,Stock Markets - PHLX Housing Index - monthly , Notes : , ,, (1) Open for Month ,, (2) High for Month ,, (3) Low for Month ,, (4) Close for Month ,, (5) %Chg for Month ,, (6) Volume (thous of shares) - Average over days in Month ,, (7) StDev of dly rtns for Month ,, (8) Corr_dly[ PHLX hsg w SP500 ] for Month ,, (9) Corr_dly[ PHLX hsg w Nikkei ] for Month ,, (10) Corr_dly[ PHLX hsg w FTSE ] for Month ,, (11) Daily AutoCorr for Month ,, (12) Corr_dly[ PHLX hsg w SP500(d-1) ] for Month ,, (13) Corr_dly[ PHLX hsg w NIKKEI(d-1) ] for Month ,, (14) Corr_dly[ PHLX hsg w FTSE(d-1) ] for Month ;; EconStats does not guarantee the accuracy of this data. _______________________________________________________________________________________________PHLX Housing Index_______________________________________________________________________________________________ ,,Open for Month,num of observations,High for Month,num of observations,Low for Month,num of observations,Close for Month,num of observations, %Chg for Month,num of observations,Volume (thous) for Month,num of observations,StDev of dly rtns for Month,num of observations,Corr_dly[ PHLX hsg w SP500 ] for Month,num of observations,Corr_dly[ PHLX hsg w Nikkei ] for Month,num of observations,Corr_dly[ PHLX hsg w FTSE ] for Month,num of observations,Daily AutoCorr for Month,num of observations,Corr_dly[ PHLX hsg w SP500(d-1) ] for Month,num of observations,Corr_dly[ PHLX hsg w NIKKEI(d-1) ] for Month,num of observations,Corr_dly[ PHLX hsg w FTSE(d-1) ] for Month,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008-11, , 90.850,___, 93.980,___, 55.810,___, 60.300,___, -33.495,___, ,, 4.532, 15, 0.924, 15, 0.017, 14, 0.485, 15, -0.308, 15, -0.406, 15, -0.256, 15, -0.170, 15, 2008-10, , 129.490,___, 131.260,___, 69.620,___, 90.670,___, -29.979,___, ,, 5.514, 23, 0.776, 23, 0.166, 22, 0.444, 23, 0.215, 23, 0.118, 23, 0.075, 23, 0.089, 23, 2008-09, , 129.410,___, 146.340,___, 120.810,___, 129.490,___, 0.271,___, ,, 4.864, 21, 0.905, 21, 0.034, 19, 0.612, 21, -0.346, 21, -0.354, 21, -0.357, 21, -0.495, 21, 2008-08, , 116.730,___, 130.980,___, 108.140,___, 129.140,___, 10.631,___, ,, 3.097, 19, 0.605, 19, 0.096, 14, 0.283, 18, -0.046, 18, 0.032, 19, -0.543, 13, -0.022, 19, 2008-07, , 107.570,___, 124.340,___, 93.750,___, 116.730,___, 8.384,___, ,, 4.108, 22, 0.857, 22, -0.170, 20, 0.046, 20, -0.196, 22, -0.198, 22, 0.132, 22, 0.056, 21, 2008-06, , 131.990,___, 133.610,___, 107.630,___, 107.700,___, -18.403,___, ,, 2.315, 19, 0.780, 19, -0.504, 14, 0.495, 14, -0.294, 18, -0.299, 19, 0.149, 13, 0.060, 13, 2008-05, , 140.310,___, 147.210,___, 129.720,___, 131.990,___, -5.963,___, ,, 1.983, 21, 0.840, 21, 0.260, 19, 0.220, 20, 0.177, 21, 0.016, 21, 0.035, 20, 0.130, 21, 2008-04, , 143.290,___, 155.540,___, 135.870,___, 140.360,___, -1.942,___, ,, 2.479, 22, 0.837, 22, 0.282, 21, 0.580, 