ABG Analytics logo
 

Value at Risk (VaR) Estimates for Individual Stocks

In the table below, we report Value at Risk (VaR) estimates for individual stocks over three time frames. The values are based on our volatility forecasts.

Value at Risk estimates how much loss an investment may experience over a specified period of time with a specified degree of probability. One way to phrase the question that VaR seeks to answer is "With 95% confidence, what is the most one would expect investment to lose over the next week (or month, or year)?"

We report 5% VaR estimates in percentage terms. For example a stock with a VaR of 10% over the next month has an estimated 5% probability of losing 10% or more. Put differently, there is a 95% estimated probability that the stock would not lose more than 10% of its value.

Value at Risk Estimates (5%)

Data updated through market close on 03/22/2024

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 11.9 27.5 91.2
Meta Platforms Inc (NASDAQ:META) 7.2 15.7 79.4
Eli Lilly & Company (NYSE:LLY) 7.6 16.4 55.7
Netflix Inc (NASDAQ:NFLX) 7.7 17.8 69.5
General Electric Co (NYSE:GE) 5.6 17.5 43.6
Advanced Micro Devices (NASDAQ:AMD) 14.5 29.6 91.4
Amazon.Com Inc (NASDAQ:AMZN) 6.6 18.0 61.6
Salesforce Inc (NYSE:CRM) 7.8 21.8 54.7
Caterpillar Inc (NYSE:CAT) 5.4 14.4 54.0
Microsoft Corp (NASDAQ:MSFT) 5.8 15.0 45.8
American International Group (NYSE:AIG) 4.9 20.0 48.8
Capital One Financial Cp (NYSE:COF) 7.4 21.1 56.7
JPMorgan Chase and Co (NYSE:JPM) 3.5 14.2 38.5
International Business Machines Corp (NYSE:IBM) 6.2 14.0 36.4
Wells Fargo & Company (NYSE:WFC) 5.2 17.5 53.7
Intel Corp (NASDAQ:INTC) 8.9 21.1 76.7
Costco Wholesale Corp (NASDAQ:COST) 7.7 14.4 36.5
Alphabet Inc Class A (NASDAQ:GOOGL) 7.9 17.0 58.8
Alphabet Inc (NASDAQ:GOOG) 7.8 16.8 58.9
Simon Property Group (NYSE:SPG) 5.4 23.3 47.7
Oracle Corp (NYSE:ORCL) 8.1 16.9 62.0
Booking Holdings, Inc (NASDAQ:BKNG) 7.7 19.3 51.8
Qualcomm Inc (NASDAQ:QCOM) 9.9 22.7 59.5
Citigroup (NYSE:C) 4.3 17.1 49.1
American Express Co (NYSE:AXP) 5.5 18.1 45.8
Adobe Systems Inc (NASDAQ:ADBE) 19.4 31.2 68.5
Home Depot Inc (NYSE:HD) 5.3 14.0 40.7
Linde plc (NASDAQ:LIN) 4.1 11.9 36.0
Berkshire Hathaway Cl B (NYSE:BRKB) 3.4 10.3 26.0
Mastercard Incorporated (NYSE:MA) 4.2 15.4 32.1
Lowes Companies Inc (NYSE:LOW) 8.0 17.9 45.3
Emerson Electric Co (NYSE:EMR) 3.9 12.2 45.0
Bank Of America Corp (NYSE:BAC) 4.3 15.8 51.1
Accenture Ltd (NYSE:ACN) 15.2 24.3 45.2
Union Pacific Corp (NYSE:UNP) 5.6 14.7 42.1
Fedex Corp (NYSE:FDX) 6.9 22.0 51.4
Walmart Inc (NYSE:WMT) 4.1 11.2 30.1
Goldman Sachs Group Inc (NYSE:GS) 6.5 15.8 44.3
Metlife Inc (NYSE:MET) 4.3 16.7 52.2
Visa Inc (NYSE:V) 3.8 13.7 29.2
Bank of New York Mellon Corporation (NYSE:BK) 7.0 16.9 45.5
General Dynamics Corp (NYSE:GD) 3.5 11.6 33.1
Charles Schwab Corp (NYSE:SCHW) 6.6 18.9 77.6
Blackrock Incorporated (NYSE:BLK) 6.1 15.8 41.2
General Motors Company (NYSE:GM) 7.1 19.5 61.8
