Indicator value calculation device, control method for indicator value calculation device, and program

Abstract

Calculate an index value that can predict a sharp drop in real estate prices. 【Solution means】 An index value calculation device that calculates an index value that can predict a sharp drop in real estate prices by changing the value so as to exceed a predetermined value before the real estate price drops sharply. The device includes a reference value storage unit that stores, for each economic indicator, a reference value that divides the range of variation of the values of the aggregated data for each first predetermined period of each of a plurality of types of economic indicators into a predetermined number of small ranges; a score storage unit that stores scores associated with each small range; an aggregated data acquisition unit that acquires the aggregated data for each first predetermined period of each economic indicator; a score calculation unit that calculates the score for each first predetermined period for each economic indicator; and an index value calculation unit that calculates an index value based on the total value of the scores for each first predetermined period. The reference value for each economic indicator is determined such that the period between the first timing when the real estate price dropped sharply in the past and the second timing when the index value exceeded a predetermined value before the first timing is a second predetermined period.

Description

Technical Field

[0001] The present invention relates to an index value calculation device, a control method for the index value calculation device, and a program.

Background Art

[0002] The prices of real estate such as land, buildings, and office buildings change under the influence of the economic situation at that time, just like financial assets such as stocks and bonds. However, due to the great influence of the social environment that takes time to change, such as the regional characteristics of the target area, the state of transportation network development, and population dynamics, the fluctuations are gentler compared to stocks and bonds.

[0003] In addition, various techniques for predicting such real estate prices have been developed, and for example, a technique such as Patent Document 1 is known.

Prior Art Documents

Patent Documents

[0004]

Patent Document 1

Summary of the Invention

Problems to be Solved by the Invention

[0005] However, real estate prices may suddenly plummet. Although there are various reasons for the plummet of real estate prices, it is difficult to predict the plummet in advance.

[0006] On the other hand, since the plummet of real estate prices has a great impact on subsequent socio-economic activities, a technique for predicting the plummet of real estate prices is desired.

[0007] The present invention has been made in view of such problems, and an object of the present invention is to provide an index value calculation device that calculates an index value that can predict a plummet in real estate prices by changing the value so as to exceed a predetermined value before the real estate price plummets, a control method for the index value calculation device, and a program.

Means for Solving the Problem

[0008] An index value calculation device according to an embodiment of the present invention is an index value calculation device that calculates an index value capable of predicting a sharp drop in real estate prices by changing the value so as to exceed a predetermined value before the real estate price drops sharply. For a plurality of types of economic indicators related to the real estate price, a reference value storage unit that stores, for each economic indicator, a reference value that divides the fluctuation range of the value of the aggregated data for each first predetermined period of each economic indicator into a predetermined number of small ranges, a score storage unit that stores a score representing the degree of deterioration of the economic situation, which is associated with each small range of the economic indicator, an aggregated data acquisition unit that acquires the aggregated data for each first predetermined period of the plurality of types of economic indicators, a score calculation unit that obtains the score for each first predetermined period based on the result of comparing the aggregated data for each first predetermined period with the reference value for each economic indicator, and an index value calculation unit that calculates the index value for each first predetermined period based on the total value of the scores for each first predetermined period of the plurality of types of economic indicators. The reference value of each economic indicator is determined such that the period between the first timing when the real estate price dropped sharply in the past and the second timing when the index value exceeded the predetermined value before the first timing is a second predetermined period.

[0009] In addition, the problems disclosed in the present application and the solutions thereto are clarified by the description in the section of the mode for carrying out the invention and the description in the drawings.

Advantages of the Invention

[0010] It becomes possible to calculate an index value capable of predicting a sharp drop in real estate prices.

Brief Description of the Drawings

[0011]

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Mode for Carrying Out the Invention

[0012] From the description in this specification and the attached drawings, at least the following matters become clear. Hereinafter, the present invention will be described with reference to the attached drawings according to one embodiment thereof. ==Index Value Calculation Device== FIG. 1 shows the hardware configuration of an index value calculation device 200 according to an embodiment of the present invention. The index value calculation device 200 is an information processing device such as a personal computer, server, smartphone, or tablet that calculates an index value (hereinafter also referred to as N-EWS) that can predict a sharp drop in real estate prices. A sharp drop is a form of decline, and among declines, it refers to a state where the price drops more significantly in a shorter period. In this embodiment, as an example, a price drop exceeding 5% in one year is described as a sharp drop.

[0013] And the index value N-EWS varies in value between 0 and 100 such that the worse the economic state, the larger the value, and changes so that the value exceeds 50 (predetermined value) approximately one year (second predetermined period) before the real estate price drops sharply.

