Tuesday, July 16, 2013

07/16/13 Complacency

Note that apart from US stock market indexes, almost all asset classes (Europe, Emerging Markets, commodities, precious metals, bonds) have sold off hard. They have now reversed hard as well, but unlike the DJIA/SPX/NDQ are nowhere near earlier highs. In addition (and perhaps more importantly), rates are beginning to rise. I'm hearing all kinds of reasons why US markets will lead other asset classes higher, or why higher stock prices cannot coexist with higher interest rates (eg, http://www.marketwatch.com/story/rate-increases-can-actually-be-bullish-2013-07-09). However, markets rise and fall based on public sentiment, and despite what the media refers to as 'the most hated stock-market rally in years' I think sentiment is now close to a short-term extreme in optimism. Measures of complacency have remained at historical lows, and are now beginning to tick up.

120 comments:

  1. Excessive caution has been exceedingly costly....

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  2. 2nd - Interesting take. I prefer using the Univ of Michigan sentiment readings over any investment advisor readings. This was as of 2 months ago...last two months have been in the 83/84 area:

    http://research.stlouisfed.org/fred2/data/UMCSENT_Max_630_378.png

    Will be interesting to see how things go from here but I still think the average person is only now coming around on the fringes to the idea of investing back in the market. The average person still says they don't trust the markets and still has 2008/9 fresh in their minds. I posted that article from CNBC yesterday regarding where people stand with regards to the market. Most felt fine missing out on the rally. I think if it goes up a bit more those laisez faire attitudes will change pretty quickly.

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  3. Baltic Dry Index breakout and backtest:
    http://www.bloomberg.com/quote/BDIY:IND/chart

    EGLE, DSX, BALT look good.

    ReplyDelete
  4. 2nd,

    are you suggesting a small, <5% pullback here or something more serious?

    ReplyDelete
  5. Some charts from 61p8 --

    Peter Ghostine ‏@PeterGhostine
    Don't get me wrong, I do see the strong possibility of a crash soon. Not yet, though.

    http://charts.61point8.com/20130715-INDU.png
    http://charts.61point8.com/20130716-SPX-30min.png
    http://charts.61point8.com/20130716-SPX-3min-EWT.png

    ReplyDelete
    Replies
    1. Holy lines! And a shark bite. He's alive!

      Delete
    2. Not sure what any of that means...

      REDF -- up 0.03 on 22K volume -- You still in this?

      Delete
    3. Kyle - sorry the lines on the first chart are overwhelming. And the other one mentioned a shark formation which just sounds scary.

      No I bailed on REDF at $2.7 I think. Lost about 5% I believe...watched it go up 20% and didn't pull the trigger.

      Delete
    4. TOF - OK man -- check out this guys scenarios (there are fewer lines) ...

      http://www.thewavetrading.com/2013/07/16/spx-follow-up-of-the-short-term-ewp-143/

      Delete
  6. Get me some DRAM-amine! This ride is rocky!

    ReplyDelete
    Replies
    1. Save the DRAM-a for yo mama. Seriously...she may need to retire.

      Delete
    2. I can see your 100% from here....

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    3. these low float stocks are risky though. i only put about 3% of the port in it so not really a big deal but its fun to watch. Earnings, if good, could send this sucker fllying.

      Delete
    4. Yeaah, low liquidity, high HV = small positions.

      I can't complain. I bought it around 3.65, sold it, bought it back, sold it, bought it back sold it, and I'm still holding a tiny position from the low $4's.

      This could be another YRCW.

      Delete
  7. Dram bam! Day early on the sell....dram it!

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  8. 1,700 by end of week?

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  9. For those of you who don't like the "JP Morgan as the evil gold manipulator" explanation of gold's demise in 2013, a more impersonal, "Buddhist" explanation can be found in the following chart of expected 10-year inflation:

    http://research.stlouisfed.org/fred2/graph/?graph_id=87988&category_id=0

    Notice that the bottom of that chart in late June (with expected inflation around 1.95%) nicely corresponds to the bottom in gold.

