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

102030401988200420211988: 33.61989: 20.21990: 25.61991: 40.31992: 29.71993: 23.61994: 25.61995: 23.51996: 19.31997: 26.81998: 411999: 43.12000: 35.52001: 28.72002: 24.72003: 20.32004: 232005: 20.72006: 15.82007: 23.42008: 24.92009: 32.32010: 25.52011: 19.42012: 20.22013: 16.82014: 18.92015: 13.32016: 14.42017: 12.12018: 9.22019: 11.22020: 21.62021: 23.2

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 19 Hungary 23.69 compare
  2. 20 South Africa 23.37 compare
  3. 21 Portugal 23.25 compare
  4. 23 Canada 22.87 compare
  5. 24 Vietnam 22.5 compare
  6. 25 Sweden 22.48 compare

See the full ranking of 86 places →

More financial sector data for Thailand

All data for Thailand →

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

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.