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

1020304050601987200420211987: 59.81988: 48.61989: 22.11990: 29.31991: 36.31992: 27.61993: 20.31994: 23.21995: 22.41996: 17.71997: 19.81998: 34.71999: 35.72000: 24.62001: 27.72002: 23.22003: 18.32004: 18.62005: 182006: 18.52007: 22.62008: 27.22009: 31.42010: 22.72011: 17.42012: 17.82013: 182014: 20.22015: 13.42016: 172017: 16.22018: 14.92019: 17.12020: 25.72021: 27.1

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 6 Chile 29.75 compare
  2. 8 Austria 28.13 compare
  3. 10 Italy 26.72 compare
  4. 11 Poland 26.57 compare
  5. 12 Spain 26.47 compare

See the full ranking of 86 places →

More financial sector data for Philippines

All data for Philippines →

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

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.