[0014] Further, as an example, the index value N-EWS uses the office real estate price index (commercial real estate) in Tokyo among the real estate price indices published by the Ministry of Land, Infrastructure, Transport and Tourism as a benchmark for real estate prices (a predetermined real estate price trend index).

[0015] Therefore, the index value N-EWS becomes an index value capable of predicting a sharp drop in real estate prices by changing its value so that it exceeds 50 (predetermined value) from below to above before the office real estate price index (commercial real estate) in Tokyo drops sharply.

[0016] The index value calculation device 200 calculates the above-mentioned index value N-EWS by using the aggregated data of a plurality of types (12 types in this embodiment) of economic indicators having a relevance to real estate prices, aggregated every first predetermined period (every three months in this embodiment).

[0017] Details such as the calculation procedure and accuracy of this index value N-EWS will be described later. For example, as shown in FIG. 7, when the value of N-EWS (the bar graph at the lower part of FIG. 7) exceeds 50 (in 2001, 2007, and 2020), as shown in the bar graph at the upper part of FIG. 7, it can be confirmed that the year-on-year decline rate of real estate prices exceeds 5% and a sharp drop has occurred in approximately one year thereafter.

[0018] As described above, according to the index value calculation device 200 according to this embodiment, it becomes possible to calculate the index value N-EWS that can accurately predict a sharp drop in real estate prices. <Hardware Configuration> Returning to FIG. 1, the index value calculation device 200 includes a CPU (Central Processing Unit) 210, a storage device 220, a communication device 230, an input device 250, an output device 260, and a recording medium reading device 270.

[0019] The memory device 220 is composed of a volatile temporary recording medium such as a RAM (Random Access Memory), and a non-volatile non-temporary recording medium such as a ROM (Read Only Memory), a hard disk, an SSD (Solid State Drive), or a flash memory, and stores various programs and data to be executed or processed by the CPU 210. When these programs and data are executed or processed by the CPU 210, various functions of the index value calculation device 200 are realized.

[0020] As shown in FIG. 2, the memory device 220 stores an index value calculation device control program 700, an economic index management table 600, a reference value score management table 610, and an index value management table 620.

[0021] The recording medium reader 270 reads the index value calculation device control program 700 and data recorded on a portable recording medium 800 such as a CD, a DVD, or an SD card, and stores them in the memory device 220.

[0022] The communication device 230 is communicably connected to other information processing devices (not shown) via the network 500, and exchanges the index value calculation device control program 700 and various data. For example, the above-mentioned index value calculation device control program 700 and various data can be stored in another computer, and the index value calculation device 200 can download the index value calculation device control program 700 and data from this computer.

[0023] The input device 250 is a device such as various buttons, switches, a mouse, or a keyboard that accepts input of commands and data by an operator of the index value calculation device 200.

[0024] The output device 260 is a device such as a display device such as a display or a speaker.

[0025] The network 500 is various information and communication networks such as the Internet, LAN (Local Area Network), and telephone network.

[0026] Note that the index value calculation device 200 may be composed of one information processing device or a plurality of information processing devices. Further, the index value calculation device 200 may be a virtual machine or a cloud computer. <Economic Index Management Table> An example of the economic index management table 600 stored in the storage device 220 is shown in FIG. 3. The economic index management table 600 is a table that stores aggregated data for each first predetermined period (for example, every three months) of a plurality of types (for example, 12 types) of economic indexes used to calculate the index value N-EWS.

[0027] These 12 types of economic indexes are selected from various economic indexes used at home and abroad as those suitable for calculating the index value N-EWS.

[0028] Specifically, as shown in FIG. 3, first, 180 types of economic indexes having a high correlation with real estate prices are extracted, and then the correlation coefficient and volatility with real estate prices are calculated, and based on these calculation results, it is narrowed down to 57 types of economic indexes. Then, further, from among these, the prediction performance and diversity of viewpoints of a sharp drop in real estate prices are verified, and the 12 types of economic indexes shown in FIG. 3 are selected.

[0029] These 12 types of economic indexes are, as shown in FIG. 3, MSCI World Real Estate Index 600a, Conference Board U.S. Leading Economic Index 600b, FRB U.S. Senior Loan Officer Survey 600c, TOPIX 600d, TOPIX REIT Index 600e, Consumer Confidence Index 600f, Composite Index of Coincident Indicators CI Index 600g, Lending Attitude of Financial Institutions (Small and Medium-sized Enterprises, All Industries) 600h, Lending Attitude of Financial Institutions (Large Enterprises, Real Estate Industry) 600i, Bank of Japan Tankan Weighted Average DI 600j, Employment Judgment 600k, and Effective Job Offer Ratio 600l.

