George Schils Business Blog - BZ Bread

Business, Finance, Economics - Applications for Math and Statistics

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Home prices, inflexion
4th May 2009

The latest Case Shiller home price index shows a slowing of the rate of decrease of home prices. Up until this month the rate of decrease has been increasing, and just this month, the rate of decrease has started to slow.

Year to year percentage increases from Feb, 2008 through Feb. 2009 is given in the short table below.

-13.54 Feb, 2008
-15.27
-16.25
-16.85
-16.95
-17.4
-17.67
-18.51
-19.11
-19.14
-19.21
-19.43
-18.84 Feb, 2009

Home price values are still decreasing but this change in the sign of the derivative of the derivative may be an encouraging sign. But it's too soon to know for sure if this is a true inflexion point or just a glitch in the data.

The last time a positive second derivative occurred was in Nov., 2005.

The second derivative could be called the "price acceleration". Just because you have lightly touched the brakes in a car, it does not mean that you are not going fast. Or, just because you touched the accelerator while going slowly does not mean that your speed is high. The point where you move your foot from the brake to the gas pedal (or vice versa) is an "inflection point", and it does not indicate your speed, but is still an important point to note.

The Case Shiller "composite-10" index was used in this analysis.

Tags: data, home price links, home prices, housing, links.

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