Stock price volatility in New Zealand
New Zealand: Stock price volatility was 16.73 in 2021. ▼ Falling
Stock price volatility in New Zealand, 1992–2021
Source: Bloomberg.
Analysis
The most recent figure for stock price volatility in New Zealand is 16.73, measured in 2021.
Compared with earlier readings it is up 1.9% on the previous year and up 90.2% over ten years.
Over the whole period, stock price volatility in New Zealand peaked at 19.78 in 1998 and was at its lowest, 7.5, in 2015.
New Zealand ranks 58th of 86 countries on this measure, in the middle of the range.
The long-run direction has been consistently falling across the 30 years of available data.
Stock price volatility in New Zealand, year by year
| Year | Value | Change |
|---|---|---|
| 1992 | 12.18 | — |
| 1993 | 12.9 | +5.9% |
| 1994 | 16.84 | +30.6% |
| 1995 | 14.35 | -14.8% |
| 1996 | 10.3 | -28.2% |
| 1997 | 11.09 | +7.7% |
| 1998 | 19.78 | +78.4% |
| 1999 | 19.11 | -3.4% |
| 2000 | 15.32 | -19.8% |
| 2001 | 14.81 | -3.3% |
| 2002 | 12.93 | -12.7% |
| 2003 | 9.87 | -23.7% |
| 2004 | 8 | -18.9% |
| 2005 | 7.62 | -4.8% |
| 2006 | 9.58 | +25.7% |
| 2007 | 9.69 | +1.2% |
| 2008 | 12.82 | +32.2% |
| 2009 | 18.45 | +43.9% |
| 2010 | 12.59 | -31.7% |
| 2011 | 8.8 | -30.1% |
| 2012 | 9.43 | +7.2% |
| 2013 | 8.63 | -8.5% |
| 2014 | 8.19 | -5.1% |
| 2015 | 7.5 | -8.4% |
| 2016 | 8.64 | +15.2% |
| 2017 | 9.01 | +4.3% |
| 2018 | 8.23 | -8.7% |
| 2019 | 9.7 | +17.9% |
| 2020 | 16.42 | +69.3% |
| 2021 | 16.73 | +1.9% |
New Zealand compared with similar countries
- New Zealand's 16.73 is below the median for high income countries, which is 20.18, 83% of the median. (49 countries reporting)
- New Zealand's 16.73 is below the median for East Asia & Pacific, which is 19.86, 84% of the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 14.57 | 10.3 | 19.78 | 8 |
| 2000s | 11.91 | 7.62 | 18.45 | 10 |
| 2010s | 9.07 | 7.5 | 12.59 | 10 |
| 2020s | 16.58 | 16.42 | 16.73 | 2 |
Countries ranked near New Zealand
More financial sector data for New Zealand
- Reserve position in the IMF, US dollar, annual growth rate 6.51 % 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 81.16 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 1.42 % 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 59.26 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 6.51 % 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 81.16 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 1.42 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in New Zealand?
- Stock price volatility in New Zealand was 16.73 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in New Zealand?
- The highest recorded value was 19.78 in 1998.
- What is the lowest stock price volatility recorded in New Zealand?
- The lowest recorded value was 7.5 in 2015.
- How does New Zealand rank for stock price volatility?
- New Zealand ranks 58th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in New Zealand?
- Over the last ten years it is up 90.2%. The long-run trend across the full record is falling.
- Where does this New Zealand 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 — 30 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.