Stock price volatility in Israel
Israel: Stock price volatility was 21.5 in 2021. ▼ Falling
Stock price volatility in Israel, 1992–2021
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.
Stock price volatility in Israel, year by year
| Year | Value | Change |
|---|---|---|
| 1992 | 21.88 | — |
| 1993 | 22.92 | +4.8% |
| 1994 | 29.09 | +26.9% |
| 1995 | 32.08 | +10.3% |
| 1996 | 20.39 | -36.4% |
| 1997 | 20.7 | +1.5% |
| 1998 | 22.33 | +7.9% |
| 1999 | 21.23 | -4.9% |
| 2000 | 22.82 | +7.5% |
| 2001 | 24.33 | +6.6% |
| 2002 | 21.8 | -10.4% |
| 2003 | 21.47 | -1.5% |
| 2004 | 19.51 | -9.1% |
| 2005 | 14.74 | -24.5% |
| 2006 | 16.33 | +10.8% |
| 2007 | 16.28 | -0.3% |
| 2008 | 21.36 | +31.2% |
| 2009 | 32.88 | +53.9% |
| 2010 | 24.02 | -26.9% |
| 2011 | 17.66 | -26.5% |
| 2012 | 21.22 | +20.2% |
| 2013 | 14.29 | -32.7% |
| 2014 | 10.03 | -29.8% |
| 2015 | 10.28 | +2.5% |
| 2016 | 13.78 | +34.1% |
| 2017 | 10.77 | -21.8% |
| 2018 | 9.55 | -11.4% |
| 2019 | 12.51 | +31.1% |
| 2020 | 21 | +67.8% |
| 2021 | 21.5 | +2.4% |
Israel compared with similar countries
- Israel's 21.5 is above the median for high income countries, which is 20.18, 1.1× the median. (49 countries reporting)
- Israel's 21.5 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 | 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
More financial sector data for Israel
- Reserve position in the IMF, US dollar, annual growth rate 5.2 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0011 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 65.64 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 0.1794 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0008 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 47.93 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 5.2 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0011 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 65.64 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 0.1794 % change on previous year (2025)
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
Stock price volatility is the average of the 360-day volatility of the national stock market index.