Stock price volatility in Luxembourg

Luxembourg: Stock price volatility was 28.36 in 2021. ▲ Rising

Latest (2021)
28.36
Change on year
down 7.2%
World rank
7th
of 86 countries
All-time high
37.9
in 2009
All-time low
11.05
in 2005
Years of data
23
1999–2021

Stock price volatility in Luxembourg, 1999–2021

102030401999201020211999: 12.52000: 19.82001: 22.12002: 21.22003: 20.12004: 14.62005: 11.12006: 132007: 15.32008: 23.82009: 37.92010: 28.92011: 20.52012: 21.22013: 16.62014: 13.92015: 16.72016: 232017: 20.52018: 17.12019: 20.92020: 30.62021: 28.4

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 4 Namibia 32.67 compare
  2. 5 Greece 31.83 compare
  3. 6 Chile 29.75 compare
  4. 8 Austria 28.13 compare
  5. 9 Philippines 27.07 compare
  6. 10 Italy 26.72 compare

See the full ranking of 86 places →

More financial sector data for Luxembourg

All data for Luxembourg →

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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CSV · JSON — 23 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.