Russia: Stock price volatility

* indicates monthly or quarterly data series
 Russia

Stock price volatility, percent

 Latest value 12.32
 Year 2021
 Measure percent
 Data availability 1995 - 2021
 Average 26.29
 Min - Max 12.32 - 69.16
 Source Global Financial Development Database
The latest value from 2021 is 12.32 percent, unchanged from 12.32 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Russia from 1995 to 2021 is 26.29 percent. The minimum value, 12.32 percent, was reached in 2017 while the maximum of 69.16 percent was recorded in 2004. 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
Russia - Stock price volatility - Recent values chart

Historical series
Russia - Stock price volatility - historical chart - 1995-2021




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 23.39 2022 percent
 Stock market capitalization, in dollars 530.10 2022 billion U.S. dollars
 Stock market turnover ratio 38.21 2022 percent
 Listed companies 195 2022 companies
 Stock market value traded 8.94 2022 percent
 Stock market return 0.00 2021 percent
 Stock market access for smaller firms 31.25 2018 percent
 Stock market activity for smaller firms 23.46 2018 percent
 Stock price volatility 12.32 2021 percent
 Mutual fund assets 4.51 2020 percent
 Life insurance volume 0.41 2020 percent
 Non-life insurance premium volume 0.75 2020 percent
 Pension fund assets to GDP 4.33 2020 percent
 Insurance company assets 3.17 2020 percent
 Nonbank financial institutions assets to GDP 33.61 2020 percent
 Stock market index 186.07 9/2023 points
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