Stock price volatility in Singapore
Singapore: Stock price volatility was 18.39 in 2021. ▼ Falling
Stock price volatility in Singapore, 2000–2021
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.
Stock price volatility in Singapore, year by year
| Year | Value | Change |
|---|---|---|
| 2000 | 23.71 | — |
| 2001 | 22.83 | -3.7% |
| 2002 | 22.35 | -2.1% |
| 2003 | 20.43 | -8.6% |
| 2004 | 17.61 | -13.8% |
| 2005 | 12.12 | -31.2% |
| 2006 | 11.62 | -4.2% |
| 2007 | 16.7 | +43.8% |
| 2008 | 25.26 | +51.3% |
| 2009 | 33.73 | +33.5% |
| 2010 | 23.24 | -31.1% |
| 2011 | 14.28 | -38.6% |
| 2012 | 16.85 | +18.0% |
| 2013 | 11.64 | -30.9% |
| 2014 | 9.68 | -16.9% |
| 2015 | 9.73 | +0.5% |
| 2016 | 14.56 | +49.6% |
| 2017 | 11.76 | -19.2% |
| 2018 | 10.49 | -10.9% |
| 2019 | 12.39 | +18.1% |
| 2020 | 18.2 | +46.9% |
| 2021 | 18.39 | +1.0% |
Singapore compared with similar countries
- Singapore's 18.39 is below the median for high income countries, which is 20.18, 91% of the median. (49 countries reporting)
- Singapore's 18.39 is below the median for East Asia & Pacific, which is 19.86, 93% of the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | 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
More financial sector data for Singapore
- Reserve position in the IMF, US dollar, annual growth rate 8.93 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0023 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 230.78 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 3.73 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0017 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 168.51 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 8.93 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0023 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 230.78 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 3.73 % change on previous year (2025)
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
Stock price volatility is the average of the 360-day volatility of the national stock market index.