold (CGAU: Zacks 2026 EPS growth ~48%; EPS ests +$0.17 over 7 days), Plains GP (PAGP: 2026 EPS growth ~27%; EPS ests +$0.30 over 60 days), Angi (ANGI: 2026 EPS growth ~36%; EPS ests +$0.16 over 7 days) and Skillsoft (SKIL: fiscal 2026 EPS ests +$0.69 over 60 days; fiscal 2027 EPS growth ~11%).

Analysis

Market structure: Geopolitical shock-risk and tariff threats favor safe-haven and cash-flowing sectors—gold miners (CGAU) and midstream energy (PAGP) gain pricing power as risk premia rise, while European exporters and trade-sensitive industrials face margin pressure from planned 10%→25% tariffs (Feb→Jun). Short-term demand shock for global manufactured goods implies weaker order books for cyclicals over 1–3 months; commodity demand for oil may spike if Middle East/Venezuela escalates, boosting oil volatility and midstream volumetric optionality.

Risk assessment: Tail-risk scenarios include (A) an oil-price spike of +$10–$20/bbl within weeks from escalation, pressuring global growth and inflation, or (B) mining operational/regulatory disruptions in emerging markets that cut CGAU output >15% over 6–12 months. Hidden dependencies: midstream cashflow tied to Permian throughput concentration; AI/software winners (SKIL, ANGI) depend on enterprise procurement cycles and potential privacy/regulatory constraints. Key catalysts: tariff enactments (Feb, Jun), Venezuela/Iran incidents (days–weeks), and quarterly earnings/estimate revisions (30–90 days).

Trade implications: Favor a barbell — overweight precious metals and midstream, underweight European exporters and cyclicals. Use options for risk management: buy indexed tail protection (June puts ~5–7% OTM sized to 0.5–1% portfolio) ahead of the June tariff cliff; for idiosyncratic upside, buy 12–18 month LEAP calls on CGAU and sell near-term covered calls on PAGP to monetize elevated volatility. Time entries ahead of tariff dates (initiate in Jan–Feb), trim into strength in May–June if tariffs materialize.

Contrarian angles: Consensus underestimates that tariffs could transiently re-shore certain US manufacturing, boosting domestic materials and select industrials—look for companies with >60% US revenue as tactical longs if EUR/USD falls >3%. The market may over-penalize AI-exposed small-cap software (SKIL, ANGI); if quarterly bookings continue to outpace estimates (EPS revisions +10% over 60 days), add modest positions before rerating. Historical parallel: 2018 tariff shocks created 6–12 month dislocations where quality dividend payers and miners outperformed then mean-reverted — exploit oversold entries with defined stops.

Key Decisions for Investors

• Establish a 2–3% portfolio long position in CGAU (Centerra) immediately; hedge half the position with a 12-month 20% OTM protective put or buy Dec-2026 LEAP calls to capture the ~48% y/y EPS growth momentum. Target exit/trim at +40–60% price gain or if operational guidance is cut >15%.
• Establish a 3% long position in PAGP (Plains GP); implement income overlay by selling 1–2 month covered calls at ~10% OTM to capture elevated premiums. Close or reduce position if Permian throughput guidance falls >10% QoQ or distribution/cashflow cover ratio drops below 1.1x.
• Build small conviction longs (1–2% each) in SKIL and ANGI funded from reducing European export/cyclical exposure by 30–50%; for SKIL prefer 6–12 month calls (to play AI wins), and exit if consensus EPS revisions reverse by >15% over a 60-day window.
• Buy index tail insurance: allocate 0.5–1% of portfolio to June index puts approximately 5–7% OTM (or equivalent VIX call spreads) ahead of the June 25% tariff deadline to cap portfolio downside from a policy-driven risk-off event.