Stock price volatility in Singapore

Singapore: Stock price volatility was 18.39 in 2021. ▼ Falling

Latest (2021)
18.39
Change on year
up 1.0%
World rank
48th
of 86 countries
All-time high
33.73
in 2009
All-time low
9.68
in 2014
Years of data
22
2000–2021

Stock price volatility in Singapore, 2000–2021

1015202530352000201020212000: 23.72001: 22.82002: 22.42003: 20.42004: 17.62005: 12.12006: 11.62007: 16.72008: 25.32009: 33.72010: 23.22011: 14.32012: 16.92013: 11.62014: 9.72015: 9.72016: 14.62017: 11.82018: 10.52019: 12.42020: 18.22021: 18.4

Source: Bloomberg.

Analysis

In 2021, stock price volatility in Singapore stood at 18.39.

Compared with earlier readings it is up 1.0% on the previous year and up 28.8% over ten years.

Over the whole period, stock price volatility in Singapore peaked at 33.73 in 2009 and was at its lowest, 9.68, in 2014.

Singapore ranks 48th of 86 countries on this measure, in the middle of the range.

The long-run direction has been consistently falling across the 22 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
2000s 20.64 11.62 33.73 10
2010s 13.46 9.68 23.24 10
2020s 18.29 18.2 18.39 2

Countries ranked near Singapore

  1. 45 Latvia 18.87 compare
  2. 46 Iceland 18.55 compare
  3. 47 Lebanon 18.53 compare
  4. 49 North Macedonia 18.36 compare
  5. 50 China 18.24 compare
  6. 51 Switzerland 18.23 compare

See the full ranking of 86 places →

More financial sector data for Singapore

All data for Singapore →

Frequently asked questions

What is stock price volatility in Singapore?
Stock price volatility in Singapore was 18.39 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in Singapore?
The highest recorded value was 33.73 in 2009.
What is the lowest stock price volatility recorded in Singapore?
The lowest recorded value was 9.68 in 2014.
How does Singapore rank for stock price volatility?
Singapore ranks 48th out of 86 countries with data for 2021.
Is stock price volatility rising or falling in Singapore?
Over the last ten years it is up 28.8%. The long-run trend across the full record is falling.
Where does this Singapore 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 — 22 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.