[0030] By using these economic indicators (600a to 600l), it is possible to grasp the changes in the economic situation from various perspectives both at home and abroad, and to more accurately predict the sharp decline in real estate prices.

[0031] For example, Fig. 9 shows a schematic diagram representing the propagation path of the influence of the change (interest rate hike) in the economic policy in the United States on the economic situations in Japan and the United States and further on the decline in the real estate prices of offices in Tokyo. The above-described 12 types of economic indicators (600a to 600l) constitute this propagation path (the alphabets a, b,..., l shown in Fig. 9 correspond to the symbols of the respective economic indicators in Fig. 3).

[0032] Note that, in order to more accurately predict the sharp decline in real estate prices, the index value calculation device 200 does not directly use the published data d t of these economic indicators as they are. Instead, as shown in S1000 and S1010 in Fig. 5, for at least some of the economic indicators, after performing a predetermined preprocessing on the published data d t , it generates aggregated data D t and stores it in the economic indicator management table 600.

[0033] Examples of the predetermined preprocessing include calculating the year-on-year ratio and calculating the year-on-year difference. When calculating the year-on-year ratio, the published data d t is replaced with the ratio of the change from the published data d t-i four predetermined periods ago (for example, one year ago) (d t / d t-i ). When calculating the year-on-year difference, the published data d t is replaced with the amount of change from the published data d t-i four predetermined periods ago (for example, one year ago) (d t -d t-i ).

[0034] Then, the index value calculation device 200 aggregates the representative values of the published data d t after the preprocessing for each first predetermined period (three months) to obtain the aggregated data D tAggregate it. Representative values include the average value, maximum value, minimum value, median value, etc. In this embodiment, the average value of the public data d t for the first predetermined period is the aggregated data D t .

[0035] Note that what kind of preprocessing is performed on each economic indicator is described in the "Preprocessing Method" column of the reference value score management table 610 in FIG. 4. Note that the economic indicator described as "original series" is the public data d t for which no preprocessing is performed to aggregate the aggregated data D t .

[0036] In this way, by performing preprocessing on at least some of the economic indicators, it becomes possible to more accurately predict the sharp drop in real estate prices. <Reference Value Score Management Table> Next, the reference value score management table 610 is shown in FIG. 4. The reference value score management table 610 is a table that stores, for the above-mentioned multiple types (12 types) of economic indicators, reference values that divide the fluctuation range of the value of the aggregated data D t of each economic indicator into a predetermined number (three in this embodiment) of small ranges, and scores representing the degree of deterioration of the economic situation associated with each of these small ranges of the economic indicators.

[0037] The reference values are described in the "Judgment Reference Value" column in FIG. 4, and the scores are described in the "Score" column. As described above, in this embodiment, since there are three small ranges, there are two reference values and three scores corresponding to each small range.

[0038] The aggregated data D t will be described with reference to FIGS. 4 and 6 while dividing the fluctuation range into three small ranges and scores being associated with each small range.

[0039] First, assuming that the two reference values are P1 and P2 (where P1 < P2), the three small ranges are as follows. (1) The first small range where the aggregated data D t is P2 or more (2) Aggregated data D t is in the second small range that is P1 or more and less than P2 (3) Aggregated data D t is in the third small range that is less than P1 This aggregated data D t indicates that the economic situation is good when D t is within the first small range, and is slightly deteriorated when D t is within the second small range, and is more deteriorated when D t is within the third small range.

[0040] And in FIG. 6, it is shown that a score of 0 is associated with the first small range, a score of 2 is associated with the second small range, and a score of 4 is associated with the third small range.

[0041] Taking the case of the MSCI World Estimate Index in the reference value score management table 610 of FIG. 4 as an example to explain this situation, P1 = Ma - 1.5×σa and P2 = Ma - (1.5 / 2)×σa.

[0042] However, Ma is the backward moving average value of the aggregated data D of the MSCI World Estimate Index t in the past three years (the third predetermined period), and σa is the standard deviation of the aggregated data D t in the past three years (the third predetermined period).

[0043] In this way, the reference values P1 and P2 are determined using the backward moving average value M within the third predetermined period of the aggregated data D t and the amount of deviation in the direction in which the economic indicator deteriorates from the backward moving average value M (for example, "-(1.5 / 2)×σa", "-1.5×σa").

[0044] And the amount of deviation is determined by multiplying the standard deviation σ of the aggregated data D t in the third predetermined period by a predetermined coefficient γ (for example, "1.5 / 2" or "1.5").

[0045] Furthermore, this predetermined coefficient γ is determined for each economic indicator. As shown in FIG. 4, for example, in the case of the TOPIX REIT Index, it is "1.0 / 2" and "1.0", and in the case of the Business Conditions Index CI, it is "1.25 / 2" and "1.25".

