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
For that indicator, we provide data for Russia from 1995 to 2021. The average value for Russia during that period was 26.29 percent with a minimum of 12.32 percent in 2017 and a maximum of 69.16 percent in 2004. The latest value from 2021 is 12.32 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.
Select indicator
* indicates monthly or quarterly data series


Recent values chart
Russia - Stock price volatility - recent values

Historical chart
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.


 Related indicators Latest value Reference Measure
 Stock market capitalization, percent of GDP 23.66 2022 percent
 Stock market capitalization, in dollars 694.74 2020 billion U.S. dollars
 Stock market turnover ratio 39.81 2020 percent
 Listed companies 213 2020 companies
 Stock market value traded 18.53 2020 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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