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
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.
Stock price volatility in Australia, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 12.5 | — |
| 1985 | 11.69 | -6.5% |
| 1986 | 12.17 | +4.1% |
| 1987 | 20.59 | +69.2% |
| 1988 | 34.44 | +67.3% |
| 1989 | 14.94 | -56.6% |
| 1990 | 14.56 | -2.5% |
| 1991 | 14.52 | -0.3% |
| 1992 | 12.53 | -13.7% |
| 1993 | 11.71 | -6.5% |
| 1994 | 13.14 | +12.2% |
| 1995 | 12.91 | -1.8% |
| 1996 | 11.08 | -14.2% |
| 1997 | 12.11 | +9.3% |
| 1998 | 16.29 | +34.5% |
| 1999 | 14.92 | -8.4% |
| 2000 | 13.65 | -8.6% |
| 2001 | 12.7 | -6.9% |
| 2002 | 12.24 | -3.6% |
| 2003 | 11.62 | -5.1% |
| 2004 | 8.47 | -27.2% |
| 2005 | 7.56 | -10.7% |
| 2006 | 10.8 | +42.9% |
| 2007 | 13.71 | +26.9% |
| 2008 | 22.23 | +62.2% |
| 2009 | 29.75 | +33.8% |
| 2010 | 20.58 | -30.8% |
| 2011 | 15.83 | -23.1% |
| 2012 | 17.59 | +11.1% |
| 2013 | 12.77 | -27.4% |
| 2014 | 11.3 | -11.6% |
| 2015 | 12.55 | +11.1% |
| 2016 | 16.33 | +30.1% |
| 2017 | 12.42 | -24.0% |
| 2018 | 9.54 | -23.2% |
| 2019 | 10.72 | +12.4% |
| 2020 | 22.26 | +107.6% |
| 2021 | 21.7 | -2.5% |
Australia compared with similar countries
- Australia's 21.7 is above the median for high income countries, which is 20.18, 1.1× the median. (49 countries reporting)
- Australia's 21.7 is above the median for East Asia & Pacific, which is 19.86, 1.1× the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | 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
More financial sector data for Australia
- Reserve position in the IMF, US dollar, annual growth rate 11.9 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0013 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 83.74 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 6.56 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0009 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 61.14 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 11.9 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0013 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 83.74 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 6.56 % change on previous year (2025)
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.
Download this data
CSV · JSON — 38 observations, free to reuse under CC BY 4.0 (World Bank Open Data).
About this data
Stock price volatility is the average of the 360-day volatility of the national stock market index.