South Africa: Stock price volatility

* indicates monthly or quarterly data series
 South Africa

Stock price volatility, percent

 Latest value 23.37
 Year 2021
 Measure percent
 Data availability 1996 - 2021
 Average 18.81
 Min - Max 11.07 - 34.38
 Source Global Financial Development Database
For that indicator, we provide data for South Africa from 1996 to 2021. The average value for South Africa during that period was 18.81 percent with a minimum of 11.07 percent in 1996 and a maximum of 34.38 percent in 2009. The latest value from 2021 is 23.37 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
South Africa - Stock price volatility - Recent values chart

Historical chart
South Africa - Stock price volatility - historical chart - 1996-2021




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 289.13 2022 percent
 Stock market capitalization, in dollars 1,051.53 2020 billion U.S. dollars
 Stock market turnover ratio 26.69 2022 percent
 Listed companies 237 2022 companies
 Stock market value traded 86.86 2020 percent
 Stock market return 24.02 2021 percent
 Stock market access for smaller firms 50.41 2018 percent
 Stock market activity for smaller firms 48.66 2018 percent
 Stock price volatility 23.37 2021 percent
 Mutual fund assets 61.54 2020 percent
 Life insurance volume 10.77 2019 percent
 Non-life insurance premium volume 2.91 2019 percent
 Pension fund assets to GDP 83.82 2018 percent
 Insurance company assets 60.14 2020 percent
 Nonbank financial institutions assets to GDP 84.04 2020 percent
 Stock market index 142.42 9/2023 points
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