[0046] These predetermined coefficients γ are preferably determined in consideration of the magnitude of the variation of each aggregated data D t For example, the larger the standard deviation σ of an economic indicator, the larger the value should be set. In such a manner, for example, even for an economic indicator with a large standard deviation σ and large variation in the aggregated data D t for each first predetermined period (three months), the variation in the score for each first predetermined period can be suppressed. Therefore, it is possible to prevent misjudging the economic situation due to the variation in the temporary aggregated data D t and calculate a score that more accurately reflects the actual economic situation.

[0047] Note that the states of obtaining the backward moving average M, the standard deviation σ, and the reference values P1 and P2 based on the aggregated data D t are shown in S1020 to S1040 of FIG. 5. <Index Value Management Table> Next, the index value management table 620 (not shown) will be described. The index value management table 620 is a table that stores the values of the index N-EWS for each first predetermined period (every three months) calculated by the index value calculation device 200. The index value management table 620 may further store the scores of each economic indicator obtained by the index value calculation device 200 for each first predetermined period.

[0048] The index value calculation device 200 calculates the index value N-EWS every first predetermined period (three months) as described below and stores it in the index value management table 620.

[0049] First, the index value calculation device 200 refers to the economic indicator management table 600 and acquires the aggregated data D t for each first predetermined period (three months) of a plurality of types (12 types) of economic indicators.

[0050] Then, for each of these economic indicators, the index value calculation device 200 compares the aggregated data D for each first predetermined period t with the reference values P1 and P2 stored in the reference value score management table 610, and obtains the score for each first predetermined period based on the comparison result.

[0051] Then, the index value calculation device 200 sums up the scores for each first predetermined period of these economic indicators for each first predetermined period. As described above, the score for each economic indicator is either 0 points, 2 points, or 4 points. And there are 12 types of economic indicators. Therefore, the minimum value of the total score for each first predetermined period is 0 points (0 points × 12), and the maximum value is 48 points (4 points × 12).

[0052] The index value calculation device 200 calculates, as the index value N-EWS, a value obtained by normalizing the total score for each first predetermined period so that the minimum value is 0 points and the maximum value is 100 points, and records it in the index value management table 620.

[0053] Fig. 7 shows a graph representing the index value N-EWS obtained in this way. In Fig. 7, the index value N-EWS is represented by the bar graph at the bottom.

[0054] As shown in Fig. 7, for example, at the time of the third quarter of 2001 (the second timing), N-EWS exceeds 50, but about nine months later, at the time of the second quarter of 2002 (the first timing), the real estate price has dropped by -8.3% year-on-year (a sharp drop).

[0055] Also, for example, at the time of the third quarter of 2007 (the second timing), N-EWS also exceeds 50, but about nine months later, at the time of the second quarter of 2008 (the first timing), the real estate price has dropped by -8.6% year-on-year (a sharp drop).

[0056] Furthermore, for example, at the time of the second quarter of 2020 (the second timing), N-EWS also exceeds 50, but about nine months later, at the time of the first quarter of 2021 (the first timing), the real estate price has dropped by -5.3% year-on-year (a sharp drop).

[0057] Thus, according to the index value N-EWS, it is possible to predict in advance a sharp drop in real estate prices.

[0058] In addition, in this embodiment, when the reference values P1 and P2 of the above-described various economic indicators are set to smaller values (when a predetermined coefficient γ is set to a larger value), each small range shifts in the direction of deterioration of the economic situation, and the scores of the various economic indicators become smaller values. Therefore, the value of N-EWS becomes a smaller value and it becomes difficult to exceed 50. In that case, compared with the case where the reference values P1 and P2 are not changed, since the value of N-EWS exceeds 50 when the economic situation deteriorates further, the period from that timing (the second timing) to the timing (the first timing) when a sharp drop in real estate prices occurs becomes shorter.

[0059] On the other hand, when the reference values P1 and P2 of the various economic indicators are set to larger values (when a predetermined coefficient γ is set to a smaller value), each small range shifts in the direction of good economic situation, and the scores of the various economic indicators become larger values. Therefore, the value of N-EWS becomes a larger value and it becomes easier to exceed 50. In that case, compared with the case where the reference values P1 and P2 are not changed, since the value of N-EWS exceeds 50 when the economic situation has not deteriorated so much, the period from that timing (the second timing) to the timing (the first timing) when a sharp drop in real estate prices occurs becomes longer.

[0060] From this, it is possible to adjust the period from the timing (the second timing) when N-EWS exceeds 50 to the timing (the first timing) when real estate prices drop sharply by adjusting the reference values P1 and P2 (adjusting a predetermined coefficient γ). In this embodiment, this period is adjusted to be approximately one year.

