Replies to post #53106 on Value Microcaps Motherboard

[MikeDDKing]

Brmboy,

The data goes back to 1985. Here is a link for the data.

http://www.nahb.org/generic.aspx?sectionID=134&genericContentID=530

I definitely found that chart to be a scary chart. However, one criticism I have of their correlation is that the HMI is a confidence factor with possible values from 0 to 100. It doesn't make sense to correlate that to the S&P 500 since the S&P 500 does not have an upper limit on it's value.

Mike

[Berliet]

Re: Bmrboy / Housing vs SPX



HMI vs S&P since 85:

Date HMI S&P
Jan-85 50.47 179.63
Feb-85 60.5 181.18
Mar-85 55.63 180.66
Apr-85 51.03 179.83
May-85 53.2 189.55
Jun-85 55.78 191.85
Jul-85 60.15 190.92
Aug-85 62.58 188.63
Sep-85 60.85 182.08
Oct-85 60.56 189.82
Nov-85 60.06 202.17
Dec-85 59.91 211.28
Jan-86 58.66 211.78
Feb-86 57.11 226.92
Mar-86 59.38 238.9
Apr-86 64.28 235.52
May-86 64.77 247.35
Jun-86 67.66 250.84
Jul-86 61.63 236.12
Aug-86 58.3 252.93
Sep-86 55.69 231.32
Oct-86 66.55 243.98
Nov-86 61.48 249.22
Dec-86 67.93 242.17
Jan-87 68.13 274.08
Feb-87 64.09 284.2
Mar-87 63.88 291.7
Apr-87 62.43 288.36
May-87 60.53 290.1
Jun-87 60.3 304
Jul-87 58.47 318.66
Aug-87 57.35 329.8
Sep-87 55.84 321.83
Oct-87 53.57 251.79
Nov-87 60.06 230.3
Dec-87 56.41 247.08
Jan-88 55.53 257.07
Feb-88 55.19 267.82
Mar-88 54.63 258.89
Apr-88 56.61 261.33
May-88 57.92 262.16
Jun-88 52.25 273.5
Jul-88 57.5 272.02
Aug-88 60.62 261.52
Sep-88 56.45 271.91
Oct-88 47.05 278.97
Nov-88 61.23 273.7
Dec-88 64.35 277.72
Jan-89 58.84 297.47
Feb-89 56.67 288.86
Mar-89 51.96 294.87
Apr-89 47.84 309.64
May-89 45.88 320.52
Jun-89 47.19 317.98
Jul-89 48.87 346.08
Aug-89 51.6 351.45
Sep-89 51.88 349.15
Oct-89 51.01 340.36
Nov-89 47.31 345.99
Dec-89 46 353.4
Jan-90 43.86 329.08
Feb-90 45.68 331.89
Mar-90 41.26 339.94
Apr-90 42.21 330.8
May-90 38.38 361.23
Jun-90 38.68 358.02
Jul-90 33.72 356.15
Aug-90 31.62 322.56
Sep-90 33.18 306.05
Oct-90 29.96 304
Nov-90 26.13 322.22
Dec-90 22.99 330.22
Jan-91 18.83 343.93
Feb-91 25.27 367.07
Mar-91 35.08 375.22
Apr-91 42.27 375.34
May-91 40.39 389.83
Jun-91 41.95 371.16
Jul-91 41.38 387.81
Aug-91 37.06 395.43
Sep-91 37.78 387.86
Oct-91 37.42 392.45
Nov-91 38.21 375.22
Dec-91 34.54 417.09
Jan-92 44.14 408.78
Feb-92 49.79 412.7
Mar-92 47.72 403.69
Apr-92 48.45 414.95
May-92 48.88 415.35
Jun-92 46.45 408.14
Jul-92 48.42 424.21
Aug-92 50.52 414.03
Sep-92 50.63 417.8
Oct-92 53.48 418.68
Nov-92 57.1 431.35
Dec-92 58.17 435.71
Jan-93 57.56 438.78
Feb-93 54.31 443.38
Mar-93 55.87 451.67
Apr-93 55.34 440.19
May-93 53.58 450.19
Jun-93 54.86 450.53
Jul-93 60.03 448.13
Aug-93 63.38 463.56
Sep-93 64.48 458.93
Oct-93 68.42 467.83
Nov-93 74.67 461.79
Dec-93 73.33 466.45
Jan-94 72.82 481.61
Feb-94 68.57 467.14
Mar-94 66.07 445.77
Apr-94 65.82 450.91
May-94 63.76 456.5
Jun-94 61.83 444.27
Jul-94 56.98 458.26
Aug-94 57.43 475.49
Sep-94 55.07 462.71
