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Boston



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -6.00% 1.19% -5.88
Bonds 0.28 3.54% 1.60% 3.06
Commodities -0.17 -12.50% 22.93% 1.67
REITs 0.05 -43.01% 8.31% -2.87
Stocks 0.61 -37.08% 11.31% -1.03
         
3 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 -12.58% 2.69% -2.57
Bonds -0.62 14.96% 0.80% 0.46
Commodities -0.08 -15.18% 26.44% 0.34
REITs 0.33 -31.59% 20.08% -0.08
Stocks 0.32 -18.72% 12.26% 0.02
         
5 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 0.98% 6.25% -0.24
Bonds -0.33 23.03% 0.90% 0.66
Commodities 0.26 42.51% 22.17% 0.67
REITs 0.54 -10.60% 19.29% 0.35
Stocks 0.44 -6.73% 11.97% 0.40
         
10 YEAR
  Correlation Return Volatility Sharpe
S&P/CSI 1.00 82.28% 7.65% 0.45
Bonds 0.31 68.75% 1.01% 0.74
Commodities 0.18 160.01% 24.71% 0.61
REITs 0.14 10.56% 16.13% 0.24
Stocks -0.21 -6.17% 15.26% -0.11

Download Index Data
Current/revised edition
Seasonally Adjusted Indices
Prices Tiered Indices
Condominium Indices
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).


Boston
Essex, MA
Middlesex, MA
Norfolk, MA
Plymouth, MA
Suffolk, MA
Rockingham, NH
Strafford, NH

Click Here for population density map