Stock price volatility in Russia

Russia: Stock price volatility was 12.32 in 2021. ◆ Volatile

Latest (2021)
12.32
Change on year
unchanged
World rank
78th
of 86 countries
All-time high
69.16
in 2004
All-time low
12.32
in 2017
Years of data
27
1995–2021

Stock price volatility in Russia, 1995–2021

2040601995200820211995: 27.61996: 281997: 33.51998: 32.41999: 29.22000: 35.72001: 34.52002: 26.32003: 54.22004: 69.22005: 502006: 27.72007: 242008: 26.12009: 21.82010: 17.52011: 20.82012: 23.12013: 21.12014: 17.42015: 14.82016: 13.32017: 12.32018: 12.32019: 12.32020: 12.32021: 12.3

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 75 Bosnia and Herzegovina 13.12 compare
  2. 76 Lithuania 12.77 compare
  3. 77 Serbia 12.36 compare
  4. 79 Kazakhstan 11.47 compare
  5. 80 Bahrain 10.21 compare
  6. 81 Jordan 9.49 compare

See the full ranking of 86 places →

More financial sector data for Russia

All data for Russia →

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

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.