    The latest yield data can be found here:

    http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield

    and today the expected 10-year inflation jumped up a little more, edging up to 2.14%. Make your own conclusions...

    ReplyDelete
    Replies
    1. NUGT -- there are 'signs' of some reversal, but Big Ben could change all that tmrow ...

      http://www.screencast.com/t/yIXSHkwHs

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    2. You mean change it AGAIN? :)

      Delete
    3. Yep -- Everything is Jacked the F'Up -- time to embrace your 'random-walk' side

      Delete
    4. In case you are interested, here is the weekly chart of expected inflation (red line):

      http://research.stlouisfed.org/fred2/graph/?graph_id=80368&category_id=0

      the bottoms in late 2011 and mid-2011 nicely correspond to local bottoms in gold, while the tops in early and late 2012 nicely correspond to local tops on gold. So the recent joint bottom in gold and expected inflation in late June is not a coincidence...

      Delete
    5. David -- there was something I read once (believe it was in an Amazon review on an options trading book, but I can't find it at the moment & believe me I save everything) that said something like 'when you trade, you are trading a particular Belief System' and the reviewer went on to elaborate on that concept.

      Your 'Belief System' (as best as I can discern it) is a MACRO -> Micro progression.

      I suggest that there are 'influences' of which we are not aware that make our perceptions and actions invalid. I'm not even sure this models it: https://en.wikipedia.org/wiki/Hidden_Markov_model

      I return to Vad's comment to bbarberayr back in 2011 (like I said - I save everything)

      Re: Commodities
      Submitted by Vadym Graifer (2319 comments) on Wed, 05/11/2011 - 12:25 #85709 (in reply to #85702)
      I would determine the difference between out respective outlooks is more than just time frame. From what you say it's this: you believe in objective fundamental value and one's ability to determine it. I don't. What I do believe in is human beliefs and emotions reflecting themselves in the charts to a degree where they can be read and exploited. Davefairtex put the rest very well, not much to add.

      Delete
    6. Like I say, it's a 'Belief System' that's important ...

      Life of a Playa ‏@LifeAsPlayer
      It only takes 3.5 inches to please a woman... it doesn't matter if its Visa or Mastercard.

      Delete
    7. "I return to Vad's comment to bbarberayr back in 2011 (like I said - I save everything)"

      Umm, more like you have a photographic memory.

      Delete
    8. Hey - bbarberayr - that was my name over there!

      Still believe in trying to determine value and buying undervalued. I'd argue that most long-term successful investors work that way. Many ways to determine value (net-net's, GARP, discounted cash flow, relative valuation), but all can work.

      Some people can trade charts very well over a period of time, but look at Jessie's $45K -> $6M -> $100K journey.

      Delete
    9. BB - Exactly, take oil in the $40's for instance, undervalued at well below production cost.

      Delete
    10. I assume you are talking about back in 2009 when oil hit the $40's

      That price was somewhat misleading. It really only was the current month contract that got down to those levels due to panic selling in everything. The out-month futures fell, but never to the same degree. I seem to recall even 3 months out, oil was still in the $70's.

      There was no way oil was staying in the $40's unless we did get another depression. Cost of production is too high and wells would have been shut in fast reducing production. The only people making money at $40 oil are the Saudi's and a few others.

      Delete
  10. I'm still looking at charts...

    ReplyDelete
  11. "Remember, $VIX options expire tomorrow. Historically, when this happens same wk as expiration, Wed-Friday is weak. Was down 3.60% in June."
    http://stocktwits.com/RyanDetrick

    ReplyDelete
    Replies
    1. I like his stats. Thanks for the link.

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    2. Is he saying the VIX will be weak, or the broad market? Sorry, I think I'm rapidly losing my mental capacity or something.

      Delete
  12. DRAM - Man, this is a mighty low market cap for a foundry that supplies devices to both INTC and AMD....

    What's up with that, are they only producing a few thousand niche devices per week in their garage? Kinda bizarre, you can't build many memory devices without probably at least a billion sunk into a fab...

    ReplyDelete
    Replies
    1. This comment has been removed by the author.

