CCC
CCC Intelligent Solutions Holdings Inc.
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The factories say boom. Junk bonds and consumers disagree.
Strong economy, hot prices, a Fed leaning tighter. The cracks are at the edges.
Options scanning, setup confirmation and trade planning in one workflow: free open beta, no signup
Is building AI overvalued and leveraging it undervalued?
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The stock mkt isn’t the economy, though participants try to divine the future. The S&P is only 3% off its ATH. Still looking in my own crystal ball, I’m not seeing any long-term “austerity” for most of the world, meaning an average of 2-3% inflation eating into any amount put into cash or bonds every year. Any massive job loss will cause the central banks to go back to ZIRP and/or govts creating jobs (see Great Depression and FDR’s CCC for public works). What’s changing is \[imho\] while stocks are great for the long run, they are volatile in the short and now we have bond yields providing a little bit of competition for the first time in over 20 years. A lot of present day investors aren’t used to the situation.
I know at least two other long term single digit bagholder on reddit. Yes, i am still a single digit bagholder, sold half at mid double digit, but holding half. I have been doing mostly CC. CCC (buy to close) last week at low $400. OCC (reOpen) between 20% to 30% higher. A little bit too early. Today it's around 45% higher.
How does credit look otherwise? Bot seeing a massive blowup on spreads some CCC and data center stress but nothing major?
So you’re just ignoring the actual problem? They ignored the $5B of corporate debt due in the next 2 years when that aren’t producing enough positive cash flow and have $500M cash on hand. Nobody wants to restructure with them as their bonds are trading at $0.36 on the dollar. They need an answer to that debt or it’s another bankruptcy as their CCC credit rating isn’t helping.
They ignored the $5B of corporate debt due in the next 2 years when that aren’t producing enough positive cash flow and have $500M cash on hand. Nobody wants to restructure with them as their bonds are trading at $0.36 on the dollar. They need an answer to that debt or it’s another bankruptcy and their CCC credit rating isn’t helping.
How concerned are we with the CCC spreads?
CCC - Calls Cure Cancer!
You have to prove you MAGA voted plus post a tribute pic of Susan Dell then you get the 5K in CCC rated junk bonds
For context here is what the bond ratings look like: | S&P / Fitch | Moody's | Meaning | Examples | |---|---|---|---| | AAA | Aaa | Highest quality | Microsoft, Johnson & Johnson, Apple (Moody's) | | AA | Aa | Very strong | Alphabet, Walmart, Berkshire Hathaway | | A | A | Strong | Coca-Cola, Toyota, Home Depot | | BBB | Baa | Adequate (lowest investment grade) | AT&T, Oracle, Carnival | | BB | Ba | Speculative ("junk" starts here) | Warner Bros. Discovery, Telecom Italia, McGraw Hill | | B | B | Highly speculative | American Airlines, AMC, Carvana | | CCC | Caa | Substantial risk | SAS, Kosmos Energy | | CC / C | Ca / C | Default likely or imminent | Aventiv, Azul (both just before default) | | D / SD | C | In default | Spirit Airlines, Raízen, Aventiv |
> Have you sold all of your stocks, real estate, and long term bonds? I'm 90% cash, so approximately yes. The rest is a few percent of bonds that I can't sell due to 403b restrictions, and a few percent of BRK-B and gold. Know why? Because stocks are as overvalued as they have been in the last 150 years. Here's a graph I made overlaying the z-score of AIEA, the Buffett Indicator, Tobin's Q, Shiller CAPE, and detrended log(real S&P 500) https://i.imgur.com/4oIvcoS.png (I have the from Schwert to extend this back to 1802, so technically the stock market is at its 2nd highest overvaluation in the last ~225 years) I've done the same for real estate by overlaying the z-score of Case-Shiller HPI, FHFA All-Transactions HPI, Freddie Mac HPI, and Zillow ZHVI: https://i.imgur.com/L1N9MmX.png Real estate is at it's highest overvaluation in the US's entire history. I trust anyone reading the news the last month doesn't need to be explained why long bonds are having an "oh shit" moment. > The market could always collapse, but if a collapse was actually predictably imminent, it would happen instantly from the moment it became public knowledge. You can, with reasonable certainty, see a recession on the horizon if you know what to look for. A typical business cycle recession tends to follow a common progression: 1. The Fed raises interest rates to fight inflation/cool the economy. The yield curve inverts here. 2. Higher Fed rates ripple through financial markets. Borrowing costs rise. Asset prices may also weaken. 