Stock Price Volatility
Africa Ranking
percentSource: IMF
Definition of Stock Price Volatility
The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.
Current Rank | Country | Value | Latest Reading | Previous Rank | Previous Value |
---|---|---|---|---|---|
1 | Namibia | 29.56 | 2020 | 1 | 19.6 |
2 ↑ | South Africa | 23.3 | 2020 | 4 | 15.81 |
3 | Egypt | 23.01 | 2020 | 3 | 17.34 |
4 ↓ | Tanzania | 22.52 | 2020 | 2 | 19 |
5 ↑ | Kenya | 16.96 | 2020 | 6 | 13.95 |
6 ↑ | Mauritius | 16.15 | 2020 | 11 | 4.14 |
7 ↑ | Morocco | 16.12 | 2020 | 8 | 8.6 |
8 ↓ | Nigeria | 15.12 | 2020 | 5 | 14.45 |
9 ↓ | Ghana | 13.25 | 2020 | 7 | 11.47 |
10 ↓ | Tunisia | 8.65 | 2020 | 9 | 8.35 |
11 ↓ | Botswana | 3.45 | 2020 | 10 | 4.8 |
The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.