Japan: Stock price volatility

* indicates monthly or quarterly data series
 Japan

Stock price volatility, percent

 Latest value 19.26
 Year 2021
 Measure percent
 Data availability 1984 - 2021
 Average 19.68
 Min - Max 9.88 - 38.22
 Source Global Financial Development Database
The latest value from 2021 is 19.26 percent, a decline from 19.31 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Japan from 1984 to 2021 is 19.68 percent. The minimum value, 9.88 percent, was reached in 1984 while the maximum of 38.22 percent was recorded in 2009. See the global rankings or world map for that indicator or use the country comparator to compare trends over time.
Select indicator
* indicates monthly or quarterly data series


Recent data
Japan - Stock price volatility - Recent values chart

Historical series
Japan - 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 156.74 2024 percent
 Stock market capitalization, in dollars 6,310.68 2024 billion U.S. dollars
 Stock market turnover ratio 117.02 2024 percent
 Listed companies 3,971 2024 companies
 Stock market value traded 183.41 2024 percent
 Stock market return 22.23 2021 percent
 Stock market access for smaller firms 82.65 2020 percent
 Stock market activity for smaller firms 83.08 2020 percent
 Stock price volatility 19.26 2021 percent
 Mutual fund assets 48.09 2020 percent
 Life insurance volume 5.42 2020 percent
 Non-life insurance premium volume 1.66 2020 percent
 Pension fund assets to GDP 30.10 2020 percent
 Insurance company assets 80.20 2020 percent
 Nonbank financial institutions assets to GDP 149.53 2021 percent
 Stock market index 202.20 9/2025 points
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