Stock price volatility in Kazakhstan
Kazakhstan: Stock price volatility was 11.47 in 2021. ◆ Volatile
Stock price volatility in Kazakhstan, 1996–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in Kazakhstan stood at 11.47. That is the lowest value across all 26 years on record.
That represents a change of down 4.9% on the previous year and down 53.1% over ten years.
Over the whole period, stock price volatility in Kazakhstan peaked at 79.7 in 1999 and was at its lowest, 11.47, in 2021.
Kazakhstan ranks 79th of 86 countries on this measure, in the bottom quarter.
The series is highly variable year to year, so single readings are best treated with caution.
Stock price volatility in Kazakhstan, year by year
| Year | Value | Change |
|---|---|---|
| 1996 | 45.98 | — |
| 1997 | 40.4 | -12.1% |
| 1998 | 43.11 | +6.7% |
| 1999 | 79.7 | +84.9% |
| 2000 | 67.95 | -14.7% |
| 2001 | 43.56 | -35.9% |
| 2002 | 39.85 | -8.5% |
| 2003 | 58.98 | +48.0% |
| 2004 | 54.25 | -8.0% |
| 2005 | 34.45 | -36.5% |
| 2006 | 52.69 | +53.0% |
| 2007 | 54.98 | +4.4% |
| 2008 | 30.37 | -44.8% |
| 2009 | 23.56 | -22.4% |
| 2010 | 26.5 | +12.5% |
| 2011 | 24.45 | -7.7% |
| 2012 | 21.42 | -12.4% |
| 2013 | 23.81 | +11.2% |
| 2014 | 26.24 | +10.2% |
| 2015 | 22.72 | -13.4% |
| 2016 | 14.85 | -34.6% |
| 2017 | 12.9 | -13.1% |
| 2018 | 12.28 | -4.9% |
| 2019 | 11.72 | -4.6% |
| 2020 | 12.06 | +2.9% |
| 2021 | 11.47 | -4.9% |
Kazakhstan compared with similar countries
- Kazakhstan's 11.47 is below the median for upper middle income countries, which is 18.95, 61% of the median. (24 countries reporting)
- Kazakhstan's 11.47 is below the median for Europe & Central Asia, which is 20.73, 55% of the median. (36 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 52.3 | 40.4 | 79.7 | 4 |
| 2000s | 46.06 | 23.56 | 67.95 | 10 |
| 2010s | 19.69 | 11.72 | 26.5 | 10 |
| 2020s | 11.77 | 11.47 | 12.06 | 2 |
Countries ranked near Kazakhstan
More financial sector data for Kazakhstan
- Reserve position in the IMF, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0009 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 13.02 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 0 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0006 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 9.51 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0009 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 13.02 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 0 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Kazakhstan?
- Stock price volatility in Kazakhstan was 11.47 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Kazakhstan?
- The highest recorded value was 79.7 in 1999.
- What is the lowest stock price volatility recorded in Kazakhstan?
- The lowest recorded value was 11.47 in 2021.
- How does Kazakhstan rank for stock price volatility?
- Kazakhstan ranks 79th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Kazakhstan?
- Over the last ten years it is down 53.1%. The long-run trend across the full record is volatile.
- Where does this Kazakhstan 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 — 26 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.