Stock price volatility - Country rankings
* indicates monthly or quarterly data series
Stock price volatility, percent, 2021 - Country rankings:
The average for 2021 based on 87 countries was 20.14 percent.The highest value was in Venezuela: 60.53 percent and the lowest value was in Botswana: 2.75 percent. The indicator is available from 1984 to 2021. Below is a chart for all countries where data are available.Measure: percent; Source: Global Financial Development Database
Select indicator
* indicates monthly or quarterly data series
Countries | Stock price volatility, 2021 | Global rank | Available data |
---|---|---|---|
Venezuela | 60.53 | 1 | 2018 - 2021 |
Argentina | 47.05 | 2 | 1988 - 2021 |
Bermuda | 34.86 | 3 | 1995 - 2021 |
Brazil | 33.79 | 4 | 1991 - 2021 |
Namibia | 32.67 | 5 | 2004 - 2021 |
Greece | 31.83 | 6 | 1987 - 2021 |
Chile | 29.75 | 7 | 1989 - 2021 |
Luxembourg | 28.36 | 8 | 1999 - 2021 |
Austria | 28.13 | 9 | 1986 - 2021 |
Philippines | 27.07 | 10 | 1987 - 2021 |
Italy | 26.72 | 11 | 1998 - 2021 |
Poland | 26.57 | 12 | 1995 - 2021 |
Spain | 26.47 | 13 | 1987 - 2021 |
Belgium | 25.13 | 14 | 1997 - 2021 |
USA | 24.99 | 15 | 1984 - 2021 |
Ireland | 24.79 | 16 | 1987 - 2021 |
Turkey | 24.64 | 17 | 1988 - 2021 |
France | 24.62 | 18 | 1988 - 2021 |
Germany | 24.38 | 19 | 1988 - 2021 |
Hungary | 23.69 | 20 | 1991 - 2021 |
South Africa | 23.37 | 21 | 1996 - 2021 |
Portugal | 23.25 | 22 | 1988 - 2021 |
Thailand | 23.2 | 23 | 1988 - 2021 |
Canada | 22.87 | 24 | 1984 - 2021 |
Vietnam | 22.5 | 25 | 2001 - 2021 |
Sweden | 22.48 | 26 | 1987 - 2021 |
Sri Lanka | 22.24 | 27 | 1985 - 2021 |
UK | 22.02 | 28 | 1985 - 2021 |
Netherlands | 21.87 | 29 | 1984 - 2021 |
Norway | 21.87 | 30 | 1996 - 2021 |
Hong Kong | 21.77 | 31 | 1984 - 2021 |
Indonesia | 21.77 | 32 | 1984 - 2021 |
Australia | 21.7 | 33 | 1984 - 2021 |
Israel | 21.5 | 34 | 1992 - 2021 |
Egypt | 21.44 | 35 | 1998 - 2021 |
Finland | 21.05 | 36 | 1987 - 2021 |
Mexico | 20.62 | 37 | 1994 - 2021 |
India | 20.59 | 38 | 1984 - 2021 |
Ukraine | 20.41 | 39 | 2003 - 2021 |
South Korea | 20.18 | 40 | 1984 - 2021 |
Denmark | 19.7 | 41 | 1990 - 2021 |
Mongolia | 19.54 | 42 | 1999 - 2021 |
Czechia | 19.46 | 43 | 1995 - 2021 |
Japan | 19.26 | 44 | 1984 - 2021 |
Laos | 18.88 | 45 | 2011 - 2021 |
Latvia | 18.87 | 46 | 2000 - 2021 |
Iceland | 18.55 | 47 | 1993 - 2021 |
Lebanon | 18.53 | 48 | 1996 - 2021 |
Singapore | 18.39 | 49 | 2000 - 2021 |
North Macedonia | 18.36 | 50 | 2008 - 2021 |
China | 18.24 | 51 | 1991 - 2021 |
Switzerland | 18.23 | 52 | 1989 - 2021 |
Slovakia | 18.22 | 53 | 1994 - 2021 |
Saudi Arabia | 17.71 | 54 | 1994 - 2021 |
Pakistan | 17.28 | 55 | 1999 - 2021 |
Kenya | 17.09 | 56 | 2008 - 2021 |
Cyprus | 17.01 | 57 | 2005 - 2021 |
Estonia | 16.96 | 58 | 1997 - 2021 |
New Zealand | 16.73 | 59 | 1992 - 2021 |
Mauritius | 16.44 | 60 | 1994 - 2021 |
Bangladesh | 16.34 | 61 | 2010 - 2021 |
Malaysia | 16.13 | 62 | 1984 - 2021 |
Slovenia | 15.96 | 63 | 2003 - 2021 |
Croatia | 15.84 | 64 | 2003 - 2021 |
Nigeria | 15.66 | 65 | 1998 - 2021 |
UA Emirates | 15.6 | 66 | 1995 - 2021 |
Morocco | 15.4 | 67 | 1994 - 2021 |
Peru | 15.2 | 68 | 1990 - 2021 |
Jamaica | 15.09 | 69 | 1990 - 2021 |
Bulgaria | 14.99 | 70 | 2001 - 2021 |
Tanzania | 14.39 | 71 | 2007 - 2021 |
Qatar | 14.37 | 72 | 2007 - 2021 |
Ghana | 14.01 | 73 | 2011 - 2021 |
Colombia | 13.69 | 74 | 2002 - 2021 |
Malta | 13.19 | 75 | 1998 - 2021 |
Bosnia & Herz. | 13.12 | 76 | 2005 - 2021 |
Lithuania | 12.77 | 77 | 2000 - 2021 |
Serbia | 12.36 | 78 | 2006 - 2021 |
Russia | 12.32 | 79 | 1995 - 2021 |
Kazakhstan | 11.47 | 80 | 1996 - 2021 |
Bahrain | 10.21 | 81 | 2005 - 2021 |
Jordan | 9.49 | 82 | 2000 - 2021 |
Oman | 9.42 | 83 | 1992 - 2021 |
Kuwait | 9.07 | 84 | 1996 - 2021 |
Panama | 8.95 | 85 | 2000 - 2021 |
Tunisia | 8.51 | 86 | 2000 - 2021 |
Botswana | 2.75 | 87 | 2001 - 2021 |
Definition: The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.
60.53
47.05
34.86
33.79
32.67
31.83
29.75
28.36
28.13
27.07
26.72
26.57
26.47
25.13
24.99
24.79
24.64
24.62
24.38
23.69
23.37
23.25
23.20
22.87
22.50
22.48
22.24
22.02
21.87
21.87
21.77
21.77
21.70
21.50
21.44
21.05
20.62
20.59
20.41
20.18
19.70
19.54
19.46
19.26
18.88
18.87
18.55
18.53
18.39
18.36
18.24
18.23
18.22
17.71
17.28
17.09
17.01
16.96
16.73
16.44
16.34
16.13
15.96
15.84
15.66
15.60
15.40
15.20
15.09
14.99
14.39
14.37
14.01
13.69
13.19
13.12
12.77
12.36
12.32
11.47
10.21
9.49
9.42
9.07
8.95
8.51
2.75
0
15.1
30.3
45.4
60.53
Stock price volatility in Europe Stock price volatility in Asia Stock price volatility in Africa Stock price volatility in North America Stock price volatility in South America Stock price volatility in Australia Stock price volatility in the European union Stock price volatility in Sub Sahara Africa Stock price volatility in MENA Stock price volatility in South East Asia Stock price volatility in Latin America
New and expanding database: Prices around the world