22, 0.181, 22, 0.203, 22, -0.114, 22, 0.162, 22, 2008-03, , 135.260,___, 151.970,___, 123.150,___, 143.140,___, 5.881,___, ,, 3.453, 20, 0.893, 20, 0.068, 19, 0.398, 19, -0.122, 20, -0.200, 20, 0.018, 20, -0.508, 19, 2008-02, , 153.410,___, 157.570,___, 132.630,___, 135.190,___, -11.848,___, ,, 2.764, 20, 0.710, 20, 0.014, 19, 0.226, 20, 0.217, 20, 0.307, 20, 0.127, 20, 0.476, 20, 2008-01, , 143.830,___, 155.000,___, 117.410,___, 153.360,___, 6.522,___, ,, 3.728, 21, 0.782, 21, 0.138, 18, 0.100, 21, 0.015, 21, -0.198, 21, -0.259, 18, -0.078, 21, 2007-12, , 140.240,___, 155.660,___, 135.890,___, 143.970,___, 2.601,___, ,, 2.951, 20, 0.806, 20, 0.302, 18, 0.192, 19, -0.067, 20, 0.111, 20, 0.150, 20, 0.457, 19, 2007-11, , 159.130,___, 159.130,___, 126.580,___, 140.320,___, -11.865,___, ,, 3.037, 21, 0.836, 21, 0.077, 20, 0.727, 21, -0.043, 21, -0.191, 21, 0.033, 21, -0.026, 21, 2007-10, , 158.240,___, 172.180,___, 149.990,___, 159.210,___, 0.613,___, ,, 1.815, 23, 0.536, 23, 0.415, 22, 0.335, 23, 0.025, 23, 0.038, 23, -0.163, 23, 0.152, 23, 2007-09, , 169.060,___, 179.350,___, 154.800,___, 158.240,___, -6.406,___, ,, 2.373, 19, 0.850, 19, 0.046, 17, 0.501, 19, 0.000, 19, -0.099, 19, 0.004, 19, -0.385, 19, 2007-08, , 189.330,___, 193.800,___, 153.610,___, 169.070,___, -8.254,___, ,, 2.901, 23, 0.819, 23, -0.074, 23, 0.616, 22, 0.052, 23, 0.140, 23, -0.107, 23, -0.247, 23, 2007-07, , 210.290,___, 216.950,___, 184.180,___, 184.280,___, -12.369,___, ,, 1.630, 21, 0.856, 21, 0.220, 20, 0.504, 21, 0.188, 21, 0.023, 21, -0.024, 21, 0.003, 21, 2007-06, , 237.760,___, 238.890,___, 208.400,___, 210.290,___, -11.176,___, ,, 1.404, 21, 0.916, 21, -0.262, 21, 0.273, 21, -0.182, 21, -0.124, 21, 0.119, 21, 0.300, 21, 2007-05, , 227.200,___, 243.010,___, 224.790,___, 236.750,___, 4.203,___, ,, 0.799, 22, 0.574, 22, 0.009, 20, 0.109, 21, -0.088, 22, -0.039, 22, -0.081, 21, 0.026, 22, 2007-04, , 218.610,___, 236.830,___, 212.680,___, 227.200,___, 4.158,___, ,, 1.389, 20, 0.641, 20, 0.343, 19, 0.239, 19, -0.186, 20, 0.086, 20, -0.455, 20, 0.183, 19, 2007-03, , 234.350,___, 241.510,___, 216.760,___, 218.130,___, -8.881,___, ,, 1.543, 22, 0.860, 22, 0.324, 21, 0.319, 22, 0.043, 22, -0.032, 22, -0.207, 22, -0.169, 22, 2007-02, , 246.920,___, 257.070,___, 237.890,___, 239.390,___, -2.350,___, 35461.5, 1, 1.307, 19, 0.599, 19, 0.235, 18, 0.518, 19, 0.326, 19, 0.254, 19, 0.219, 19, 0.120, 19, 2007-01, , 235.670,___, 245.850,___, 225.160,___, 245.150,___, 4.098,___, 21721.7, 3, 1.302, 20, 0.709, 20, -0.017, 18, 0.463, 20, 0.017, 19, -0.006, 19, -0.025, 18, -0.319, 20, 2006-12, , 228.840,___, 240.040,___, 227.170,___, 235.500,___, 2.771,___, 17178.5, 2, 0.908, 20, 0.512, 20, 0.197, 20, 0.409, 19, 0.245, 20, 0.533, 20, -0.268, 20, 0.194, 19, 2006-11, , 215.340,___, 231.160,___, 205.920,___, 229.150,___, 6.865,___, 19699.0, 2, 1.388, 21, 0.583, 21, 