Stock price volatility in Russia
Russia: Stock price volatility was 12.32 in 2021. ◆ Volatile
Stock price volatility in Russia, 1995–2021
Source: Bloomberg.
Analysis
The most recent figure for stock price volatility in Russia is 12.32, measured in 2021.
Compared with earlier readings it is down 40.7% over ten years.
Over the whole period, stock price volatility in Russia peaked at 69.16 in 2004 and was at its lowest, 12.32, in 2017.
That places Russia 78th out of 86 countries with data for 2021, putting it in the bottom quarter.
The series is highly variable year to year, so single readings are best treated with caution.
Stock price volatility in Russia, year by year
| Year | Value | Change |
|---|---|---|
| 1995 | 27.55 | — |
| 1996 | 28 | +1.6% |
| 1997 | 33.46 | +19.5% |
| 1998 | 32.43 | -3.1% |
| 1999 | 29.17 | -10.1% |
| 2000 | 35.73 | +22.5% |
| 2001 | 34.45 | -3.6% |
| 2002 | 26.32 | -23.6% |
| 2003 | 54.22 | +106.0% |
| 2004 | 69.16 | +27.6% |
| 2005 | 50.01 | -27.7% |
| 2006 | 27.65 | -44.7% |
| 2007 | 24 | -13.2% |
| 2008 | 26.1 | +8.7% |
| 2009 | 21.8 | -16.5% |
| 2010 | 17.55 | -19.5% |
| 2011 | 20.78 | +18.4% |
| 2012 | 23.12 | +11.3% |
| 2013 | 21.1 | -8.7% |
| 2014 | 17.41 | -17.5% |
| 2015 | 14.84 | -14.7% |
| 2016 | 13.29 | -10.4% |
| 2017 | 12.32 | -7.3% |
| 2018 | 12.32 | +0.0% |
| 2019 | 12.32 | +0.0% |
| 2020 | 12.32 | +0.0% |
| 2021 | 12.32 | +0.0% |
Russia compared with similar countries
- Russia's 12.32 is below the median for high income countries, which is 20.18, 61% of the median. (49 countries reporting)
- Russia's 12.32 is below the median for Europe & Central Asia, which is 20.73, 59% of the median. (36 countries reporting)
Biggest year-on-year movements
Years where Stock price volatility in Russia changed far more than this series normally does. A large move can be a real event or a change in how the figure was measured — the source note below says who published it.
| Year | Change | From | To |
|---|---|---|---|
| 2003 | +106.0% | 26.32 | 54.22 |
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1990s | 30.12 | 27.55 | 33.46 | 5 |
| 2000s | 36.94 | 21.8 | 69.16 | 10 |
| 2010s | 16.51 | 12.32 | 23.12 | 10 |
| 2020s | 12.32 | 12.32 | 12.32 | 2 |
Countries ranked near Russia
More financial sector data for Russia
- Reserve position in the IMF, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.002 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 34.9 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 0 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0014 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 25.48 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 5.01 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.002 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 34.9 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 0 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Russia?
- Stock price volatility in Russia was 12.32 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Russia?
- The highest recorded value was 69.16 in 2004.
- What is the lowest stock price volatility recorded in Russia?
- The lowest recorded value was 12.32 in 2017.
- How does Russia rank for stock price volatility?
- Russia ranks 78th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Russia?
- Over the last ten years it is down 40.7%. The long-run trend across the full record is volatile.
- Where does this Russia 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 — 27 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.