Volatility of Stock Price Index for Canada
DDSM01CAA066NWDB • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
22.87
Year-over-Year Change
-39.07%
Date Range
1/1/1984 - 1/1/2021
Summary
The Volatility of Stock Price Index for Canada measures the day-to-day fluctuations in the country's major stock market index. This economic indicator is closely watched by investors, policymakers, and analysts to gauge overall market risk and sentiment.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
The Volatility of Stock Price Index for Canada tracks the standard deviation of daily returns for the country's leading stock index. It provides a quantitative measure of market uncertainty and risk that is useful for investment strategies, economic forecasting, and policy decisions.
Methodology
The data is calculated based on the daily closing values of the specified Canadian stock market index.
Historical Context
This volatility measure is often referenced by the Bank of Canada and other institutions when assessing financial stability and market conditions.
Key Facts
- Canada's main stock index is the S&P/TSX Composite.
- Volatility peaked during the 2008-2009 global financial crisis.
- High volatility can signal increased market risk and uncertainty.
FAQs
Q: What does this economic trend measure?
A: The Volatility of Stock Price Index for Canada quantifies the day-to-day fluctuations in the country's leading stock market index.
Q: Why is this trend relevant for users or analysts?
A: This volatility measure is closely watched by investors, policymakers, and economists as an indicator of overall market risk and sentiment.
Q: How is this data collected or calculated?
A: The data is calculated based on the daily closing values of Canada's primary stock market index.
Q: How is this trend used in economic policy?
A: The Bank of Canada and other institutions reference this volatility measure when assessing financial stability and market conditions.
Q: Are there update delays or limitations?
A: The data is published with minimal delays and provides a timely view of fluctuations in the Canadian stock market.
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Citation
U.S. Federal Reserve, Volatility of Stock Price Index for Canada (DDSM01CAA066NWDB), retrieved from FRED.