Stock Price Volatility
Asia 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 ↑ | Philippines | 25.13 | 2020 | 7 | 17.08 |
| 2 ↑ | India | 24.87 | 2020 | 12 | 12.8 |
| 3 ↑ | South Korea | 21.55 | 2020 | 11 | 13.82 |
| 4 ↑ | Thailand | 20.71 | 2020 | 15 | 11.13 |
| 5 ↓ | Hong Kong | 20.5 | 2020 | 4 | 18.33 |
| 6 ↓ | Laos | 20.23 | 2020 | 5 | 17.79 |
| 7 ↓ | China | 20.11 | 2020 | 2 | 19.72 |
| 8 ↑ | Indonesia | 19.38 | 2020 | 10 | 14.59 |
| 9 ↓ | Japan | 19.16 | 2020 | 8 | 16.36 |
| 10 ↓ | Pakistan | 18.91 | 2020 | 9 | 14.75 |
| 11 ↑ | Singapore | 18.15 | 2020 | 13 | 12.39 |
| 12 ↓ | Vietnam | 17.85 | 2020 | 3 | 18.55 |
| 13 ↑ | Bangladesh | 17.41 | 2020 | 16 | 10.98 |
| 14 ↓ | Russia | 15.61 | 2020 | 1 | 20.07 |
| 15 ↑ | Malaysia | 13.69 | 2020 | 17 | 9.84 |
| 16 ↑ | Sri Lanka | 13.38 | 2020 | 18 | 7.41 |
| 17 ↓ | Kazakhstan | 12.11 | 2020 | 14 | 11.94 |
| 18 ↓ | Mongolia | 12.08 | 2020 | 6 | 17.29 |
The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.
