Stock price volatility in Philippines
Philippines: Stock price volatility was 27.07 in 2021. ▼ Falling
Latest (2021)
27.07
Change on year
up 5.2%
World rank
9th
of 86 countries
All-time high
59.79
in 1987
All-time low
13.41
in 2015
Years of data
35
1987–2021
Stock price volatility in Philippines, 1987–2021
Source: Bloomberg.
Analysis
Philippines recorded 27.07 for stock price volatility in 2021.
The figure is up 5.2% on the previous year and up 55.8% over ten years.
Over the whole period, stock price volatility in Philippines peaked at 59.79 in 1987 and was at its lowest, 13.41, in 2015.
That places Philippines 9th out of 86 countries with data for 2021, putting it in the top 10%.
The long-run direction has been consistently falling across the 35 years of available data.
Stock price volatility in Philippines, year by year
| Year | Value | Change |
|---|---|---|
| 1987 | 59.79 | — |
| 1988 | 48.64 | -18.7% |
| 1989 | 22.09 | -54.6% |
| 1990 | 29.3 | +32.7% |
| 1991 | 36.3 | +23.9% |
| 1992 | 27.62 | -23.9% |
| 1993 | 20.28 | -26.6% |
| 1994 | 23.21 | +14.5% |
| 1995 | 22.36 | -3.7% |
| 1996 | 17.72 | -20.7% |
| 1997 | 19.83 | +11.9% |
| 1998 | 34.73 | +75.2% |
| 1999 | 35.65 | +2.7% |
| 2000 | 24.63 | -30.9% |
| 2001 | 27.69 | +12.4% |
| 2002 | 23.17 | -16.3% |
| 2003 | 18.32 | -20.9% |
| 2004 | 18.6 | +1.5% |
| 2005 | 17.95 | -3.5% |
| 2006 | 18.5 | +3.0% |
| 2007 | 22.61 | +22.2% |
| 2008 | 27.16 | +20.1% |
| 2009 | 31.39 | +15.6% |
| 2010 | 22.65 | -27.8% |
| 2011 | 17.38 | -23.3% |
| 2012 | 17.81 | +2.5% |
| 2013 | 18.04 | +1.3% |
| 2014 | 20.25 | +12.2% |
| 2015 | 13.41 | -33.8% |
| 2016 | 16.97 | +26.6% |
| 2017 | 16.22 | -4.4% |
| 2018 | 14.85 | -8.4% |
| 2019 | 17.11 | +15.2% |
| 2020 | 25.74 | +50.5% |
| 2021 | 27.07 | +5.2% |
Philippines compared with similar countries
- Philippines's 27.07 is above the median for upper middle income countries, which is 18.95, 1.4× the median. (24 countries reporting)
- Philippines's 27.07 is above the median for East Asia & Pacific, which is 19.86, 1.4× the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 43.5 | 22.09 | 59.79 | 3 |
| 1990s | 26.7 | 17.72 | 36.3 | 10 |
| 2000s | 23 | 17.95 | 31.39 | 10 |
| 2010s | 17.47 | 13.41 | 22.65 | 10 |
| 2020s | 26.4 | 25.74 | 27.07 | 2 |
Countries ranked near Philippines
More financial sector data for Philippines
- Reserve position in the IMF, US dollar, annual growth rate 7.66 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0015 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 6.23 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 2.52 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0011 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 4.55 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 7.66 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0015 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 6.23 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 2.52 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Philippines?
- Stock price volatility in Philippines was 27.07 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Philippines?
- The highest recorded value was 59.79 in 1987.
- What is the lowest stock price volatility recorded in Philippines?
- The lowest recorded value was 13.41 in 2015.
- How does Philippines rank for stock price volatility?
- Philippines ranks 9th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Philippines?
- Over the last ten years it is up 55.8%. The long-run trend across the full record is falling.
- Where does this Philippines 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 — 35 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.