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Indian markets third most volatile in 2007-08: Sebi

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Press Trust of India Mumbai
Last Updated : Jan 20 2013 | 10:38 PM IST

The Indian markets were the most volatile in the world after China and Hong Kong in 2007-08, according to market regulator Sebi.

"Equity markets witnessed unprecedented buoyancy as well as steep corrections in 2007-08. Towards the end of the year, there was steep correction in the indices on account of concerns over domestic inflation and impending global recession," Sebi said in its annual report.

The report said that the annualised volatility of the BSE benchmark index Sensex increased to 30.6 per cent in 2007-08 from 27.6 per cent in the previous year.

Similarly, the NSE Nifty recorded annualised volatility of 32.1 per cent in 2007-08 compared to 28.0 per cent in the previous year.

Annualised volatility is a measure of the amount by which an underlying Index fluctuates.

The BSE Sensex touched the yearly high of 21,206.77 on January 10, 2008, and the lowest level of 12,425.52 on April 2, 2007, in the financial year 2007-08.

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The BSE Sensex and NSE Nifty appreciated by 19.7 per cent and 23.9 per cent, respectively, on March 31, 2008, over March 31, 2007.

The BSE Sensex gained 2,572 points to close at 15,644 on March 31, 2008, from 13,072 on March 31, 2007.

The Nifty also added 913 points to close at 4,735 at the end of March 2008 over 3,822 recorded at the end of March 2007.

India's annual return on a point-to-point basis was the fourth-highest in the world after the HERMES index of Egypt (56.3 per cent)  JCI of Indonesia (33.7 per cent) and IBOV of Brazil (33.1 per cent).

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First Published: Nov 12 2008 | 8:09 PM IST

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