MacroMarkets LLC HomeContact Us

MacroSharesResourcesRecent NewsAbout Us
CSI Housing
map
overview
S&P Case-Shiller&#174 Home Price Indices
methodology
Composition & Updates
Market Definitions
composite weights
data downloadsotc housing productsForward ContractsIndex-Linked NotesIndex Swapstotal return swapsother otc productsCME Housing Futures & Options
brochure
fact sheet
block trading guide
tickers
FAQ
product brief
find a broker



Miami



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -24.56% 0.87% -1.60
Bonds -0.85 10.91% 0.99% 3.20
Commodities -0.97 49.15% 3.63% 0.46
REITs 0.93 -23.60% 5.16% -0.45
Stocks 0.91 -6.40% 3.60% 0.86
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -3.04% 1.93% 0.51
Bonds -0.70 18.90% 0.98% 1.18
Commodities 0.03 34.53% 5.25% 0.42
REITs 0.67 11.32% 4.57% 0.56
Stocks 0.08 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 42.01% 1.73% 0.86
Bonds -0.42 31.57% 1.19% 1.43
Commodities 0.17 105.47% 5.27% 0.83
REITs 0.57 63.19% 4.71% 0.80
Stocks 0.06 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 130.17% 1.26% 1.00
Bonds -0.15 83.80% 1.16% 1.33
Commodities 0.04 205.46% 5.19% 0.62
REITs 0.54 30.91% 4.31% 0.45
Stocks -0.08 22.30% 3.60% 0.25

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).


Miami
Broward, FL
Miami-Dade, FL
Palm Beach, FL

Click Here for population density map