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
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.
Stock price volatility in Japan, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 9.88 | — |
| 1985 | 10.79 | +9.2% |
| 1986 | 10.46 | -3.0% |
| 1987 | 15.85 | +51.5% |
| 1988 | 25.49 | +60.9% |
| 1989 | 15.99 | -37.3% |
| 1990 | 15.04 | -5.9% |
| 1991 | 24.82 | +65.0% |
| 1992 | 21.98 | -11.4% |
| 1993 | 22.13 | +0.7% |
| 1994 | 18.79 | -15.1% |
| 1995 | 16.97 | -9.7% |
| 1996 | 15.81 | -6.8% |
| 1997 | 15.18 | -4.0% |
| 1998 | 21.77 | +43.4% |
| 1999 | 22.12 | +1.6% |
| 2000 | 21.64 | -2.2% |
| 2001 | 22.29 | +3.0% |
| 2002 | 23.51 | +5.5% |
| 2003 | 21.74 | -7.5% |
| 2004 | 19.81 | -8.9% |
| 2005 | 15.62 | -21.2% |
| 2006 | 16.3 | +4.4% |
| 2007 | 18.39 | +12.8% |
| 2008 | 26.18 | +42.3% |
| 2009 | 38.22 | +46.0% |
| 2010 | 25.48 | -33.3% |
| 2011 | 20.76 | -18.5% |
| 2012 | 19.79 | -4.7% |
| 2013 | 20.18 | +2.0% |
| 2014 | 22.28 | +10.4% |
| 2015 | 18.28 | -18.0% |
| 2016 | 24.9 | +36.2% |
| 2017 | 21.03 | -15.5% |
| 2018 | 13.44 | -36.1% |
| 2019 | 16.53 | +23.0% |
| 2020 | 19.31 | +16.8% |
| 2021 | 19.26 | -0.2% |
Japan compared with similar countries
- Japan's 19.26 is below the median for high income countries, which is 20.18, 95% of the median. (49 countries reporting)
- Japan's 19.26 is below the median for East Asia & Pacific, which is 19.86, 97% of the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | 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
More financial sector data for Japan
- Reserve position in the IMF, US dollar, annual growth rate 10.42 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0025 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 91.29 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 5.15 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0019 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 66.66 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 10.42 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0025 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 91.29 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 5.15 % change on previous year (2025)
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
Stock price volatility is the average of the 360-day volatility of the national stock market index.