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UBS Global Real Estate Bubble Index (ubs.com)
26 points by cfontes on Feb 20, 2018 | hide | past | favorite | 2 comments



I wish the page had a short explanation on how the bubble index was calculated.

From the PDF: The Index score is a weighted average of the following five standardized city sub-indices: priceto-income and price-to-rent (fundamental valuation), change in mortgage-to-GDP ratio and change in construction-to-GDP ratio (economic distortion) and relative price-city-to-country indicator. The price-city-to-country indicator in Singapore and Hong Kong is replaced by an inflation-adjusted price index. The approach cannot fully satisfy the complexity of the bubble phenomenon. We cannot predict if or when a correction will happen. Hence, “bubble risk” refers to the prevalence of a high risk of a large price correction.


Banks loooove making indices. They're normally poorly researched and not carefully thought through.




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