Luxembourg: Stock price volatility

* indicates monthly or quarterly data series
 Luxembourg

Stock price volatility, percent

 Latest value 28.36
 Year 2021
 Measure percent
 Data availability 1999 - 2021
 Average 20.41
 Min - Max 11.05 - 37.90
 Source Global Financial Development Database
The latest value from 2021 is 28.36 percent, a decline from 30.57 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Luxembourg from 1999 to 2021 is 20.41 percent. The minimum value, 11.05 percent, was reached in 2005 while the maximum of 37.9 percent was recorded in 2009. See the global rankings for that indicator or use the country comparator to compare trends over time.
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* indicates monthly or quarterly data series


Recent data
Luxembourg - Stock price volatility - Recent values chart

Historical series
Luxembourg - Stock price volatility - historical chart - 1999-2021




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 62.34 2022 percent
 Stock market capitalization, in dollars 50.90 2022 billion U.S. dollars
 Stock market turnover ratio 0.09 2022 percent
 Listed companies 28 2022 companies
 Stock market value traded 0.06 2022 percent
 Stock market return 42.20 2021 percent
 Stock market access for smaller firms 3.77 2018 percent
 Stock market activity for smaller firms 0.03 2018 percent
 Stock price volatility 28.36 2021 percent
 Mutual fund assets 8,330.59 2020 percent
 Life insurance volume 7.51 2020 percent
 Non-life insurance premium volume 4.84 2020 percent
 Pension fund assets to GDP 2.85 2020 percent
 Insurance company assets 198.68 2004 percent
 Stock market index 84.97 12/2024 points
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