Stock price volatility in Australia

Australia: Stock price volatility was 21.7 in 2021. ▬ Flat

Latest (2021)
21.7
Change on year
down 2.5%
World rank
32nd
of 86 countries
All-time high
34.44
in 1988
All-time low
7.56
in 2005
Years of data
38
1984–2021

Stock price volatility in Australia, 1984–2021

1020301984200220211984: 12.51985: 11.71986: 12.21987: 20.61988: 34.41989: 14.91990: 14.61991: 14.51992: 12.51993: 11.71994: 13.11995: 12.91996: 11.11997: 12.11998: 16.31999: 14.92000: 13.62001: 12.72002: 12.22003: 11.62004: 8.52005: 7.62006: 10.82007: 13.72008: 22.22009: 29.72010: 20.62011: 15.82012: 17.62013: 12.82014: 11.32015: 12.62016: 16.32017: 12.42018: 9.52019: 10.72020: 22.32021: 21.7

Source: Bloomberg.

Analysis

The most recent figure for stock price volatility in Australia is 21.7, measured in 2021.

Compared with earlier readings it is down 2.5% on the previous year and up 37.0% over ten years.

Over the whole period, stock price volatility in Australia peaked at 34.44 in 1988 and was at its lowest, 7.56, in 2005.

Australia ranks 32nd of 86 countries on this measure, in the middle of the range.

Averages by decade

DecadeAverage LowestHighest Years
1980s 17.72 11.69 34.44 6
1990s 13.38 11.08 16.29 10
2000s 14.27 7.56 29.75 10
2010s 13.96 9.54 20.58 10
2020s 21.98 21.7 22.26 2

Countries ranked near Australia

  1. 29 Norway 21.87 compare
  2. 30 Indonesia 21.77 compare
  3. 31 Hong Kong 21.77 compare
  4. 33 Israel 21.5 compare
  5. 34 Egypt 21.44 compare
  6. 35 Finland 21.05 compare

See the full ranking of 86 places →

More financial sector data for Australia

All data for Australia →

Frequently asked questions

What is stock price volatility in Australia?
Stock price volatility in Australia was 21.7 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in Australia?
The highest recorded value was 34.44 in 1988.
What is the lowest stock price volatility recorded in Australia?
The lowest recorded value was 7.56 in 2005.
How does Australia rank for stock price volatility?
Australia ranks 32nd out of 86 countries with data for 2021.
Is stock price volatility rising or falling in Australia?
Over the last ten years it is up 37.0%. The long-run trend across the full record is flat.
Where does this Australia data come from?
The figures come from Bloomberg, published as part of Stock price volatility. Statizoid updates them automatically from the source API.

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CSV · JSON — 38 observations, free to reuse under CC BY 4.0 (World Bank Open Data).

About this data

Indicator
Stock price volatility
Source
Bloomberg
Licence
CC BY 4.0 (World Bank Open Data)
Coverage
86 places, 2,347 data points, 1984–2021
Last refreshed

Stock price volatility is the average of the 360-day volatility of the national stock market index.