Stock price volatility in Luxembourg
Luxembourg: Stock price volatility was 28.36 in 2021. ▲ Rising
Stock price volatility in Luxembourg, 1999–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in Luxembourg stood at 28.36.
That represents a change of down 7.2% on the previous year and up 38.5% over ten years.
Over the whole period, stock price volatility in Luxembourg peaked at 37.9 in 2009 and was at its lowest, 11.05, in 2005.
That places Luxembourg 7th out of 86 countries with data for 2021, putting it in the top 10%.
The long-run direction has been consistently rising across the 23 years of available data.
Stock price volatility in Luxembourg, year by year
| Year | Value | Change |
|---|---|---|
| 1999 | 12.49 | — |
| 2000 | 19.77 | +58.3% |
| 2001 | 22.12 | +11.9% |
| 2002 | 21.16 | -4.3% |
| 2003 | 20.08 | -5.1% |
| 2004 | 14.62 | -27.1% |
| 2005 | 11.05 | -24.4% |
| 2006 | 13.04 | +18.1% |
| 2007 | 15.27 | +17.1% |
| 2008 | 23.85 | +56.1% |
| 2009 | 37.9 | +58.9% |
| 2010 | 28.86 | -23.8% |
| 2011 | 20.47 | -29.1% |
| 2012 | 21.17 | +3.4% |
| 2013 | 16.59 | -21.6% |
| 2014 | 13.86 | -16.5% |
| 2015 | 16.66 | +20.2% |
| 2016 | 23.05 | +38.4% |
| 2017 | 20.49 | -11.1% |
| 2018 | 17.09 | -16.6% |
| 2019 | 20.86 | +22.1% |
| 2020 | 30.57 | +46.5% |
| 2021 | 28.36 | -7.2% |
Luxembourg compared with similar countries
- Luxembourg's 28.36 is above the median for high income countries, which is 20.18, 1.4× the median. (49 countries reporting)
- Luxembourg's 28.36 is above the median for Europe & Central Asia, which is 20.73, 1.4× the median. (36 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 12.49 | 12.49 | 12.49 | 1 |
| 2000s | 19.89 | 11.05 | 37.9 | 10 |
| 2010s | 19.91 | 13.86 | 28.86 | 10 |
| 2020s | 29.47 | 28.36 | 30.57 | 2 |
Countries ranked near Luxembourg
More financial sector data for Luxembourg
- Reserve position in the IMF, US dollar, annual growth rate 6.15 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0046 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 683.75 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 1.09 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0034 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 499.27 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 6.15 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0046 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 683.75 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 1.09 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Luxembourg?
- Stock price volatility in Luxembourg was 28.36 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Luxembourg?
- The highest recorded value was 37.9 in 2009.
- What is the lowest stock price volatility recorded in Luxembourg?
- The lowest recorded value was 11.05 in 2005.
- How does Luxembourg rank for stock price volatility?
- Luxembourg ranks 7th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Luxembourg?
- Over the last ten years it is up 38.5%. The long-run trend across the full record is rising.
- Where does this Luxembourg data come from?
- The figures come from Bloomberg, published as part of Stock price volatility. Statizoid updates them automatically from the source API.
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About this data
Stock price volatility is the average of the 360-day volatility of the national stock market index.