      Delete
    2. When prehistoric sock puppets ruled the tech world DRAM was $250.

      I'm kneeling now and praying....and thinking of a tropical beach and tall drinks.

      Delete
    3. I can appreciate a good success story like that.

      Delete
  13. DRAM: For S&G's I'm going to guess it pulls back to $4.76

    ReplyDelete
  14. YHOO - Going to retire old unused email addresses....

    Oh man, they haven't been doing this all along? Damn, that's stupid!

    ReplyDelete
  15. Okay, this was just a hunch that only happened to be correct, that's all, not investable b/c the FED says one thing one day and something completely opposite the next, it's making me dizzy:

    10:27AM Stocks Open Higher On Bernanke Comments at Investor's Business Daily

    ReplyDelete
  16. "Some people can trade charts very well over a period of time, but look at Jessie's $45K -> $6M -> $100K journey."

    Wow that's quite a round trip.

    I think Jesse used fundamentals as well. The issue I've always found with people that make spectacular gains (and something I've stayed away from) is using leverage can decimate you on the downside. There's really no need for margin.

    ReplyDelete
    Replies
    1. This is a lesson from Jesse Livermore....if you make a huge egg, buy an annuity and play with 45K again.

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    2. I think this is a risk issue, not a value vs technical issue.

      Delete
    3. That is pure stupidity is what it is!

      Delete
  17. DRAM-mit! Glad I sold some at $5.40 but should have sold the rest.

    CP - I believe they're fab-less...

    ReplyDelete
    Replies
    1. This one is extremely volatile, you just have to be able to take the ups and downs.

      Every down so far has been an adding opportunity.

      Delete
    2. yeah i'm well aware. bought it at $3.70 and have watched it go to $4.7, then $3.7 then $6.

      Delete
  18. interesting...
    http://allstarcharts.com/individuals-get-the-most-optimistic-in-a-year/

    i still think the univ of mich sentiment reports are more relevant but that also says people are getting more confident (but still way down from prior bull markets).

    ReplyDelete
    Replies
    1. Seems to be too many sentiment indicators these days and with seemingly too much focus on them, they seem to losing effectiveness as a timing tool.

      Delete
    2. I agree. I do, however, think the consumer sentiment readings (univ of mich) are less manipulated and more indicative of the retail investor's mood.

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    3. What's this, a game show? "Survey says".

      I don't really care about the retail investor, I want to know what the institutional money is doing.

      Delete
  19. Pay attention.....

    http://www.youtube.com/watch?v=dWEUPB5XHjE

    ReplyDelete
    Replies
    1. "The easier it looks, the harder it hooks".

      Delete
  20. Auction Market Theory -- verniman tweeted out a nice summary of key ideas over the past 2 hrs or so
    including a balanced target draw to 1759...

    https://twitter.com/verniman

    http://twitpic.com/d35zkl/full

    ReplyDelete
  21. An interesting report from April on semiconductor foundries:

    http://www.gartner.com/newsroom/id/2447915

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  22. You guys move at light speed compared to me, I have this image of Jesse throwing himself under a bus in my head now....

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  23. REDF is dead money. Patience is dwindling may move into something else.

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  24. Sold another stock today, regional bank Fidelity National (LION). It's had quite a good run (+50% this year), they just did a major share offering to pay back their TARP preferreds, but this will dilute returns going forward, so P/E will rise. It's not a bad stock here, pretty fairly valued, but I'm sure I can find better.


    Guess I should have held my Dupont (DD) one more day. Stock up over 5% on the news Nelson Peltz took a stake.

    Oh well....

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  25. Guys- Don't let the market take it back. Be patient. We've had a good run off the June 24 lows. I see no reason to be trading right now.

    ReplyDelete
    Replies
    1. Isn't that what a lot of people are doing? I personally haven't made a purchase in a while. A few sales but that's about it. Not really focused on overall market...still holding stocks that I think are undervalued.

      Delete
  26. I don't either. I am off of trading. I have opted out. Maybe because of old age. I will collect some div in the meantime. Will wait for the next crash to load up. Hope I live that long so I can position my 4 grandkids toward the future, whatever it is.

