Stock price volatility in Japan

Japan: Stock price volatility was 19.26 in 2021. ▲ Rising

Latest (2021)
19.26
Change on year
down 0.2%
World rank
43rd
of 86 countries
All-time high
38.22
in 2009
All-time low
9.88
in 1984
Years of data
38
1984–2021

Stock price volatility in Japan, 1984–2021

102030401984200220211984: 9.91985: 10.81986: 10.51987: 15.81988: 25.51989: 161990: 151991: 24.81992: 221993: 22.11994: 18.81995: 171996: 15.81997: 15.21998: 21.81999: 22.12000: 21.62001: 22.32002: 23.52003: 21.72004: 19.82005: 15.62006: 16.32007: 18.42008: 26.22009: 38.22010: 25.52011: 20.82012: 19.82013: 20.22014: 22.32015: 18.32016: 24.92017: 212018: 13.42019: 16.52020: 19.32021: 19.3

Source: Bloomberg.

Analysis

In 2021, stock price volatility in Japan stood at 19.26.

Compared with earlier readings it is down 0.2% on the previous year and down 7.2% over ten years.

Over the whole period, stock price volatility in Japan peaked at 38.22 in 2009 and was at its lowest, 9.88, in 1984.

That places Japan 43rd out of 86 countries with data for 2021, putting it in the middle of the range.

The long-run direction has been consistently rising across the 38 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
1980s 14.74 9.88 25.49 6
1990s 19.46 15.04 24.82 10
2000s 22.37 15.62 38.22 10
2010s 20.27 13.44 25.48 10
2020s 19.29 19.26 19.31 2

Countries ranked near Japan

  1. 40 Denmark 19.7 compare
  2. 41 Mongolia 19.54 compare
  3. 42 Czechia 19.46 compare
  4. 44 Laos 18.88 compare
  5. 45 Latvia 18.87 compare
  6. 46 Iceland 18.55 compare

See the full ranking of 86 places →

More financial sector data for Japan

All data for Japan →

Frequently asked questions

What is stock price volatility in Japan?
Stock price volatility in Japan was 19.26 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in Japan?
The highest recorded value was 38.22 in 2009.
What is the lowest stock price volatility recorded in Japan?
The lowest recorded value was 9.88 in 1984.
How does Japan rank for stock price volatility?
Japan ranks 43rd out of 86 countries with data for 2021.
Is stock price volatility rising or falling in Japan?
Over the last ten years it is down 7.2%. The long-run trend across the full record is rising.
Where does this Japan 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 — 38 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.