|
|
|
|
PHLX Housing Index
US
Monthly Data |
|
|
(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_monthly______________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | | | |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | | Avg over | StDev of dly | PHLX hsg w | PHLX hsg w | PHLX hsg w | Daily | PHLX hsg w | PHLX hsg w | PHLX hsg w |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | SP500 ] for | Nikkei ] for | FTSE ] for | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Month | Month | Month | Month | Month | Month | Month | Month | Month | Month | Month | for Month | ] for Month | for Month |
Year-MN |____2008-2002_|____2008-2002_|____2008-2002_|____2008-2002_|____2008-2002_|____2007-2003_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-10.91% <-YTD chg (Aug 15, 2008)
2008-08 116.730 ___ 130.460 ___ 108.140 ___ 128.260 ___ 9.877 ___ 2.561 11 0.782 11 0.349 11 0.430 11 -0.020 11 -0.196 11 -0.463 11 -0.311 11
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