[0061] Therefore, for example, when the length of the period from the second timing to the first timing is given as a target value, the index value calculation device 200 may have a function of adjusting a predetermined coefficient γ of each of the above economic indicators.

[0062] In this case, the index value calculation device 200 generates multiple sets of γ for each economic indicator by, for example, applying multiple sets of minute perturbations (errors) of different magnitudes to the initial value or current value of a predetermined coefficient γ of each economic indicator, and searches for a combination of γ such that the length of the period from the second timing to the first timing approaches the above target value while varying the combinations of the values of γ for each economic indicator.

[0063] According to such an aspect, it becomes possible to automate the determination of the values of the optimal reference values P1 and P2. Further, even if the correlation between the real estate price and each economic indicator changes over time, it is also possible to maintain the period from the second timing when the index value N-EWS exceeds 50 to the first timing when the real estate price plummets.

[0064] Further, the index value calculation device 200 may output a cool map as shown in FIG. 8. The cool map is a matrix display of information representing the scores (4 points, 2 points, 0 points) for each first predetermined period (3 months) obtained for each economic indicator, such that the scores for the same period and the scores for the same economic indicator are aligned in the vertical and horizontal directions.

[0065] Also, in the example shown in FIG. 8, the information representing each score is color-coded according to the value of the score. Specifically, it is displayed in black when the score is 4 points, dark gray when the score is 2 points, and light gray when the score is 0 points.

[0066] By such an aspect, the score for each economic indicator can be visualized, and it becomes possible to analyze the possibility of a sharp drop in the real estate price for each economic indicator. <Functional Configuration of Index Value Calculation Device> Next, the functional configuration of the index value calculation device 200 will be described with reference to the functional configuration diagram shown in FIG. 10.

[0067] As described above, the index value calculation device 200 realizes various functions as the index value calculation device 200 when the index value calculation device control program 700 and various data stored in the storage device 220 are executed or processed by the CPU 210.

[0068] Specifically, the index value calculation device 200 realizes the functions of the reference value storage unit 201, the score storage unit 202, the aggregated data acquisition unit 203, the score calculation unit 204, the index value calculation unit 205, and the score display unit 206.

[0069] The reference value storage unit 201 stores, for each economic indicator, reference values that divide the variation range of the value of the aggregated data D of a plurality of types of economic indicators related to real estate prices into a predetermined number of small ranges. In the present embodiment, the reference value storage unit 201 is embodied as a reference value score management table 610, and stores, for each of the 12 types of economic indicators, two reference values P1 and P2 that divide the variation range of the aggregated data D into three small ranges. t And the reference value of each economic indicator is determined using the backward moving average value within the third predetermined period (for example, three years) of the aggregated data D in the economic indicator and the amount of deviation in the direction in which the economic indicator deteriorates from the backward moving average value. t In this way, it becomes possible to determine the degree of deterioration of the economic state based on the magnitude of the deviation from the trend (backward moving average value) of the change in the economic indicator.

[0070] And the reference value of each economic indicator is determined using the backward moving average value within the third predetermined period (for example, three years) of the aggregated data D in the economic indicator and the amount of deviation in the direction in which the economic indicator deteriorates from the backward moving average value. t In this way, it becomes possible to determine the degree of deterioration of the economic state based on the magnitude of the deviation from the trend (backward moving average value) of the change in the economic indicator.

[0071] In this way, it becomes possible to determine the degree of deterioration of the economic state based on the magnitude of the deviation from the trend (backward moving average value) of the change in the economic indicator.

[0072] Also, the amount of deviation is determined by multiplying the standard deviation σ in the third predetermined period of the aggregated data D of the economic indicator by a predetermined coefficient γ, and it is preferable that the predetermined coefficient γ is set to a larger value as the economic indicator with a larger standard deviation σ. t In this way, for the aggregated data D every first predetermined period (three months)

[0073] In this way, for the aggregated data D every first predetermined period (three months) tEven for economic indicators with large variations, since the fluctuations in scores for each first predetermined period can be suppressed, it becomes possible to calculate scores that more accurately reflect the degree of deterioration of the actual economic situation.

[0074] And the reference values of these economic indicators are determined such that the period between the first timing when real estate prices plummeted in the past and the second timing when the indicator value N-EWS exceeded a predetermined value (50) immediately before the first timing is the second predetermined period (about one year).

[0075] In such a manner, when the indicator value N-EWS exceeds a predetermined value, it becomes possible to anticipate approximately how long it will be before real estate prices plummet.

