New Zealand: Stock price volatility

* indicates monthly or quarterly data series
 New Zealand

Stock price volatility, percent

 Latest value 16.73
 Year 2021
 Measure percent
 Data availability 1992 - 2021
 Average 11.98
 Min - Max 7.50 - 19.78
 Source Global Financial Development Database
The latest value from 2021 is 16.73 percent, an increase from 16.42 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for New Zealand from 1992 to 2021 is 11.98 percent. The minimum value, 7.5 percent, was reached in 2015 while the maximum of 19.78 percent was recorded in 1998. 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
New Zealand - Stock price volatility - Recent values chart

Historical series
New Zealand - Stock price volatility - historical chart - 1992-2021




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 39.53 2022 percent
 Stock market capitalization, in dollars 97.55 2022 billion U.S. dollars
 Stock market turnover ratio 14.44 2022 percent
 Listed companies 123 2022 companies
 Stock market value traded 5.71 2022 percent
 Stock market return 9.26 2021 percent
 Stock market access for smaller firms 46.00 2020 percent
 Stock market activity for smaller firms 42.00 2020 percent
 Stock price volatility 16.73 2021 percent
 Mutual fund assets 44.48 2020 percent
 Life insurance volume 0.84 2019 percent
 Non-life insurance premium volume 2.09 2019 percent
 Pension fund assets to GDP 34.41 2020 percent
 Insurance company assets 6.80 2020 percent
 Nonbank financial institutions assets to GDP 22.69 2020 percent
 Stock market index 161.07 8/2024 points
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