Japan: Stock price volatility
* indicates monthly or quarterly data series
| Japan |
Stock price volatility, percent |
|---|---|
| Latest value | 19.26 |
| Year | 2021 |
| Measure | percent |
| Data availability | 1984 - 2021 |
| Average | 19.68 |
| Min - Max | 9.88 - 38.22 |
| Source | Global Financial Development Database |
| Available for | Data download |
The latest value from 2021 is 19.26 percent, a decline from 19.31 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Japan from 1984 to 2021 is 19.68 percent. The minimum value, 9.88 percent, was reached in 1984 while the maximum of 38.22 percent was recorded in 2009.
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* indicates monthly or quarterly data series
| Recent values | Japan: Stock price volatility |
|---|---|
| 2021 | 19.26 |
| 2020 | 19.31 |
| 2019 | 16.53 |
| 2018 | 13.44 |
| 2017 | 21.03 |
| 2016 | 24.90 |
| 2015 | 18.28 |
| 2014 | 22.28 |
Definition: The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.
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| Related indicators | Latest | Reference | Measure |
|---|---|---|---|
| Stock market capitalization, percent of GDP | 171.60 | 2025 | percent |
| Stock market capitalization, in dollars | 7,610.54 | 2025 | billion U.S. dollars |
| Stock market turnover ratio | 117.02 | 2024 | percent |
| Listed companies | 3,942 | 2025 | companies |
| Stock market value traded | 187.93 | 2025 | percent |
| Stock market return | 22.23 | 2021 | percent |
| Stock market access for smaller firms | 82.65 | 2020 | percent |
| Stock market activity for smaller firms | 83.08 | 2020 | percent |
| Stock price volatility | 19.26 | 2021 | percent |
| Mutual fund assets | 48.09 | 2020 | percent |
| Life insurance volume | 5.42 | 2020 | percent |
| Non-life insurance premium volume | 1.66 | 2020 | percent |
| Pension fund assets to GDP | 30.10 | 2020 | percent |
| Insurance company assets | 80.20 | 2020 | percent |
| Nonbank financial institutions assets to GDP | 149.53 | 2021 | percent |
| Stock market index | 263.91 | 8/2026 | points |