Philippines: Stock price volatility

* indicates monthly or quarterly data series
 Philippines

Stock price volatility, percent

 Latest value 27.07
 Year 2021
 Measure percent
 Data availability 1987 - 2021
 Average 24.43
 Min - Max 13.41 - 59.79
 Source Global Financial Development Database
For that indicator, we provide data for the Philippines from 1987 to 2021. The average value for the Philippines during that period was 24.43 percent with a minimum of 13.41 percent in 2015 and a maximum of 59.79 percent in 1987. The latest value from 2021 is 27.07 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.
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* indicates monthly or quarterly data series


Recent values chart
Philippines - Stock price volatility - Recent values chart

Historical chart
Philippines - Stock price volatility - historical chart - 1987-2021




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 value Reference Measure
 Stock market capitalization, percent of GDP 59.01 2022 percent
 Stock market capitalization, in dollars 238.58 2022 billion U.S. dollars
 Stock market turnover ratio 10.92 2022 percent
 Listed companies 283 2022 companies
 Stock market value traded 9.05 2020 percent
 Stock market return 7.82 2021 percent
 Stock market access for smaller firms 54.72 2020 percent
 Stock market activity for smaller firms 51.75 2020 percent
 Stock price volatility 27.07 2021 percent
 Mutual fund assets 2.07 2020 percent
 Life insurance volume 1.38 2020 percent
 Non-life insurance premium volume 0.47 2020 percent
 Pension fund assets to GDP 2.80 2018 percent
 Insurance company assets 10.76 2020 percent
 Nonbank financial institutions assets to GDP 29.51 2021 percent
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