0.485, 20, 0.051, 21, 0.189, 21, 0.225, 21, 0.212, 21, 0.189, 21, 2006-10, , 207.580,___, 220.720,___, 206.480,___, 214.430,___, 2.810,___, 24202.6, 13, 1.288, 22, 0.554, 22, -0.024, 21, 0.447, 22, -0.304, 22, -0.215, 22, -0.132, 22, 0.073, 22, 2006-09, , 205.090,___, 217.160,___, 194.440,___, 208.570,___, 1.707,___, 23876.8, 3, 1.565, 20, 0.769, 20, -0.302, 19, 0.222, 20, 0.123, 20, -0.231, 20, -0.139, 20, -0.435, 20, 2006-08, , 196.450,___, 212.430,___, 191.220,___, 205.070,___, 3.555,___, 23898.8, 2, 1.636, 23, 0.721, 23, -0.141, 23, -0.288, 22, 0.203, 23, 0.371, 23, -0.025, 23, 0.480, 23, 2006-07, , 216.020,___, 216.080,___, 186.820,___, 198.030,___, -8.149,___, ,, 1.725, 20, 0.894, 20, 0.150, 19, 0.748, 20, -0.068, 20, -0.073, 20, -0.073, 20, 0.021, 20, 2006-06, , 226.440,___, 232.780,___, 202.040,___, 215.600,___, -5.122,___, 31647.3, 2, 2.048, 22, 0.883, 22, 0.269, 22, 0.541, 22, 0.090, 22, 0.169, 22, -0.380, 22, -0.098, 22, 2006-05, , 254.410,___, 257.780,___, 225.190,___, 227.240,___, -10.680,___, 29761.7, 3, 1.184, 22, 0.743, 22, 0.035, 19, 0.593, 21, -0.074, 22, 0.028, 22, 0.252, 20, 0.022, 22, 2006-04, , 266.080,___, 275.560,___, 252.590,___, 254.410,___, -4.386,___, 22606.5, 3, 1.377, 19, 0.680, 19, 0.324, 19, 0.362, 18, -0.015, 19, 0.027, 19, -0.104, 19, -0.115, 18, 2006-03, , 260.160,___, 273.760,___, 248.430,___, 266.080,___, 1.982,___, 24658.6, 2, 1.330, 23, 0.620, 23, -0.174, 22, 0.078, 23, 0.170, 23, 0.181, 23, -0.045, 23, 0.250, 23, 2006-02, , 267.660,___, 270.130,___, 251.390,___, 260.910,___, -51.451,___, ,, 11.596, 19, 0.009, 19, 0.158, 19, -0.209, 19, 0.002, 19, 0.155, 19, -0.085, 19, 0.141, 19, 2006-01, , 519.550,___, 561.390,___, 512.680,___, 537.420,___, 3.733,___, 57433.4, 2, 1.383, 20, 0.597, 20, 0.161, 18, 0.034, 20, -0.013, 20, 0.141, 20, -0.119, 19, 0.208, 20, 2005-12, , 518.600,___, 539.790,___, 504.330,___, 518.080,___, 0.811,___, 39532.6, 5, 1.000, 21, 0.682, 21, -0.085, 20, 0.457, 20, -0.014, 21, 0.135, 21, 0.405, 21, -0.410, 20, 2005-11, , 483.390,___, 531.030,___, 475.190,___, 513.910,___, 5.832,___, ,, 1.955, 21, 0.711, 21, 0.073, 19, 0.207, 21, -0.075, 21, -0.131, 21, 0.417, 21, -0.184, 21, 2005-10, , 538.300,___, 544.160,___, 463.220,___, 485.590,___, -9.810,___, ,, 2.011, 21, 0.922, 21, -0.151, 20, 0.303, 21, -0.126, 21, -0.015, 21, -0.225, 21, -0.218, 21, 2005-09, , 541.850,___, 553.640,___, 512.250,___, 538.410,___, -0.673,___, 57656.8, 2, 1.378, 21, 0.631, 21, -0.015, 19, 0.209, 21, 0.040, 21, 0.016, 21, 0.024, 21, -0.299, 21, 2005-08, , 575.540,___, 581.720,___, 467.540,___, 542.060,___, -5.820,___, 49784.8, 13, 1.325, 23, 0.606, 23, 0.223, 23, 0.328, 22, 0.192, 23, 0.028, 23, 0.477, 23, 0.280, 23, 2005-07, , 532.080,___, 587.320,___, 525.050,___, 575.560,___, 8.172,___, 43377.7, 19, 1.369, 20, 0.716, 20, -0.211, 19, -0.286, 20, -0.352, 20, -0.190, 20, 0.309, 20, 0.037, 20, 