Stock price volatility in South Korea
South Korea: Stock price volatility was 20.18 in 2021. ▼ Falling
Latest (2021)
20.18
Change on year
down 20.8%
World rank
39th
of 86 countries
All-time high
36.8
in 2004
All-time low
10.45
in 2012
Years of data
38
1984–2021
Stock price volatility in South Korea, 1984–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in South Korea stood at 20.18.
That represents a change of down 20.8% on the previous year and up 73.8% over ten years.
Over the whole period, stock price volatility in South Korea peaked at 36.8 in 2004 and was at its lowest, 10.45, in 2012.
That places South Korea 39th 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 38 years of available data.
Stock price volatility in South Korea, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 11.3 | — |
| 1985 | 16.3 | +44.2% |
| 1986 | 20.55 | +26.1% |
| 1987 | 21.62 | +5.2% |
| 1988 | 17.16 | -20.6% |
| 1989 | 18.45 | +7.5% |
| 1990 | 25.14 | +36.2% |
| 1991 | 22.1 | -12.1% |
| 1992 | 23.66 | +7.1% |
| 1993 | 21.82 | -7.8% |
| 1994 | 16.85 | -22.8% |
| 1995 | 33.37 | +98.1% |
| 1996 | 28.74 | -13.9% |
| 1997 | 24.91 | -13.3% |
| 1998 | 22.31 | -10.4% |
| 1999 | 18.44 | -17.3% |
| 2000 | 18.71 | +1.5% |
| 2001 | 18.58 | -0.7% |
| 2002 | 22.6 | +21.7% |
| 2003 | 33.25 | +47.1% |
| 2004 | 36.8 | +10.7% |
| 2005 | 26.2 | -28.8% |
| 2006 | 16.33 | -37.7% |
| 2007 | 20.52 | +25.6% |
| 2008 | 23.94 | +16.7% |
| 2009 | 18.5 | -22.7% |
| 2010 | 13.43 | -27.4% |
| 2011 | 11.61 | -13.6% |
| 2012 | 10.45 | -10.0% |
| 2013 | 12.52 | +19.8% |
| 2014 | 13.21 | +5.5% |
| 2015 | 11 | -16.7% |
| 2016 | 10.71 | -2.6% |
| 2017 | 12.96 | +20.9% |
| 2018 | 13.89 | +7.2% |
| 2019 | 20.9 | +50.4% |
| 2020 | 25.47 | +21.9% |
| 2021 | 20.18 | -20.8% |
South Korea compared with similar countries
- South Korea's 20.18 is above the median for high income countries, which is 20.18, 1.0× the median. (49 countries reporting)
- South Korea's 20.18 is above the median for East Asia & Pacific, which is 19.86, 1.0× the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 17.56 | 11.3 | 21.62 | 6 |
| 1990s | 23.73 | 16.85 | 33.37 | 10 |
| 2000s | 23.54 | 16.33 | 36.8 | 10 |
| 2010s | 13.07 | 10.45 | 20.9 | 10 |
| 2020s | 22.83 | 20.18 | 25.47 | 2 |
Countries ranked near South Korea
More financial sector data for South Korea
- Reserve position in the IMF, US dollar, annual growth rate 6.29 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0016 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 58.67 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 1.21 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0012 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 42.84 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 6.29 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0016 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 58.67 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 1.21 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in South Korea?
- Stock price volatility in South Korea was 20.18 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in South Korea?
- The highest recorded value was 36.8 in 2004.
- What is the lowest stock price volatility recorded in South Korea?
- The lowest recorded value was 10.45 in 2012.
- How does South Korea rank for stock price volatility?
- South Korea ranks 39th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in South Korea?
- Over the last ten years it is up 73.8%. The long-run trend across the full record is falling.
- Where does this South Korea 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.