Stock price volatility in Malaysia
Malaysia: Stock price volatility was 16.13 in 2021. ◆ Volatile
Latest (2021)
16.13
Change on year
up 15.5%
World rank
61st
of 86 countries
All-time high
53.2
in 1999
All-time low
7.72
in 2017
Years of data
38
1984–2021
Stock price volatility in Malaysia, 1984–2021
Source: Bloomberg.
Analysis
Malaysia recorded 16.13 for stock price volatility in 2021.
The figure is up 15.5% on the previous year and up 74.5% over ten years.
Over the whole period, stock price volatility in Malaysia peaked at 53.2 in 1999 and was at its lowest, 7.72, in 2017.
That places Malaysia 61st out of 86 countries with data for 2021, putting it in the middle of the range.
The series is highly variable year to year, so single readings are best treated with caution.
Stock price volatility in Malaysia, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 15 | — |
| 1985 | 16.36 | +9.1% |
| 1986 | 25.13 | +53.6% |
| 1987 | 27.5 | +9.4% |
| 1988 | 38.83 | +41.2% |
| 1989 | 20.7 | -46.7% |
| 1990 | 21.25 | +2.6% |
| 1991 | 23.59 | +11.0% |
| 1992 | 18.05 | -23.5% |
| 1993 | 12.95 | -28.2% |
| 1994 | 23.36 | +80.3% |
| 1995 | 23.66 | +1.3% |
| 1996 | 17.06 | -27.9% |
| 1997 | 17.55 | +2.9% |
| 1998 | 46.78 | +166.6% |
| 1999 | 53.2 | +13.7% |
| 2000 | 28.73 | -46.0% |
| 2001 | 21.42 | -25.4% |
| 2002 | 18.2 | -15.0% |
| 2003 | 13.2 | -27.4% |
| 2004 | 12.14 | -8.1% |
| 2005 | 10.36 | -14.6% |
| 2006 | 7.82 | -24.6% |
| 2007 | 12.17 | +55.7% |
| 2008 | 18.92 | +55.4% |
| 2009 | 19.13 | +1.1% |
| 2010 | 12.07 | -36.9% |
| 2011 | 9.24 | -23.4% |
| 2012 | 10.36 | +12.1% |
| 2013 | 8.64 | -16.6% |
| 2014 | 8.15 | -5.7% |
| 2015 | 9.08 | +11.5% |
| 2016 | 11.09 | +22.1% |
| 2017 | 7.72 | -30.4% |
| 2018 | 7.89 | +2.2% |
| 2019 | 9.82 | +24.5% |
| 2020 | 13.96 | +42.2% |
| 2021 | 16.13 | +15.5% |
Malaysia compared with similar countries
- Malaysia's 16.13 is below the median for upper middle income countries, which is 18.95, 85% of the median. (24 countries reporting)
- Malaysia's 16.13 is below the median for East Asia & Pacific, which is 19.86, 81% of the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 23.92 | 15 | 38.83 | 6 |
| 1990s | 25.74 | 12.95 | 53.2 | 10 |
| 2000s | 16.21 | 7.82 | 28.73 | 10 |
| 2010s | 9.41 | 7.72 | 12.07 | 10 |
| 2020s | 15.05 | 13.96 | 16.13 | 2 |
Countries ranked near Malaysia
More financial sector data for Malaysia
- Reserve position in the IMF, US dollar, annual growth rate 5.91 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0027 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 35.78 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 0.8573 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.002 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 26.13 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 5.91 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0027 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 35.78 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 0.8573 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Malaysia?
- Stock price volatility in Malaysia was 16.13 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Malaysia?
- The highest recorded value was 53.2 in 1999.
- What is the lowest stock price volatility recorded in Malaysia?
- The lowest recorded value was 7.72 in 2017.
- How does Malaysia rank for stock price volatility?
- Malaysia ranks 61st out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Malaysia?
- Over the last ten years it is up 74.5%. The long-run trend across the full record is volatile.
- Where does this Malaysia 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.