Stock price volatility in Thailand
Thailand: Stock price volatility was 23.2 in 2021. ▼ Falling
Latest (2021)
23.2
Change on year
up 7.3%
World rank
22nd
of 86 countries
All-time high
43.1
in 1999
All-time low
9.17
in 2018
Years of data
34
1988–2021
Stock price volatility in Thailand, 1988–2021
Source: Bloomberg.
Analysis
The most recent figure for stock price volatility in Thailand is 23.2, measured in 2021.
The figure is up 7.3% on the previous year and up 19.7% over ten years.
Over the whole period, stock price volatility in Thailand peaked at 43.1 in 1999 and was at its lowest, 9.17, in 2018.
That places Thailand 22nd out of 86 countries with data for 2021, putting it in the top quarter.
The long-run direction has been consistently falling across the 34 years of available data.
Stock price volatility in Thailand, year by year
| Year | Value | Change |
|---|---|---|
| 1988 | 33.55 | — |
| 1989 | 20.21 | -39.8% |
| 1990 | 25.62 | +26.8% |
| 1991 | 40.31 | +57.3% |
| 1992 | 29.69 | -26.3% |
| 1993 | 23.6 | -20.5% |
| 1994 | 25.59 | +8.5% |
| 1995 | 23.55 | -8.0% |
| 1996 | 19.34 | -17.9% |
| 1997 | 26.8 | +38.6% |
| 1998 | 41.04 | +53.1% |
| 1999 | 43.1 | +5.0% |
| 2000 | 35.51 | -17.6% |
| 2001 | 28.71 | -19.1% |
| 2002 | 24.74 | -13.8% |
| 2003 | 20.3 | -18.0% |
| 2004 | 23.04 | +13.5% |
| 2005 | 20.71 | -10.1% |
| 2006 | 15.84 | -23.5% |
| 2007 | 23.41 | +47.8% |
| 2008 | 24.87 | +6.3% |
| 2009 | 32.35 | +30.1% |
| 2010 | 25.51 | -21.2% |
| 2011 | 19.39 | -24.0% |
| 2012 | 20.15 | +3.9% |
| 2013 | 16.82 | -16.5% |
| 2014 | 18.94 | +12.6% |
| 2015 | 13.3 | -29.8% |
| 2016 | 14.4 | +8.3% |
| 2017 | 12.1 | -16.0% |
| 2018 | 9.17 | -24.2% |
| 2019 | 11.17 | +21.7% |
| 2020 | 21.62 | +93.6% |
| 2021 | 23.2 | +7.3% |
Thailand compared with similar countries
- Thailand's 23.2 is above the median for upper middle income countries, which is 18.95, 1.2× the median. (24 countries reporting)
- Thailand's 23.2 is above the median for East Asia & Pacific, which is 19.86, 1.2× the median. (14 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 26.88 | 20.21 | 33.55 | 2 |
| 1990s | 29.87 | 19.34 | 43.1 | 10 |
| 2000s | 24.95 | 15.84 | 35.51 | 10 |
| 2010s | 16.1 | 9.17 | 25.51 | 10 |
| 2020s | 22.41 | 21.62 | 23.2 | 2 |
Countries ranked near Thailand
More financial sector data for Thailand
- Reserve position in the IMF, US dollar, annual growth rate 8.39 % 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 16.06 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 3.21 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0015 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 11.73 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 8.39 % 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 16.06 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 3.21 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Thailand?
- Stock price volatility in Thailand was 23.2 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Thailand?
- The highest recorded value was 43.1 in 1999.
- What is the lowest stock price volatility recorded in Thailand?
- The lowest recorded value was 9.17 in 2018.
- How does Thailand rank for stock price volatility?
- Thailand ranks 22nd out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Thailand?
- Over the last ten years it is up 19.7%. The long-run trend across the full record is falling.
- Where does this Thailand 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 — 34 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.