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



Dallas



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -3.33% 0.99% -0.12
Bonds -0.86 12.27% 1.23% 3.17
Commodities -0.95 41.41% 3.42% 0.09
REITs 0.90 -27.37% 4.86% -0.01
Stocks 0.83 -3.19% 3.60% 1.62
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 1.86% 0.74% 0.98
Bonds -0.72 18.01% 1.13% 1.22
Commodities 0.08 34.83% 5.39% 0.39
REITs 0.58 11.88% 4.51% 0.76
Stocks -0.09 16.71% 2.52% 1.77
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 4.10% 0.64% 0.89
Bonds -0.50 26.79% 1.41% 1.12
Commodities -0.10 90.25% 5.34% 0.83
REITs 0.32 68.70% 4.65% 0.91
Stocks -0.06 53.91% 2.71% 0.82
         
SINCE 2000
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 18.56% 0.60% 1.10
Bonds 0.14 71.76% 1.44% 1.35
Commodities -0.23 159.18% 5.24% 0.50
REITs 0.17 98.38% 4.24% 0.90
Stocks -0.44 -3.28% 3.48% 0.09

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).


Dallas
Collins, TX
Dallas, TX
Delta, TX
Denton, TX
Ellis, TX
Hunt, TX
Johnson, TX
Kaufman, TX
Parker, TX
Rockwall, TX
Tarrant, TX
Wise, TX

Click Here for population density map