Stock price volatility in Israel

Israel: Stock price volatility was 21.5 in 2021. ▼ Falling

Latest (2021)
21.5
Change on year
up 2.4%
World rank
33rd
of 86 countries
All-time high
32.88
in 2009
All-time low
9.55
in 2018
Years of data
30
1992–2021

Stock price volatility in Israel, 1992–2021

1015202530351992200620211992: 21.91993: 22.91994: 29.11995: 32.11996: 20.41997: 20.71998: 22.31999: 21.22000: 22.82001: 24.32002: 21.82003: 21.52004: 19.52005: 14.72006: 16.32007: 16.32008: 21.42009: 32.92010: 242011: 17.72012: 21.22013: 14.32014: 102015: 10.32016: 13.82017: 10.82018: 9.52019: 12.52020: 212021: 21.5

Source: Bloomberg.

Analysis

The most recent figure for stock price volatility in Israel is 21.5, measured in 2021.

That represents a change of up 2.4% on the previous year and up 21.7% over ten years.

Over the whole period, stock price volatility in Israel peaked at 32.88 in 2009 and was at its lowest, 9.55, in 2018.

Israel ranks 33rd of 86 countries on this measure, in the middle of the range.

The long-run direction has been consistently falling across the 30 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
1990s 23.83 20.39 32.08 8
2000s 21.15 14.74 32.88 10
2010s 14.41 9.55 24.02 10
2020s 21.25 21 21.5 2

Countries ranked near Israel

  1. 30 Indonesia 21.77 compare
  2. 32 Australia 21.7 compare
  3. 34 Egypt 21.44 compare
  4. 35 Finland 21.05 compare

See the full ranking of 86 places →

More financial sector data for Israel

All data for Israel →

Frequently asked questions

What is stock price volatility in Israel?
Stock price volatility in Israel was 21.5 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in Israel?
The highest recorded value was 32.88 in 2009.
What is the lowest stock price volatility recorded in Israel?
The lowest recorded value was 9.55 in 2018.
How does Israel rank for stock price volatility?
Israel ranks 33rd out of 86 countries with data for 2021.
Is stock price volatility rising or falling in Israel?
Over the last ten years it is up 21.7%. The long-run trend across the full record is falling.
Where does this Israel 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 — 30 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.