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  27. If I was any more patient I'd be a patient.

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  28. Redf up 20% premarket. glad i didnt sell. Been calling this stuff a day early lately with sells. Fortunately i held this time.

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  29. Nok back down to 3.8x.....time to reload?

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  30. I would still say the bigger risk is being out of the market than in the market. The odds are much better that we are higher at the end of the year rather than lower.

    Even though I have been selling a fair amount lately, I still have more money in stocks now than at the beginning of the year due to price appreciation. I would agree it is hard to buy now and the market is not giving good entries, but I think the best strategy now is to let your good stocks ride, sell the fully valued ones (or dogs!), trim ones that have gotten too large or are losing valuation / technical support.

    ReplyDelete
    Replies
    1. And if I were completely out of the market, I would certainly start buying. Not all at once - maybe a 10% - 20% position right away and look to add over time on weakness.

      Very few years when the summer is up 20% by summer like this year. You have to take advantage of these years. Plus, most studies show a strong first half leads to a second strong half, so need to be overly worried based on history.

      Delete
    2. Is anyone on this blog completely out of the market? The first post is a good one, but suggesting anyone buy a double top with flagging, drifting-meandering, low-mo pattern after a big run up, to my thinking, isn't helpful.

      Yes, we MAY be higher but we may also be lower and if we are to be higher then we should look for lower risk opportunities to enter the markets.

      Got random thoughts?
      "Looking at yesterday's action, both the Quack and Rusty ended higher on Wednesday but they are losing a little steam. This is especially true in the Quack, even though it did manage to close at multi-year highs.

      I'm not a big fan of markets that drift higher. I like to see markets accelerate higher then correct by pulling back. When a market drifts or "wedges" higher it can often suggest that buying is waning and a correction is looming.

      There are patterns I observe and patterns I act on. Overbought markets, double tops, and upward "wedges" are examples of patterns that I observe. These are caution flags vs. bona fide signals.

      So what do we do? Not much has changed: The markets still remain overbought. As I've mentioned ad nauseam, this is a dangerous environment to be trading. If you buy, it corrects. If you don't, it continues on without you. Therefore, I'm still in the "sit on your hands" camp. If this is the real deal, they'll be plenty enough time to buy along the way."

      Delete
    3. I only have a small position in GMO.

      Delete
  31. Ralph Acampora CMT ‏

    The market's sideways consolidation over the past 4 trading days is healthy and setting the stage for further gains. Be bullish....

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    Replies
    1. I wonder what Ralphy boy would think of GMO :)

      Delete
  32. We're in the opposite of 2008/9. Enjoy the runup boys. People are starting to believe in the recovery.

    ReplyDelete
    Replies
    1. Even Hussman sounding slightly less negative, though by no means positive.

      If this bull follows typical patterns, it won't peak until the last bear capitulates.

      Hussman becoming bullish would definitely be a warning sign.

      Delete
    2. Ha. I agree. I would be cautious if that happens. Honestly the one thing that scares me is the rise in oil. If it gets to $120 I'll be pulling in my horns.

      Delete
  33. SLM - % of funds raised on their private student loan ABS was 87%, up from 84% in Q1 and up from 78% in Q4 of 2012. That is an absolutely enormous improvement. Consider if they do a $1 Billion transaction, they're required to now put up $130 Million to get the deal down vs $220 Million just 3 quarters ago.

    This is very positive news for FMD. I'm still long and haven't sold a share.

    ReplyDelete
  34. I'm still holding NOK. I still think there is something coming down the pike with regards to asset sales etc. The sum of the parts is still greater than the whole.

    ReplyDelete
  35. ShadowTrader ‏@PeterReznicek

    Expiry is tomorrow so that would be a good day to get excess high early and then soften in afternoon. Could be the play....

    ReplyDelete
    Replies
    1. I would like that. Accelerate higher, pull back, then start to accelerate higher again next week.

      I also like that we are above 1690 on the S&P.

