Stock price volatility in Egypt
Egypt: Stock price volatility was 21.44 in 2021. ▼ Falling
Latest (2021)
21.44
Change on year
down 8.4%
World rank
34th
of 86 countries
All-time high
40.17
in 2009
All-time low
16.46
in 2018
Years of data
24
1998–2021
Stock price volatility in Egypt, 1998–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in Egypt stood at 21.44.
That represents a change of down 8.4% on the previous year and down 20.4% over ten years.
Over the whole period, stock price volatility in Egypt peaked at 40.17 in 2009 and was at its lowest, 16.46, in 2018.
Egypt ranks 34th of 86 countries on this measure, in the middle of the range.
The long-run direction has been consistently falling across the 24 years of available data.
Stock price volatility in Egypt, year by year
| Year | Value | Change |
|---|---|---|
| 1998 | 24.34 | — |
| 1999 | 24.78 | +1.8% |
| 2000 | 27.9 | +12.6% |
| 2001 | 31.22 | +11.9% |
| 2002 | 22.73 | -27.2% |
| 2003 | 27.01 | +18.8% |
| 2004 | 27.99 | +3.6% |
| 2005 | 26.47 | -5.4% |
| 2006 | 31.03 | +17.2% |
| 2007 | 26.78 | -13.7% |
| 2008 | 22.92 | -14.4% |
| 2009 | 40.17 | +75.3% |
| 2010 | 32.36 | -19.4% |
| 2011 | 26.93 | -16.8% |
| 2012 | 28.49 | +5.8% |
| 2013 | 27.11 | -4.9% |
| 2014 | 22.08 | -18.5% |
| 2015 | 21.8 | -1.3% |
| 2016 | 25.85 | +18.6% |
| 2017 | 23.41 | -9.5% |
| 2018 | 16.46 | -29.7% |
| 2019 | 17.45 | +6.0% |
| 2020 | 23.4 | +34.1% |
| 2021 | 21.44 | -8.4% |
Egypt compared with similar countries
- Egypt's 21.44 is above the median for lower middle income countries, which is 17.09, 1.3× the median. (13 countries reporting)
- Egypt's 21.44 is above the median for Middle East, North Africa, Afghanistan & Pakistan, which is 14.88, 1.4× the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 24.56 | 24.34 | 24.78 | 2 |
| 2000s | 28.42 | 22.73 | 40.17 | 10 |
| 2010s | 24.2 | 16.46 | 32.36 | 10 |
| 2020s | 22.42 | 21.44 | 23.4 | 2 |
Countries ranked near Egypt
More financial sector data for Egypt
- Reserve position in the IMF, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.001 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 3.16 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 0 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0007 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 2.31 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.001 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 3.16 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 0 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Egypt?
- Stock price volatility in Egypt was 21.44 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Egypt?
- The highest recorded value was 40.17 in 2009.
- What is the lowest stock price volatility recorded in Egypt?
- The lowest recorded value was 16.46 in 2018.
- How does Egypt rank for stock price volatility?
- Egypt ranks 34th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Egypt?
- Over the last ten years it is down 20.4%. The long-run trend across the full record is falling.
- Where does this Egypt 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 — 24 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.