[0076] Note that the first timing is when a predetermined real estate price trend index representing the trend of real estate prices (in this embodiment, among the real estate price indexes announced by the Ministry of Land, Infrastructure, Transport and Tourism, the office real estate price index in Tokyo (commercial real estate)) decreased by a predetermined ratio or more (for example, 5% or more) compared to the previous year.

[0077] In such a manner, it becomes possible to more accurately predict the plummet of office real estate prices in Tokyo. Also, since the fluctuations in real estate prices in Tokyo have a significant impact on real estate prices in other regions and sectors other than offices, it is also possible to widely predict the plummet of real estate prices in Japan. Of course, regardless of domestic and foreign, the timing when real estate prices in other regions or sectors other than offices plummet may be used as the first timing.

[0078] Also, the multiple types of economic indicators adopted in this embodiment include economic indicators representing the overseas economic situation and economic indicators representing the domestic economic situation in Japan. In such a manner, it becomes possible to comprehensively grasp the economic situation from various perspectives and improve the prediction accuracy of the plummet of real estate prices.

[0079] These economic indicators are selected from among economic indicators whose correlation coefficient with the above real estate price trend index is a certain value (for example, 0.7) or more. By such an aspect, it becomes possible to more accurately predict a sharp drop in real estate prices.

[0080] The score storage unit 202 stores scores representing the degree of deterioration of the economic situation, which are associated with each small range of economic indicators. In the present embodiment, the score storage unit 202 is embodied as a reference value score management table 610, and scores of 0 points, 2 points, and 4 points are associated with three small ranges according to the degree of deterioration of the economic situation. Note that in the reference value score management table 610, scores are stored for each economic indicator, but when the scores of each economic indicator are common, they may be stored together. Also, the scores of each economic indicator may be scores other than 0 points, 2 points, and 4 points, and further, the scores may be different for each economic indicator.

[0081] The aggregation data acquisition unit 203 acquires aggregation data D for each first predetermined period of a plurality of types of economic indicators. t In the present embodiment, the aggregation data acquisition unit 203 refers to the economic indicator management table 600 and acquires aggregation data D for each first predetermined period (3 months) of a plurality of types (12 types) of economic indicators. t

[0082] Note that these aggregation data D t are obtained by the aggregation data acquisition unit 203 acquiring the published data d of each economic indicator t and then aggregating the representative values (average values) for each of these first predetermined periods (3 months) as the aggregation data D t and storing them in the economic indicator management table 600.

[0083] Also, at this time, the aggregation data acquisition unit 203 may perform preprocessing of replacing, for at least some of the economic indicators, the published data d of the economic indicator t with the ratio or amount of change from the published data d t one year before the fourth predetermined period.

[0084] In this way, since the direction of the change in the economic state can be understood, it becomes possible to grasp the timing of the deterioration of the economic state.

[0085] The score calculation unit 204 obtains the score for each first predetermined period (three months) based on the result of comparison between the aggregated data D t for each economic indicator and the reference value. Specifically, when the aggregated data D t is P2 or more, it is 0 points; when the aggregated data D t is P1 or more and less than P2, it is 2 points; and when the aggregated data D t is less than P1, it is 4 points.

[0086] The index value calculation unit 205 calculates the index value N-EWS for each first predetermined period based on the total value of the scores for each first predetermined period of a plurality of types of economic indicators. In the present embodiment, the index value calculation unit 205 obtains the total of the scores of each economic indicator (0 points to 48 points) for each first predetermined period, and normalizes it so that this total is in the range of 0 points to 100 points, thereby obtaining the index value N-EWS for each first predetermined period.

[0087] And as described above, since the reference value of each economic indicator is determined such that the second predetermined period (about one year) is between the first timing when real estate prices plummeted in the past and the second timing when the index value N-EWS exceeded a predetermined value (50) immediately before the first timing, when the index value N-EWS calculated as described above exceeds the predetermined value (50), there is a high possibility that a sharp drop in real estate prices will occur within about the second predetermined period (one year) thereafter.

[0088] In this way, according to the index value calculation device 200 according to the present embodiment, it becomes possible to predict a sharp drop in real estate prices.

[0089] Note that the score display unit 206 displays, in a matrix form, information representing the scores for each first predetermined period obtained for each economic indicator so that the scores for the same period and the scores for the same economic indicator are aligned in the vertical and horizontal directions. At this time, the score display unit 206 may display the information representing the scores in color according to the score value.

[0090] In such a manner, it is possible to visualize the scores for each economic indicator, and it becomes possible to analyze for each economic indicator the possibility of a sharp drop in real estate prices. ==Processing Flow== Next, the processing flow by the index value calculation device 200 according to the present embodiment will be described with reference to the flowchart shown in FIG. 10.