      Delete
  36. Honestly, not only would I not sell FMD here I would even recommend adding a little here. I think there is a decent chance this is at $5 within a year. If the % of funds raised grows to 95% the ROI for any invested capital goes up exponential from where it is now. Consider the following math:

    Let's say they earn 2% fees on a securitization trust. If they have to put in 13% right now then their ROI (using just rudimentary math) is 2/13 = 15%. Now let's say funds raised goes up to 95%. This means they only have to put up 5%. What's the ROI calc then? 2/5 = 40%. Thats a game changer.

    This is why I'm so bullish on this company. Plus, they are far more diversified than they were in 2007 with a traditional banking / loan business to fall back on. The company trades at a discount to book but it's not like a traditional bank. In good times it can trade up to 10X book because the funds raised goes to 100% or even higher and in this case they just earn fees without having to commit capital to the deals.

    ReplyDelete
    Replies
    1. There is going to be an "aha!" moment in the market fairly soon with this stock. The trends in the private student loan market are too positive to ignore at this point.

      Delete
    2. Yep, I'm ready for this and wishing I had more too. Thanks for sharing another good one!

      Delete
    3. no prob CP. If the jobs market continues to improve (which I think it will) this has the most upside out of any stock I can find.

      Delete
    4. Do these guys loan through FAFSA/government guaranteed loans or are they freestanding?
      I would think true private loans that are below the ridiculous government rates would be killer.

      Delete
    5. They're entirely private student loans. They are actually able to offer lower rates than the govt to high credit worthy borrowers. The FICO score on their borrowers is something like 750 and the default rate is like 1% (compared to 14% for federal loans).

      Delete
    6. Yeah, that's exactly what I was thinking! Awesome!

      Delete
  37. Is this the Jesse you guys were referring to???

    jesse stine ‏@InsiderBuySS
    "Insider Buy Superstocks" book FREE for 36 Hrs. http://stks.co/pKhi . $31 on AMZN. Please Share

    http://insiderbuysuperstocks.com/wp-content/uploads/2012/11/Superstocks-final-advance-reviewers-copy.pdf

    ReplyDelete
    Replies
    1. Yep, that's Jesse Stine. I admire his tenacity.

      Delete
  38. "the one thing that scares me is the rise in oil."

    Damn, oil sure is high. Looks like it's ready to roll over on the daily chart and it's overbought on the weekly, too.

    ReplyDelete
  39. Guess Putin won't give us Snowden back so we may as well lite up Syria ...

    zerohedge ‏@zerohedge

    US Prepares For "Kinetic Strikes" Against Syria http://tinyurl.com/m7dog7n

    ReplyDelete
    Replies
    1. Yep, this means it's probably still too early to short oil.

      Delete
    2. But, I thought Syria has nukes, and that's the real reason the US looks the other way as genocide ensues (despite their oil remains to be colonized)?

      Delete
    3. Have you seen this??? Wonder if a 'swap' is in the mix. Passage of Snowden to Panama for return of station-chief???

      GuardianUS ‏@GuardianUS
      Former CIA Milan chief held in Panama over abduction of Egyptian cleric http://trib.al/oSfwnNt 
      CNN Breaking News ‏@cnnbrk
      American wanted by Italy in rendition case arrested in Panama, Italian justice ministry says. http://on.cnn.com/18qwD0L 

      Delete
    4. Syria - I recall a story that Iraq had sent some of their nuclear material to Syria (before the 1st Gulf War??? if memory serves), but also I thought there were Russian troops/advisers in Syria that came with some of the weapons systems they sold. So that might complicate things if we take out some Russian's in strikes.

      Delete
    5. Nah, I think they swap for Amanda Knox.

      What a fucked up world we live in.....

      Delete
    6. Isn't it though ...

      KRAtrader ‏@KRAtrading
      Only the USA “@zerohedge: S&P500 hits all time high as Detroit files. America in a nutshell”
      Steven Rattner ‏@SteveRattner
      #Detroit creditors face massive losses; bigger problem will painful cuts for city employees and retirees

      Naureen Khan ‏@naureenindc
      leaning in RT @LoicHostetter BREAKING: UC Regents approve salary of $570,000 annually for Janet Napolitano.