Oct-94 53.11 472.35
Nov-94 55.61 453.69
Dec-94 47.65 459.27
Jan-95 45.24 470.42
Feb-95 46.39 487.39
Mar-95 43.29 500.71
Apr-95 44.48 514.71
May-95 46.69 533.4
Jun-95 47.56 544.75
Jul-95 50.95 562.06
Aug-95 52.36 561.88
Sep-95 53.5 584.41
Oct-95 58.71 581.5
Nov-95 53.82 605.37
Dec-95 55.67 615.93
Jan-96 58.06 636.02
Feb-96 52.21 640.43
Mar-96 62.34 645.5
Apr-96 62.77 654.17
May-96 64.1 669.12
Jun-96 61.96 670.63
Jul-96 62.28 639.95
Aug-96 60.11 651.99
Sep-96 59.05 687.33
Oct-96 59.08 705.27
Nov-96 57.28 757.02
Dec-96 58.31 740.74
Jan-97 56.8 786.16
Feb-97 53.5 790.82
Mar-97 59.64 757.12
Apr-97 60.13 801.34
May-97 58.22 848.28
Jun-97 59.49 885.14
Jul-97 58.47 954.31
Aug-97 61.17 899.47
Sep-97 62.9 947.28
Oct-97 63.27 914.62
Nov-97 62.02 955.4
Dec-97 63.62 970.43
Jan-98 64.45 980.28
Feb-98 70.14 1049.34
Mar-98 71.2 1101.75
Apr-98 72.16 1111.75
May-98 72.44 1090.82
Jun-98 75.73 1133.84
Jul-98 78.19 1120.67
Aug-98 77.57 957.28
Sep-98 75.64 1017.01
Oct-98 80.22 1098.67
Nov-98 83.51 1163.63
Dec-98 85.53 1229.23
Jan-99 81.96 1279.64
Feb-99 79.69 1238.33
Mar-99 78.22 1286.37
Apr-99 77.7 1335.18
May-99 81.17 1301.84
Jun-99 84.93 1372.71
Jul-99 82.18 1328.72
Aug-99 79.47 1320.41
Sep-99 78.92 1282.71
Oct-99 75.51 1362.93
Nov-99 77.21 1388.91
Dec-99 76.87 1469.25
Jan-00 76.56 1394.46
Feb-00 75.66 1366.42
Mar-00 70.21 1498.58
Apr-00 69.8 1452.43
May-00 69.5 1420.6
Jun-00 63.93 1454.6
Jul-00 65.74 1430.83
Aug-00 65.61 1517.68
Sep-00 65.81 1436.51
Oct-00 68.14 1429.4
Nov-00 69.17 1314.95
Dec-00 62.9 1320.28
Jan-01 57.9 1366.01
Feb-01 62.31 1239.94
Mar-01 66.78 1160.33
Apr-01 64.26 1249.46
May-01 63.23 1255.82
Jun-01 64.33 1224.38
Jul-01 62.5 1211.23
Aug-01 64.54 1133.58
Sep-01 60.81 1040.94
Oct-01 51.12 1059.78
Nov-01 50.48 1139.45
Dec-01 59.41 1148.08
Jan-02 61.13 1130.2
Feb-02 61.81 1106.73
Mar-02 67.03 1147.39
Apr-02 65.56 1076.92
May-02 66.5 1067.14
Jun-02 66.49 989.82
Jul-02 66.11 911.62
Aug-02 59.47 916.07
Sep-02 68.52 815.28
Oct-02 66.94 885.76
Nov-02 66.87 936.31
Dec-02 69.19 879.82
Jan-03 67.85 855.7
Feb-03 69.79 841.15
Mar-03 62.61 848.18
Apr-03 59.28 916.92
May-03 65.88 963.59
Jun-03 68.19 974.5
Jul-03 70.66 990.31
Aug-03 72.94 1008.01
Sep-03 72.99 995.97
Oct-03 75.49 1050.71
Nov-03 75.14 1058.2
Dec-03 75.61 1111.92
Jan-04 75.23 1131.13
Feb-04 72.05 1144.94
Mar-04 72.56 1126.21
Apr-04 75.63 1107.3
May-04 74.72 1120.68
Jun-04 74.04 1140.84
Jul-04 74.12 1101.72
Aug-04 75.57 1104.24
Sep-04 73 1114.58
Oct-04 75.52 1130.2
Nov-04 77.24 1173.82
Dec-04 77.85 1211.92
Jan-05 76.53 1181.27
Feb-05 75.91 1203.6
Mar-05 75.92 1180.59
Apr-05 72.81 1156.85
May-05 75.59 1191.5
Jun-05 77.48 1191.33
Jul-05 75.6 1234.18
Aug-05 72.87 1220.33
Sep-05 72.2 1228.81
Oct-05 74.35 1207.01
Nov-05 66.87 1249.48
Dec-05 63.55 1248.29
Jan-06 62.49 1280.08
Feb-06 61.12 1280.66
Mar-06 58.66 1294.87
Apr-06 54.57 1310.61
May-06 50.09 1270.09
Jun-06 46.78 1270.2
Jul-06 43.15 1276.66
Aug-06 35.99 1292.99