Canada: Stock price volatility

* indicates monthly or quarterly data series
 Canada

Stock price volatility, percent

 Latest value 22.87
 Year 2021
 Measure percent
 Data availability 1984 - 2021
 Average 14.26
 Min - Max 7.82 - 37.53
 Source Global Financial Development Database
For that indicator, we provide data for Canada from 1984 to 2021. The average value for Canada during that period was 14.26 percent with a minimum of 7.82 percent in 1993 and a maximum of 37.53 percent in 2009. The latest value from 2021 is 22.87 percent. For comparison, the world average in 2021 based on 87 countries is 20.14 percent. 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 values chart
Canada - Stock price volatility - Recent values chart

Historical chart
Canada - 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.


 Related indicators Latest value Reference Measure
 Stock market capitalization, percent of GDP 126.98 2022 percent
 Stock market capitalization, in dollars 2,641.45 2020 billion U.S. dollars
 Stock market turnover ratio 81.95 2022 percent
 Listed companies 3,534 2022 companies
 Stock market value traded 61.33 2020 percent
 Stock market return 23.70 2021 percent
 Stock market access for smaller firms 68.46 2016 percent
 Stock market activity for smaller firms 74.54 2016 percent
 Stock price volatility 22.87 2021 percent
 Mutual fund assets 97.56 2020 percent
 Life insurance volume 3.19 2019 percent
 Non-life insurance premium volume 3.32 2020 percent
 Pension fund assets to GDP 179.68 2020 percent
 Insurance company assets 83.68 2020 percent
 Nonbank financial institutions assets to GDP 64.09 2006 percent
 Stock market index 140.22 9/2023 points
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