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

102030401984200220211984: 11.31985: 16.31986: 20.51987: 21.61988: 17.21989: 18.51990: 25.11991: 22.11992: 23.71993: 21.81994: 16.81995: 33.41996: 28.71997: 24.91998: 22.31999: 18.42000: 18.72001: 18.62002: 22.62003: 33.22004: 36.82005: 26.22006: 16.32007: 20.52008: 23.92009: 18.52010: 13.42011: 11.62012: 10.52013: 12.52014: 13.22015: 112016: 10.72017: 132018: 13.92019: 20.92020: 25.52021: 20.2

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 36 Mexico 20.62 compare
  2. 37 India 20.59 compare
  3. 38 Ukraine 20.41 compare
  4. 40 Denmark 19.7 compare
  5. 41 Mongolia 19.54 compare
  6. 42 Czechia 19.46 compare

See the full ranking of 86 places →

More financial sector data for South Korea

All data for South Korea →

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

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.