3. Banks/investors become more cautious about lending. Lenders may tighten their standards, require better credit, more collateral, or simply refusing some loans. 4. Households and businesses borrow less. Purchases that require borrowing slow. 5. Less borrowing leads to less spending. Consumers postpone major purchases, while businesses cut investment and other expenses. 6. Lower spending becomes lower income for businesses. Businesses cut production, reduce hours, slow hiring, and eventually lay off workers. 7. A negative feedback loop develops. People who lose jobs cut their spending, while people who still have jobs may become more cautious because they fear layoffs. That causes still weaker sales, prompting more business cutbacks and layoffs. Now that's for a business cycle recession. Exogenous shocks (war, pandemic, oil) can progress much faster, skip steps. The COVID recession went from "nothing's wrong" to "recession" basically in a few days. Here's a graph showing #1 (Fed tightening, via the 10y/2y yield curve) and #2 (via CCC & lower spreads): https://i.imgur.com/RkVwHqN.png Notice that the recessions in 2008 and 2008 followed the script. The yield curve inverted, then spread started to rise, then... That didn't happen in 2020 because COVID was an exogenous shock. It skipped right to "recession". And it's going out of order now (CCC spreads rising *before* the yield curve inverts), which suggests we're looking at an exogenous shock due to oil prices. By historical data, on average it takes 9 months to proceed from where we're at to recession. And market corrections usually happen several months before the recession arrives. > Waiting for “the recession” that may never happen or may happen so far in the future that the bottom is higher than we are right now, is just a bad move. Here's a graph of FINRA margin debt to M2 money supply. When margin starts falling (due to more expensive credit, see #2/#3), a recession occurs within a year. https://i.imgur.com/ewaXfm0.png Excess CAPE yield is approaching zero. ECY < 0 has presaged every major stock bubble in the last century+. https://i.imgur.com/9znJgtv.png So stock markets are highly overvalued, and we are almost certainly approaching *some* sort of crash. While I can't say whether it's "this week" or "next week", I can say, with reasonable confidence, that "next year" is looking like hard times for stockholders. > Also, at this point, would it really make that much of a difference if OP lost it all? They’re 60 with $100k in non-retirement savings. Are you a complete fucking idiot? $100k is the difference between "some retirement" and "no retirement". Between food and no food. Rent and no rent. At 60 years old, you don't have time for the stock market to recover. When you're that age, you can't afford a loss due shitty advice from some amateur investing fuckwit who gauges market valuation by wetting his dick and seeing which way the wind is blowing in /r/wallstreetbets.
Capacity of what? Power? If you spend $50-60 bill on a data center, might spend $0.4 bil on a powerplant Water? Don't build a fuckin' data center in the Arizona desert then More like capacity of debt markets to swallow their bullshit, seeing as "BBB+ Investment grade" debt they take to build those data centers is already being priced as CCC trash that it really is.
WPA and CCC Part 2, Hormuz Boogaloo
CCC debt just entered distressed rating. Big Ber energy tomorrow
The latest reading for the ICE BofA CCC & Lower Option-Adjusted Spread (OAS) sits at 11.12%. Long-Term Historical Average: 10.98%Where We Stand: We are technically slightly above the historical mean (+14 basis points).The Trend is Key: Just one year ago, this exact spread was trading down at a highly compressed 7.94%. The spread has surged by over 40% year-over-year. While an 11.12% spread means we are tracking slightly above average, it is crucial to separate "average" from "extreme/crisis" historical levels: [1, 2] Historic Low (Tightest): 4.14% (June 2007). We are clearly above historical tights. Historic High (Widest): 44.29% (December 2008 Financial Crisis). We are nowhere near broad crisis levels.
