Saudi Arabia: Stock price volatility

* indicates monthly or quarterly data series
 Saudi Arabia

Stock price volatility, percent

 Latest value 17.71
 Year 2021
 Measure percent
 Data availability 1994 - 2021
 Average 20.02
 Min - Max 8.68 - 46.06
 Source Global Financial Development Database
For that indicator, we provide data for Saudi Arabia from 1994 to 2021. The average value for Saudi Arabia during that period was 20.02 percent with a minimum of 8.68 percent in 1997 and a maximum of 46.06 percent in 2007. The latest value from 2021 is 17.71 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
Saudi Arabia - Stock price volatility - Recent values chart

Historical chart
Saudi Arabia - Stock price volatility - historical chart - 1994-2021




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 238.02 2022 percent
 Stock market capitalization, in dollars 2,429.10 2020 billion U.S. dollars
 Stock market turnover ratio 16.96 2022 percent
 Listed companies 269 2022 companies
 Stock market value traded 66.11 2020 percent
 Stock market return 36.72 2021 percent
 Stock market access for smaller firms 10.62 2020 percent
 Stock market activity for smaller firms 65.03 2020 percent
 Stock price volatility 17.71 2021 percent
 Mutual fund assets 7.99 2020 percent
 Life insurance volume 0.05 2020 percent
 Non-life insurance premium volume 0.56 2020 percent
 Insurance company assets 2.58 2020 percent
 Nonbank financial institutions assets to GDP 10.29 2017 percent
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