MacroMarkets HomeContact Us

CSI HousingMACRO SecuritiesRecent NewsAbout Us
CSI Housing
map
overview
S&P Case-Shiller&#174 Home Price Indices
Composition & Updates
Market Definitions
composite weights
data downloadsinteractive chartingotc housing productsForward ContractsIndex-Linked NotesIndex Swapstotal return swapsother otc products



Charlotte



Graph a housing market:





S&P/Case-Shiller® Charlotte Home Price Index

<IMG SRC="images/teaser-fpo.jpg" WIDTH=450 HEIGHT=1000 usemap="#home" BORDER=0> Charlotte Housing vs. Asset Classes, Monthly

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 1.75% 0.81% 2.42
Bonds -0.80 12.27% 1.23% 3.18
Commodities -0.96 41.41% 3.42% 0.09
REITs 0.94 -27.37% 4.86% -0.01
Stocks 0.74 -3.19% 3.60% 1.63
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 15.26% 0.69% 3.11
Bonds -0.54 18.01% 1.13% 1.22
Commodities -0.71 34.83% 5.39% 0.39
REITs 0.53 11.88% 4.51% 0.76
Stocks 0.45 16.71% 2.52% 1.77
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 22.31% 0.61% 2.13
Bonds -0.44 26.79% 1.41% 1.12
Commodities -0.67 90.25% 5.34% 0.83
REITs 0.17 68.70% 4.65% 0.91
Stocks 0.13 53.91% 2.71% 0.82
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 42.95% 0.51% 1.95
Bonds -0.52 81.53% 1.38% 1.20
Commodities -0.15 151.29% 5.17% 0.55
REITs 0.07 31.19% 4.29% 0.46
Stocks 0.48 43.12% 3.65% 0.28

Download Index Data
Current/revised edition [login or register to access]
Tiered Prices
Prior Editions
Analytics Workbook


*Sharpe Ratio is calculated by taking the excess returns (average, rolling 12-month return) above/below the risk-free rate (average 3-month US Treasury Bill yield), and dividing by volatility (standard deviation of average, rolling 12-month return).


Charlotte
Cabarrus, NC
Gaston, NC
Mecklenburg, NC
Union, NC
York, SC

Click Here for population density map