Australia: Stock price volatility

* indicates monthly or quarterly data series
 Australia

Stock price volatility, percent

 Latest value 21.70
 Year 2021
 Measure percent
 Data availability 1984 - 2021
 Average 14.91
 Min - Max 7.56 - 34.44
 Source Global Financial Development Database
The latest value from 2021 is 21.7 percent, a decline from 22.26 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Australia from 1984 to 2021 is 14.91 percent. The minimum value, 7.56 percent, was reached in 2005 while the maximum of 34.44 percent was recorded in 1988. See the global rankings for that indicator or use the country comparator to compare trends over time.
Select indicator
* indicates monthly or quarterly data series


Recent data
Australia - Stock price volatility - Recent values chart

Historical series
Australia - Stock price volatility - historical chart - 1984-2021




Definition: The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.

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 Related indicators Latest Reference Measure
 Stock market capitalization, percent of GDP 99.19 2022 percent
 Stock market capitalization, in dollars 1,679.17 2022 billion U.S. dollars
 Stock market turnover ratio 64.88 2022 percent
 Listed companies 1,976 2022 companies
 Stock market value traded 64.35 2022 percent
 Stock market return 19.30 2021 percent
 Stock market access for smaller firms 60.79 2018 percent
 Stock market activity for smaller firms 67.21 2018 percent
 Stock price volatility 21.70 2021 percent
 Mutual fund assets 185.10 2020 percent
 Life insurance volume 1.07 2020 percent
 Non-life insurance premium volume 2.24 2020 percent
 Pension fund assets to GDP 132.59 2020 percent
 Insurance company assets 12.59 2020 percent
 Nonbank financial institutions assets to GDP 9.85 2021 percent
 Stock market index 144.23 8/2024 points
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