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

0102030401998200920211998: 24.31999: 24.82000: 27.92001: 31.22002: 22.72003: 272004: 282005: 26.52006: 312007: 26.82008: 22.92009: 40.22010: 32.42011: 26.92012: 28.52013: 27.12014: 22.12015: 21.82016: 25.92017: 23.42018: 16.52019: 17.52020: 23.42021: 21.4

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 31 Hong Kong 21.77 compare
  2. 32 Australia 21.7 compare
  3. 33 Israel 21.5 compare
  4. 35 Finland 21.05 compare
  5. 36 Mexico 20.62 compare
  6. 37 India 20.59 compare

See the full ranking of 86 places →

More financial sector data for Egypt

All data for Egypt →

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

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.