Stock price volatility in Kenya

Kenya: Stock price volatility was 17.09 in 2021. ▼ Falling

Latest (2021)
17.09
Change on year
up 0.7%
World rank
55th
of 86 countries
All-time high
25.99
in 2008
All-time low
10.17
in 2015
Years of data
14
2008–2021

Stock price volatility in Kenya, 2008–2021

01020302008201420212008: 262009: 232010: 14.62011: 10.32012: 10.42013: 10.52014: 11.42015: 10.22016: 11.52017: 12.32018: 13.72019: 13.92020: 172021: 17.1

Source: Bloomberg.

Analysis

Kenya recorded 17.09 for stock price volatility in 2021.

The figure is up 0.7% on the previous year and up 65.9% over ten years.

Over the whole period, stock price volatility in Kenya peaked at 25.99 in 2008 and was at its lowest, 10.17, in 2015.

That places Kenya 55th out of 86 countries with data for 2021, putting it in the middle of the range.

The long-run direction has been consistently falling across the 14 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
2000s 24.51 23.03 25.99 2
2010s 11.88 10.17 14.62 10
2020s 17.04 16.98 17.09 2

Countries ranked near Kenya

  1. 52 Slovakia 18.22 compare
  2. 53 Saudi Arabia 17.71 compare
  3. 54 Pakistan 17.28 compare
  4. 56 Cyprus 17.01 compare
  5. 57 Estonia 16.96 compare
  6. 58 New Zealand 16.73 compare

See the full ranking of 86 places →

More financial sector data for Kenya

All data for Kenya →

Frequently asked questions

What is stock price volatility in Kenya?
Stock price volatility in Kenya was 17.09 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in Kenya?
The highest recorded value was 25.99 in 2008.
What is the lowest stock price volatility recorded in Kenya?
The lowest recorded value was 10.17 in 2015.
How does Kenya rank for stock price volatility?
Kenya ranks 55th out of 86 countries with data for 2021.
Is stock price volatility rising or falling in Kenya?
Over the last ten years it is up 65.9%. The long-run trend across the full record is falling.
Where does this Kenya 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 — 14 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.