2005-06, , 503.530,___, 553.200,___, 500.870,___, 532.080,___, 5.323,___, 38553.4, 14, 1.257, 22, 0.769, 22, -0.009, 22, 0.324, 22, 0.017, 22, -0.068, 22, -0.166, 22, -0.533, 22, 2005-05, , 466.980,___, 507.130,___, 452.840,___, 505.190,___, 8.487,___, 42551.7, 11, 1.475, 21, 0.811, 21, 0.084, 18, 0.284, 20, -0.138, 21, -0.084, 21, -0.267, 19, 0.141, 21, 2005-04, , 478.540,___, 493.260,___, 452.460,___, 465.670,___, -2.689,___, 60270.8, 4, 1.820, 21, 0.857, 21, -0.130, 20, 0.057, 21, -0.266, 21, -0.346, 21, -0.096, 21, -0.103, 21, 2005-03, , 504.450,___, 519.950,___, 471.650,___, 478.540,___, -5.046,___, 39426.8, 1, 1.169, 22, 0.453, 22, 0.354, 21, 0.460, 21, 0.007, 22, 0.175, 22, -0.091, 22, 0.103, 21, 2005-02, , 469.730,___, 512.620,___, 469.720,___, 503.970,___, 7.546,___, 47136.8, 4, 1.821, 19, 0.747, 19, 0.047, 18, 0.379, 19, 0.023, 19, 0.033, 19, -0.211, 19, -0.412, 19, 2005-01, , 469.380,___, 478.540,___, 446.280,___, 468.610,___, -0.151,___, 11357.4, 7, 1.329, 20, 0.579, 20, 0.294, 18, 0.155, 19, 0.233, 20, 0.370, 20, -0.377, 19, 0.069, 20, 2004-12, , 420.450,___, 472.760,___, 420.450,___, 469.320,___, 12.026,___, 52.267, 3, 1.517, 22, 0.541, 22, -0.257, 20, 0.071, 20, -0.075, 22, 0.045, 22, -0.007, 22, -0.352, 21, 2004-11, , 395.870,___, 431.190,___, 394.360,___, 418.940,___, 5.935,___, 6.4857, 7, 1.093, 21, 0.626, 21, -0.003, 19, 0.345, 21, -0.094, 21, -0.046, 21, -0.135, 21, 0.091, 21, 2004-10, , 408.340,___, 412.960,___, 367.600,___, 395.470,___, -3.066,___, 3.6471, 17, 1.455, 21, 0.545, 21, -0.380, 20, -0.095, 21, 0.064, 21, -0.390, 21, -0.355, 21, -0.406, 21, 2004-09, , 382.300,___, 408.930,___, 382.300,___, 407.980,___, 6.678,___, 3.6000, 11, 1.121, 21, 0.505, 21, 0.493, 19, 0.186, 21, -0.452, 21, -0.274, 21, 0.148, 21, 0.049, 21, 2004-08, , 365.840,___, 386.420,___, 360.820,___, 382.440,___, 4.369,___, 3.6000, 12, 1.063, 22, 0.815, 22, -0.205, 22, 0.417, 21, 0.004, 22, 0.080, 22, -0.234, 22, 0.025, 22, 2004-07, , 381.480,___, 382.260,___, 354.820,___, 366.430,___, -3.897,___, 3.6000, 8, 1.204, 21, 0.636, 21, -0.049, 20, 0.035, 21, -0.240, 21, -0.226, 21, 0.455, 21, -0.037, 21, 2004-06, , 371.370,___, 389.400,___, 362.410,___, 381.290,___, 2.583,___, 3.6000, 7, 1.324, 21, 0.797, 21, 0.223, 21, 0.265, 21, -0.050, 21, -0.142, 21, 0.009, 21, -0.133, 21, 2004-05, , 368.450,___, 373.410,___, 338.430,___, 371.690,___, 1.297,___, 3.6000, 5, 1.545, 20, 0.866, 20, 0.287, 17, 0.247, 19, 0.277, 20, 0.077, 20, 0.064, 18, 0.080, 20, 2004-04, , 401.200,___, 404.740,___, 364.630,___, 366.930,___, -8.416,___, 3.7818, 11, 1.466, 21, 0.663, 21, -0.302, 20, 0.181, 20, -0.061, 21, -0.075, 21, 0.023, 21, -0.168, 20, 2004-03, , 385.940,___, 407.930,___, 382.090,___, 400.650,___, 4.189,___, 3.8600, 10, 1.229, 23, 0.793, 23, 0.358, 23, 0.546, 23, 0.151, 23, 0.110, 23, 0.167, 23, -0.163, 23, 2004-02, , 353.450,___, 385.940,___, 