10-day Volatility
21.53%
+0.07%+0.33%
29 November 2024
1-month Volatility
22.96%
-1.32%-5.44%
29 November 2024
3-month Volatility
19.46%
+0.26%+1.35%
29 November 2024
1-year Volatility
27.72%
+0.11%+0.40%
29 November 2024
Summary:
MSCI stock 10-day historical volatility is 21.53%, with the most recent change of +0.07% (+0.33%) on 29 November 2024.MSCI Volatility Chart
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MSCI Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | +0.3% | -5.4% | +1.4% | +0.4% |
| 1 m1 month | +29.9% | +16.8% | +1.1% | +0.4% |
| 3 m3 months | +85.4% | +3.9% | -18.9% | -1.5% |
| 6 m6 months | -3.5% | +9.5% | -45.5% | -1.5% |
| ytdytd | +1.6% | -6.0% | -13.8% | -3.5% |
| 1 y1 year | +159.4% | +9.5% | -10.6% | -7.0% |
| 5 y5 years | +12.0% | -9.5% | -34.4% | +0.3% |
MSCI Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 30.12% | -28.5% | 16.57% | -23.0% |
| 3 m | 3 months | 30.12% | -28.5% | 11.31% | -47.5% |
| 6 m | 6 months | 50.16% | -57.1% | 11.31% | -47.5% |
| 1 y | 1 year | 76.91% | -72.0% | 8.30% | -61.4% |
| 3 y | 3 years | 76.91% | -72.0% | 8.30% | -61.4% |
| 5 y | 5 years | 162.50% | -86.8% | 6.59% | -69.4% |
| alltime | all time | 162.50% | -86.8% | 4.28% | -80.1% |
MSCI Stock Volatility History
| Date | Value |
|---|---|
| 2024 | 21.53%(+1.7%) |
| 2023 | 21.18%(-36.0%) |
| 2022 | 33.11%(+55.6%) |
| 2021 | 21.28%(-4.7%) |
| 2020 | 22.33%(+110.5%) |
| 2019 | 10.61%(-74.3%) |
| 2018 | 41.28%(+205.6%) |
| 2017 | 13.51%(+10.6%) |
| 2016 | 12.22%(+16.2%) |
| Date | Value |
|---|---|
| 2015 | 10.52%(-29.4%) |
| 2014 | 14.91%(-11.3%) |
| 2013 | 16.81%(-6.4%) |
| 2012 | 17.96%(-32.2%) |
| 2011 | 26.48%(-1.3%) |
| 2010 | 26.84%(+76.1%) |
| 2009 | 15.24%(-70.0%) |
| 2008 | 50.74%(-39.8%) |
| 2007 | 84.35% |
FAQ
- What is MSCI 10-day historical volatility?
- What is the all time high 10-day volatility for MSCI?
- What is MSCI 10-day historical volatility year-to-date change?
- What is MSCI 10-day volatility year-on-year change?
What is MSCI 10-day historical volatility?
The current 10-day volatility of MSCI is 21.53%
What is the all time high 10-day volatility for MSCI?
MSCI all-time high 10-day historical volatility is 162.50%
What is MSCI 10-day historical volatility year-to-date change?
MSCI 10-day historical volatility has changed by +0.35% (+1.65%) since the beginning of the year
What is MSCI 10-day volatility year-on-year change?
Over the past year, MSCI 10-day historical volatility has changed by +13.23% (+159.40%)