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



Tampa



Graph a housing market:





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

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

1 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -19.56% 0.84% -2.75
Bonds -0.82 10.91% 0.99% 3.20
Commodities -0.94 49.15% 3.63% 0.46
REITs 0.90 -23.60% 5.16% -0.45
Stocks 0.88 -6.40% 3.60% 0.86
         
3 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 -0.81% 1.75% 0.48
Bonds -0.74 18.90% 0.98% 1.18
Commodities 0.12 34.53% 5.25% 0.42
REITs 0.58 11.32% 4.57% 0.56
Stocks -0.01 10.21% 2.59% 1.34
         
5 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 35.45% 1.53% 0.76
Bonds -0.50 31.57% 1.19% 1.43
Commodities 0.20 105.47% 5.27% 0.83
REITs 0.50 63.19% 4.71% 0.80
Stocks 0.01 55.55% 2.60% 1.03
         
10 YEAR
  Correlation Return Volatility Sharpe*
S&P/CSI 1.00 100.48% 1.13% 0.91
Bonds -0.26 83.80% 1.16% 1.33
Commodities 0.11 205.46% 5.19% 0.62
REITs 0.47 30.91% 4.31% 0.45
Stocks -0.04 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).


Tampa
Hernando, FL
Hillsborough, FL
Pasco, FL
Pinellas, FL

Click Here for population density map