Stock price volatility in China
China: Stock price volatility was 18.24 in 2021. ◆ Volatile
Stock price volatility in China, 1991–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in China stood at 18.24.
That represents a change of down 9.2% on the previous year and down 17.8% over ten years.
Over the whole period, stock price volatility in China peaked at 85.8 in 1993 and was at its lowest, 13.1, in 2018.
China ranks 50th of 86 countries on this measure, in the middle of the range.
The series is highly variable year to year, so single readings are best treated with caution.
Stock price volatility in China, year by year
| Year | Value | Change |
|---|---|---|
| 1991 | 14.83 | — |
| 1992 | 50.27 | +238.9% |
| 1993 | 85.8 | +70.7% |
| 1994 | 62 | -27.7% |
| 1995 | 67.93 | +9.6% |
| 1996 | 45.43 | -33.1% |
| 1997 | 41.43 | -8.8% |
| 1998 | 33.35 | -19.5% |
| 1999 | 24.49 | -26.6% |
| 2000 | 27.77 | +13.4% |
| 2001 | 19.84 | -28.5% |
| 2002 | 24.35 | +22.7% |
| 2003 | 22.39 | -8.1% |
| 2004 | 18.89 | -15.6% |
| 2005 | 21.73 | +15.1% |
| 2006 | 21.55 | -0.9% |
| 2007 | 27.59 | +28.1% |
| 2008 | 38.86 | +40.8% |
| 2009 | 41.03 | +5.6% |
| 2010 | 29.54 | -28.0% |
| 2011 | 22.18 | -24.9% |
| 2012 | 18.93 | -14.7% |
| 2013 | 18.24 | -3.6% |
| 2014 | 17.32 | -5.1% |
| 2015 | 26.45 | +52.7% |
| 2016 | 36.42 | +37.7% |
| 2017 | 17.76 | -51.2% |
| 2018 | 13.1 | -26.2% |
| 2019 | 19.95 | +52.3% |
| 2020 | 20.09 | +0.7% |
| 2021 | 18.24 | -9.2% |
China compared with similar countries
- China's 18.24 is below the median for upper middle income countries, which is 18.95, 96% of the median. (24 countries reporting)
- China's 18.24 is below the median for East Asia & Pacific, which is 19.86, 92% of the median. (14 countries reporting)
Biggest year-on-year movements
Years where Stock price volatility in China changed far more than this series normally does. A large move can be a real event or a change in how the figure was measured — the source note below says who published it.
| Year | Change | From | To |
|---|---|---|---|
| 1992 | +238.9% | 14.83 | 50.27 |
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 47.28 | 14.83 | 85.8 | 9 |
| 2000s | 26.4 | 18.89 | 41.03 | 10 |
| 2010s | 21.99 | 13.1 | 36.42 | 10 |
| 2020s | 19.16 | 18.24 | 20.09 | 2 |
Countries ranked near China
- 47 Lebanon 18.53 compare
- 48 Singapore 18.39 compare
- 49 North Macedonia 18.36 compare
- 51 Switzerland 18.23 compare
- 52 Slovakia 18.22 compare
- 53 Saudi Arabia 17.71 compare
More financial sector data for China
- Reserve position in the IMF, US dollar, annual growth rate 14.56 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0006 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 7.95 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 9.09 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0004 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 5.8 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 14.56 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0006 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 7.95 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 9.09 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in China?
- Stock price volatility in China was 18.24 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in China?
- The highest recorded value was 85.8 in 1993.
- What is the lowest stock price volatility recorded in China?
- The lowest recorded value was 13.1 in 2018.
- How does China rank for stock price volatility?
- China ranks 50th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in China?
- Over the last ten years it is down 17.8%. The long-run trend across the full record is volatile.
- Where does this China 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 — 31 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.