      Delete
  40. Added at 1/5 position at 1.7 FMD Just need to start wading back in. Missed 35 cents already.

    ReplyDelete
    Replies
    1. You keep doing that and I'm going to feel compelled.

      Delete
  41. up ~3.5% (46600)on the 45K i put into 2nd's couch potato portfolio. Up about double that on the trading port since 6/28

    ReplyDelete
  42. Congratulations, BB! Your stock-picking method with financials is paying off handsomely.

    ReplyDelete
    Replies
    1. Thanks 2nd. I'm very pleased with how the year is going. Financials still are one of the most undervalued areas of the market based on standard metrics and historical valuations.

      I think that there is still a lot of fear in the financials which, of course, means opportunity.

      Delete
  43. FMD..Now THAT'S good! Wow, what a beautiful flag.

    ReplyDelete
  44. TZOO...I don't have to tell you that isn't good do I?

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    Replies
    1. Back to where it was a week ago. Not a huge deal. I'm very intrigued by this sucker b/c they will be rolling out their hotel booking platform in the next couple of quarters and that could really make this sucker fly. I'm betting there's a 25% chance it sees new all time highs (i.e., >$106) within the next year.

      Delete
  45. I've been saying this for a while but check out the Sensex. It's about to break out to new all time highs. Anything India could soon be in play. Maybe REDF will regain it's mojo? I'm thinking CTSH, INFY, TTM are all probably good bets.

    ReplyDelete
  46. 3% yield on EWZ (Brazil). P/E is around 10. Hmmmm

    ReplyDelete
  47. I know futures are read, today ended weak, several big earnings reports resulted in selloffs after hours, but I STILL get the sense that people are cautious. People are still calling for tops. Technicians are bearish (http://www.marketwatch.com/story/sell-signal-from-key-market-indicator-2013-07-17, http://allstarcharts.com/cnbc-fast-money-appearance-sp500/). Valuations are supposedly stretched. Stocks have run up too far too fast (although no one that says this will admit that we're up 8% since the 2000 top, thirteen years ago).

    I still think longer term we see a meltup as bears / skeptic capitulate.

    ReplyDelete
    Replies
    1. Does it really matter THAT much, though? Not really. Just focus on the stocks / sectors that are working.

      Delete
    2. We don't have a sell-everything 2008 type scenario going on where absolutely nothing worked as everyone was fleeing to cash.

      In the 2001 - 2002 50% market pullback, it wasn't hard to find stocks that went up as long as you avoided tech and the S&P 500 largecaps.

      Same thing here. Even if we get an overall market pullback, there will be areas of the market that work.

      Delete
  48. Can I sell you a bridge? No? How about some 'dry' land in Florida? A used car?

    http://www.bloomberg.com/video/bernanke-i-don-t-pretend-to-understand-gold-prices-kD~ziZLiRBCowweUIQ9Ing.html

    ReplyDelete
  49. trader instict took over.....couldnt help it, Took off FMD @1.78

    ReplyDelete
    Replies
    1. A bigger dip would be nice so I could add a core 1/2 core position with a little more conviction.

      Delete
    2. I hope your instinct is better than mine on that one!

      Delete
    3. The action is looking real bullish....having a little sellers remorse already. Kinda banking on a down day in the general market to bring it in a little.

      Delete
  50. Funny...


    7:50 AM Buy MBIA (MBI), Assured Guaranty (AGO), and Ambac (AMBC) on any weakness arising from the Detroit bankruptcy, writes Mark Palmer. The municipal insurers' exposure to the city is well-documented and quite manageable. What about the domino effect? Find another city with a 63% decline in population, 78K abandoned buildings , 66K vacant lots, violent crime 5x the national average, and a tripling in unemployment since 2000 and then we'll talk, says Palmer. MBI -1.5% premarket.

    ReplyDelete
  51. FMD - Ah-ha.... ;)

    MSFT - I'm not surprised.

    ReplyDelete