Stock price volatility in South Africa

South Africa: Stock price volatility was 23.37 in 2021. β–Ό Falling

Latest (2021)
23.37
Change on year
down 0.3%
World rank
20th
of 86 countries
All-time high
34.38
in 2009
All-time low
11.07
in 1996
Years of data
26
1996–2021

Stock price volatility in South Africa, 1996–2021

1015202530351996200820211996: 11.11997: 12.41998: 23.91999: 26.22000: 19.52001: 19.92002: 21.12003: 202004: 17.12005: 13.82006: 17.72007: 20.52008: 23.62009: 34.42010: 23.92011: 17.12012: 16.82013: 13.42014: 13.52015: 14.42016: 17.92017: 14.92018: 13.12019: 15.82020: 23.42021: 23.4

Source: Bloomberg.

Analysis

South Africa recorded 23.37 for stock price volatility in 2021.

Compared with earlier readings it is down 0.3% on the previous year and up 36.7% over ten years.

Over the whole period, stock price volatility in South Africa peaked at 34.38 in 2009 and was at its lowest, 11.07, in 1996.

South Africa ranks 20th of 86 countries on this measure, in the top quarter.

The long-run direction has been consistently falling across the 26 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
1990s 18.41 11.07 26.23 4
2000s 20.76 13.77 34.38 10
2010s 16.09 13.11 23.94 10
2020s 23.41 23.37 23.45 2

Countries ranked near South Africa

  1. 17 France 24.62 compare
  2. 18 Germany 24.38 compare
  3. 19 Hungary 23.69 compare
  4. 21 Portugal 23.25 compare
  5. 22 Thailand 23.2 compare
  6. 23 Canada 22.87 compare

See the full ranking of 86 places β†’

More financial sector data for South Africa

All data for South Africa β†’

Frequently asked questions

What is stock price volatility in South Africa?
Stock price volatility in South Africa was 23.37 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in South Africa?
The highest recorded value was 34.38 in 2009.
What is the lowest stock price volatility recorded in South Africa?
The lowest recorded value was 11.07 in 1996.
How does South Africa rank for stock price volatility?
South Africa ranks 20th out of 86 countries with data for 2021.
Is stock price volatility rising or falling in South Africa?
Over the last ten years it is up 36.7%. The long-run trend across the full record is falling.
Where does this South Africa data come from?
The figures come from Bloomberg, published as part of Stock price volatility. Statizoid updates them automatically from the source API.

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Stock price volatility in South Africa. Statizoid, drawing on Bloomberg. Retrieved 19 August 2026, from https://financial-sector.statizoid.com/stat/stock-price-volatility/south-africa/

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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.