[0091] First, as a premise, the index value calculation device 200 stores the aggregated data D of a plurality of types (12 types) of economic indicators t in the economic indicator management table 600, and for these plurality of types of economic indicators, with respect to the aggregated data D t of each economic indicator, a reference value for dividing the fluctuation range of the value into a predetermined number (three in this embodiment) of small ranges, and a score representing the degree of deterioration of the economic situation associated with each small range of these economic indicators, are stored in the reference value score management table 610.

[0092] Then, the index value calculation device 200 acquires the aggregated data D t of each economic indicator for each first predetermined period (for example, every three months) of these plurality of types of economic indicators (S2000).

[0093] After that, the index value calculation device 200 obtains the score for each first predetermined period based on the result of comparison between the aggregated data D t of each first predetermined period of each economic indicator and the above reference value (S2010).

[0094] Then, the index value calculation device 200 calculates the index value N-EWS for each first predetermined period based on the total value of the scores of a plurality of types of economic indicators for each first predetermined period (S2020). Specifically, the index value calculation device 200 calculates the index value N-EWS by normalizing the total value of the scores for each first predetermined period (0 to 48) so as to be 0 to 100. Also, the index value calculation device 200 stores the index value N-EWS obtained for each first predetermined period and the scores of each economic indicator in the index value management table 620.

[0095] Then, the index value calculation device 200 displays the index value N-EWS on the output device 260 or the like (S2030).

[0096] At this time, the index value calculation device 200 may display the index value N-EWS in a graph format as shown in FIG. 7, for example. Alternatively, the index value calculation device 200 may display a cool map as shown in FIG. 8. By such an aspect, the score for each economic index can be visualized, and it becomes possible to analyze the possibility of a sharp drop in real estate prices for each economic index.

[0097] As described above, the index value calculation device 200, the control method of the index value calculation device 200, and the program according to the present embodiment have been described. According to the present embodiment, it is possible to calculate the index value N-EWS that can predict a sharp drop in real estate prices by changing the value so as to exceed a predetermined value before the real estate price drops sharply. As shown in FIG. 7, this index value N-EWS can accurately predict the three sharp drops in real estate prices that occurred during the period from 2000 to 2024.

[0098] In addition, since the index value N-EWS is created using a plurality of types of generally publicly available economic indicators, it is objective, quantitative, and highly reliable.

[0099] Furthermore, since the calculation procedure of the index value N-EWS is simple and easy to understand, it is easy to replace, add, delete the original economic indicators, or change the preprocessing, and it has high versatility.

[0100] By using the index value N-EWS having such a number of excellent features, it becomes possible to accurately predict a sharp drop in real estate prices.

[0101] Note that the above-described embodiment is for facilitating the understanding of the present invention and is not for limiting the interpretation of the present invention. The present invention can be changed and improved without departing from its gist, and the present invention includes its equivalents.

[0102] For example, in this embodiment, the index value N-EWS varies between 0 and 100 such that the worse the economic state, the larger the value. Approximately one year (the second predetermined period) before the real estate price drops sharply, the value changes to exceed 50 (the predetermined value). However, it may also be in a mode where the value varies between 0 and 100 such that the worse the economic state, the smaller the value, and approximately one year (the second predetermined period) before the real estate price drops sharply, the value changes to exceed 50 (exceed in a way of falling below).

[0103] Also, in this embodiment, the index value N-EWS is calculated using 12 types of economic indicators. However, the number of economic indicators used for calculating the index value N-EWS is not limited to 12, and two or more are sufficient. Also, the economic indicators include data such as real estate. Also, for example, the number of small ranges for classifying the variation range of the value of the aggregated data D t is not limited to three, and two or more are sufficient.

Explanation of Signs

[0104] 200 Index value calculation device 201 Reference value storage unit 202 Score storage unit 203 Aggregated data acquisition unit 204 Score calculation unit 205 Index value calculation unit 206 Score display unit 210 CPU 220 Storage device 230 Communication device 250 Input device 260 Output device 270 Recording medium reading device 500 Network 600 Economic indicator management table 610 Reference value score management table 620 Index value management table 700 Index value calculation device control program 800 Recording medium

Claims

1. An index value calculation device that calculates an index value capable of predicting a crash in real estate prices by changing its value to exceed a predetermined value before the crash, a reference value storage unit that stores, for each of a plurality of types of economic indicators related to the real estate price, a reference value for dividing a fluctuation range of a value of aggregated data of each economic indicator for each first predetermined period into a predetermined number of small ranges; a score storage unit that stores a score that indicates a degree of deterioration of an economic situation and is associated with each small range of the economic index; an aggregate data acquisition unit that acquires aggregate data of the plurality of types of economic indicators for each first predetermined period; a score calculation unit that calculates a score for each of the first predetermined periods based on a result of comparing the aggregate data for each of the first predetermined periods with the reference value for each of the economic indicators; an index value calculation unit that calculates the index value for each first predetermined period based on a total value of the scores of the plurality of types of economic indexes for each first predetermined period; Equipped with The reference value of each of the economic indicators is determined so that a second predetermined period is a period between a first timing when real estate prices have crashed in the past and a second timing when the index value has exceeded the predetermined value prior to the first timing. Index value calculation device.