346.680,___, 384.540,___, 8.821,___, 3.8909, 11, 1.216, 19, 0.845, 19, 0.450, 18, 0.028, 19, 0.009, 19, 0.029, 19, 0.007, 19, -0.420, 19, 2004-01, , 366.540,___, 371.650,___, 346.130,___, 353.370,___, -3.548,___, 4.0250, 8, 1.330, 20, 0.450, 20, -0.052, 18, -0.158, 20, 0.001, 20, 0.263, 20, 0.157, 18, -0.060, 20, 2003-12, , 362.860,___, 371.520,___, 346.740,___, 366.370,___, 1.249,___, 3.7091, 11, 1.403, 22, 0.742, 22, 0.125, 20, 0.485, 21, -0.035, 22, -0.035, 22, -0.095, 22, -0.279, 21, 2003-11, , 352.210,___, 362.580,___, 342.260,___, 361.850,___, 2.991,___, 3.6909, 11, 1.213, 19, 0.723, 19, 0.034, 17, 0.221, 19, 0.266, 19, -0.024, 19, 0.206, 19, -0.237, 19, 2003-10, , 306.090,___, 353.590,___, 305.670,___, 351.340,___, 15.020,___, 3.8800, 5, 1.274, 23, 0.760, 23, 0.035, 22, 0.273, 23, -0.191, 23, -0.348, 23, 0.109, 23, -0.113, 23, 2003-09, , 301.670,___, 312.730,___, 295.470,___, 305.460,___, 1.327,___, 3.8000, 5, 1.370, 21, 0.765, 21, 0.256, 19, 0.498, 21, -0.041, 21, 0.047, 21, 0.013, 21, 0.180, 21, 2003-08, , 284.130,___, 303.550,___, 276.090,___, 301.460,___, 6.069,___, ,, 1.252, 21, 0.770, 21, 0.026, 21, 0.131, 20, -0.355, 21, -0.323, 21, 0.223, 21, 0.128, 21, 2003-07, , 280.660,___, 295.030,___, 274.670,___, 284.210,___, 1.200,___, ,, 1.267, 22, 0.771, 22, 0.361, 21, 0.491, 22, -0.267, 22, -0.219, 22, -0.210, 22, -0.323, 22, 2003-06, , 279.150,___, 299.460,___, 276.930,___, 280.840,___, 0.989,___, ,, 1.884, 21, 0.733, 21, -0.277, 21, 0.047, 21, 0.005, 21, 0.010, 21, -0.202, 21, -0.238, 21, 2003-05, , 245.780,___, 278.780,___, 240.610,___, 278.090,___, 13.031,___, ,, 1.361, 21, 0.732, 21, 0.295, 20, 0.549, 20, 0.045, 21, 0.172, 21, -0.016, 21, -0.215, 21, 2003-04, , 215.270,___, 247.180,___, 213.000,___, 246.030,___, 14.459,___, ,, 1.294, 21, 0.924, 21, 0.025, 20, 0.616, 20, -0.079, 21, -0.059, 21, -0.242, 21, 0.017, 20, 2003-03, , 219.440,___, 228.850,___, 199.230,___, 214.950,___, -1.751,___, ,, 2.124, 21, 0.913, 21, -0.206, 20, 0.645, 21, -0.100, 21, -0.071, 21, 0.196, 21, -0.167, 21, 2003-02, , 220.630,___, 226.270,___, 212.270,___, 218.780,___, -0.586,___, ,, 1.506, 19, 0.830, 19, -0.050, 18, 0.367, 19, -0.218, 19, -0.029, 19, 0.085, 19, -0.008, 19, 2003-01, , 225.610,___, 236.540,___, 216.800,___, 220.070,___, -2.091,___, ,, 1.724, 21, 0.848, 21, 0.131, 18, 0.350, 21, -0.267, 21, -0.144, 21, -0.071, 18, 0.037, 21, 2002-12, , 234.880,___, 236.340,___, 214.360,___, 224.770,___, -3.714,___, ,, 1.635, 21, 0.792, 21, -0.013, 19, 0.679, 20, -0.214, 21, -0.211, 21, -0.384, 21, -0.020, 20, 2002-11, , 217.890,___, 234.620,___, 207.170,___, 233.440,___, 6.555,___, ,, 2.305, 20, 0.917, 20, 0.401, 19, 0.415, 20, -0.029, 20, 0.038, 20, 0.008, 20, -0.082, 20, 2002-10, , 199.280,___, 232.040,___, 199.280,___, 219.080,___, ,, ,, 3.433, 14, 0.861, 14, 0.477, 13, 0.398, 14, -0.648, 14, -0.534, 14, -0.071, 14, -0.214, 14,