US Bancorp (NYSE:USB) 7.3 19.6 75.4
ConocoPhillips (NYSE:COP) 4.6 18.7 53.2
Colgate-Palmolive Co (NYSE:CL) 3.6 10.0 28.5
Walt Disney Company (NYSE:DIS) 7.1 17.1 53.3
Amgen Inc (NASDAQ:AMGN) 5.3 13.1 42.0
Merck & Co (NYSE:MRK) 4.9 11.4 35.8
Comcast Corp Cl A (NASDAQ:CMCSA) 5.8 14.6 46.1
Danaher Corp (NYSE:DHR) 5.8 13.9 45.4
AbbVie Inc (NYSE:ABBV) 6.4 14.0 37.1
Abbott Laboratories (NYSE:ABT) 7.1 14.6 38.4
Ford Motor Co (NYSE:F) 9.6 21.9 68.5
Procter & Gamble Co (NYSE:PG) 3.4 9.9 28.1
T-Mobile US Inc (NASDAQ:TMUS) 4.3 13.0 34.0
Apple Inc (NASDAQ:AAPL) 9.1 17.8 39.4
Kinder Morgan Inc (NYSE:KMI) 4.3 15.1 33.4
Exxon Mobil Corporation (NYSE:XOM) 4.1 14.5 46.7
Verizon Communications (NYSE:VZ) 4.1 10.6 46.0
Mondelez International Inc (NASDAQ:MDLZ) 4.4 10.7 33.3
Honeywell International (NASDAQ:HON) 4.7 12.6 33.7
Target Corporation (NYSE:TGT) 7.5 22.7 60.7
McDonalds Corp (NYSE:MCD) 5.4 11.6 27.7
CVS Health Corporation (NYSE:CVS) 6.2 14.7 47.9
Thermo Fischer Scientific Inc (NYSE:TMO) 5.4 14.4 42.0
3M Company (NYSE:MMM) 7.4 15.6 54.7
Morgan Stanley (NYSE:MS) 6.5 16.5 49.5
Southern Company (NYSE:SO) 4.0 12.0 35.6
Medtronic PLC (NYSE:MDT) 5.0 12.4 38.8
UnitedHealth Group Inc (NYSE:UNH) 6.0 14.4 41.2
Johnson & Johnson (NYSE:JNJ) 4.2 9.8 30.2
Duke Energy Corp (NYSE:DUK) 3.9 11.1 35.3
Coca-Cola Co (NYSE:KO) 4.0 10.1 25.1
Cisco Systems Inc (NASDAQ:CSCO) 5.3 15.3 39.1
American Tower Corp (NYSE:AMT) 6.4 15.0 49.9
Chevron Corp (NYSE:CVX) 5.1 16.2 42.7
RTX Corporation (NYSE:RTX) 4.0 13.1 44.6
Philip Morris International (NYSE:PM) 5.4 13.1 32.8
Texas Instruments Inc (NASDAQ:TXN) 6.8 16.0 45.3
Pepsico Inc (NASDAQ:PEP) 4.6 10.6 30.1
Boeing Co (NYSE:BA) 9.5 23.7 58.8
Kraft Heinz Company (NASDAQ:KHC) 7.9 17.7 34.2
Altria Group Inc (NYSE:MO) 6.0 14.8 36.5
Lockheed Martin Corp (NYSE:LMT) 4.9 12.8 34.0
Gilead Sciences Inc (NASDAQ:GILD) 5.8 12.8 44.0
Exelon Corporation (NASDAQ:EXC) 4.5 13.6 42.1
AT&T Inc (NYSE:T) 5.5 14.2 51.3
Starbucks Corporation (NASDAQ:SBUX) 6.2 15.8 42.9
Tesla Inc (NASDAQ:TSLA) 14.9 33.2 96.6
PayPal Holdings Inc (NASDAQ:PYPL) 9.3 24.7 76.3
Charter Communications (NASDAQ:CHTR) 7.1 18.7 70.6
United Parcel Service Inc (NYSE:UPS) 6.7 16.6 46.9
NextEra Energy (NYSE:NEE) 6.2 15.0 53.6
Nike Inc Cl B (NYSE:NKE) 7.0 20.2 53.8
Bristol-Myers Squibb Co (NYSE:BMY) 5.8 12.2 38.1
Pfizer Inc (NYSE:PFE) 6.2 14.4 45.4
Walgreens Boots Alliance Inc (NASDAQ:WBA) 7.9 18.7 67.1


Value at Risk measures have several known limitations. Positions can and do lose more than stated VaR values, and the misuse of VaR by financial institutions has been implicated in the 2008 financial crisis. We publish the our value at risk measures as a rough guide to the riskiness of individual stocks projected from recent market conditions. We update this report at the end of each week. For a separate view on stock volatility, see our stock volatility forecasts. Sign up to receive Update Notifications.