2. The index value calculation device according to claim 1 , The reference value of the economic indicator is determined using a backward moving average value of the aggregated data of the economic indicator within a third predetermined period and an amount of deviation of the economic indicator from the backward moving average value in a worsening direction. Index value calculation device.

3. The index value calculation device according to claim 2, the amount of deviation is determined by multiplying the standard deviation of the aggregated data of the economic indicator for the third predetermined period by a predetermined coefficient; The predetermined coefficient is set to a larger value as the standard deviation of the economic index increases. Index value calculation device.

4. The index value calculation device according to claim 1 , The aggregated data of at least some of the economic indicators for each first predetermined period is calculated by replacing the published data of the economic indicators with the rate of change from the published data of the economic indicators before the fourth predetermined period, and aggregating the data for each first predetermined period. Index value calculation device.

5. The index value calculation device according to claim 1 , The aggregated data of at least some of the economic indicators for each first predetermined period is calculated by replacing the published data of the economic indicators with the amount of change from the published data of the economic indicators before the fourth predetermined period, and aggregating the data for each first predetermined period. Index value calculation device.

6. The index value calculation device according to claim 1 , The multiple types of economic indicators include economic indicators representing overseas economic conditions and economic indicators representing the domestic economic conditions of Japan. Index value calculation device.

7. The index value calculation device according to claim 1 , The plurality of types of economic indicators are selected from among economic indicators having a correlation coefficient of a certain value or more with a predetermined real estate price trend index that indicates the trend of the real estate price. Index value calculation device.

8. The index value calculation device according to claim 1 , The first timing is a timing when a predetermined real estate price trend index representing the trend of the real estate price decreases by a predetermined percentage or more compared to the previous year. Index value calculation device.

9. The index value calculation device according to claim 1 , a score display unit that displays information representing the scores for each of the first predetermined periods obtained for each of the economic indicators in a matrix format such that scores for the same period and scores for the same economic indicator are aligned vertically and horizontally; The index value calculation device further comprises:

10. The index value calculation device according to claim 9, the score display unit displays the information representing the score in a different color depending on the value of the score. Index value calculation device.

11. A control method for an index value calculation device that calculates an index value capable of predicting a crash in real estate prices by changing the value to exceed a predetermined value before the crash, comprising: The index value calculation device includes: a step of storing, for each of a plurality of types of economic indicators related to the real estate price, a reference value for dividing a fluctuation range of a value of aggregated data of each economic indicator for each first predetermined period into a predetermined number of small ranges; storing a score representing a degree of deterioration of an economic situation, the score being associated with each small range of the economic indicator; obtaining aggregate data of the plurality of types of economic indicators for each first predetermined period; determining a score for each of the first predetermined periods based on a result of comparing the aggregate data for each of the first predetermined periods with the reference value for each of the economic indicators; calculating the index value for each first predetermined period based on a total value of scores of the plurality of types of economic indexes for each first predetermined period; Run the command, The reference value of each of the economic indicators is determined so that a second predetermined period is a period between a first timing when real estate prices have crashed in the past and a second timing when the index value has exceeded the predetermined value prior to the first timing. A control method for an index value calculation device.

12. A program for causing a computer to calculate an index value capable of predicting a crash in real estate prices by changing its value to exceed a predetermined value before the crash, the program comprising: The computer includes: a function of storing, for each of a plurality of types of economic indicators related to the real estate price, a reference value for dividing the fluctuation range of the value of the aggregated data of each economic indicator for each first predetermined period into a predetermined number of small ranges; A function of storing a score representing the degree of deterioration of the economic situation, which is associated with each small range of the economic indicator; A function of acquiring aggregate data of the plurality of types of economic indicators for each first predetermined period; A function of calculating a score for each of the first predetermined periods based on a result of comparing the aggregate data for each of the first predetermined periods with the reference value for each of the economic indicators; A function of calculating the index value for each first predetermined period based on a total value of the scores of the plurality of types of economic indexes for each first predetermined period; A program for achieving the above, The reference value of each of the economic indicators is determined so that a second predetermined period is a period between a first timing when real estate prices have crashed in the past and a second timing when the index value has exceeded the predetermined value prior to the first timing. program.

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