CCC Spreads: The Slow, 17-Month BleedCCC spreads were the ultimate "canary in the coal mine." They started cracking in the summer of 2007, specifically around July/August when French bank BNP Paribas halted withdrawals on subprime funds and the Quant hedge fund meltdown occurred.The Timeline: From a historical low of around 5.0% (500 bps) in early 2007, CCC spreads began widening continuously throughout 2007 and early 2008 as the market realized that lower-tier corporate balance sheets faced immense rollover risk and tightening credit conditions.The Final Crack: When Lehman Brothers failed in September 2008, CCC spreads were already highly stressed (sitting near 16%). Post-Lehman, they completely blew out, taking roughly 17 months in total from their initial 2007 structural shift to reach their absolute peak of over 44% in December 2008.2. AAA Spreads: The Sudden, 3-Month Liquidation PanicIn sharp contrast, AAA corporate bonds showed incredible resilience for the majority of the early crisis. Because investors viewed them as bulletproof, they benefited from a "flight-to-quality" through late 2007 and the first half of 2008.The Timeline: Historically, AAA corporate spreads averaged less than 1.0% (100 bps) over Treasuries. Even as Bear Stearns collapsed in March 2008, AAA spreads only widened marginally.The Sudden Crack: AAA spreads didn't truly crack until September 15, 2008, the day Lehman Brothers filed for bankruptcy. The failure of Lehman triggered a systemic run on money market funds and a historic unwinding of leveraged structures (like SIVs).The Result: Because institutions desperately needed cash, they were forced to liquidate their most liquid, highest-quality assets—their AAA bonds. It took a mere 3 months (from September to December 2008) for AAA spreads to skyrocket from normal levels to an unprecedented historic peak of 2.0% to 2.5% (200–250 bps).
NEW DATA: Families Have Had to Spend an Additional $3,800+ on Everyday Essentials Under President Trump [https://www.jec.senate.gov/public/index.cfm/democrats/press-releases?ID=7295CCC8-D025-4A8D-925A-3D369E65226D&link\_id=42&can\_id=790af4bd6c130d3d353084c9102bc106&source=email-cwa-members-at-blizzard-ratify-historic-contract-2&email\_referrer=email\_3397042&email\_subject=cwa-members-at-blizzard-ratify-historic-contract&&](https://www.jec.senate.gov/public/index.cfm/democrats/press-releases?ID=7295CCC8-D025-4A8D-925A-3D369E65226D&link_id=42&can_id=790af4bd6c130d3d353084c9102bc106&source=email-cwa-members-at-blizzard-ratify-historic-contract-2&email_referrer=email_3397042&email_subject=cwa-members-at-blizzard-ratify-historic-contract&&) that amount won't be enough for families. the last time things were bad there was a catastrophic even that galvanized the country. beware false flag events that could come to fruition.
Moody's Ratings downgrades United States ratings from Aa1 to absolute dogshit CCC+; changes outlook to negative
It's a shame the world has distilled to you're easiest either fabii frankish, gaulish, Indian, nubian, phoneician, eurasian, finish, Dutch, AeNGLiSH, Irish, Calabrian, bandy bantu... Pirate... Cannibal, foreigner, Malagasy. Asian. Marco Polo. CC. CC. c. Ccc.CCC.CSC.SCC.SEC.TSA.SSS.SSG.GS.GM.JPM.GS.MS.WFTFUSB.RYBCD.L.HSBC.UBS.HBI.HBI.HBI.M.M.M. AND ALL OTHER WORKS of Satan. Such a shame. 26,000.0000 years and we're still at step 5. +/- 7,300 years. Til tik tok we only got 60-2000 years to fix the water sanitation crisis. Think quantum arc hydrogen fuel oil Lucid automobile cell.
CCC DSI…I’ve heard it all now.
I don't know the broad of velocity trader , I kind of coined it myself. I look at my CCC DSI , velocity turnover, and go from there. Its about speed but not 1 dte, can be 45 dte , or 10 dte. I believe I can make more with more churns than squeezing more premium out efficiency. Plus it's way safer
Whatever you do, don't research the private and corporate credit markets. Don't research the credit spreads. CCC vs AAA is just transitory. Don't wonder if the Japanese Yen has anything to do with the markets on Monday. Nothing to see here.