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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 03/15/2024

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 16.1 30.0 92.8
Meta Platforms Inc (NASDAQ:META) 11.3 27.0 80.0
Eli Lilly & Company (NYSE:LLY) 8.4 17.2 55.8
Advanced Micro Devices (NASDAQ:AMD) 15.5 30.5 93.9
Netflix Inc (NASDAQ:NFLX) 7.9 18.7 69.7
General Electric Co (NYSE:GE) 6.7 18.1 44.1
Amazon.Com Inc (NASDAQ:AMZN) 6.9 19.0 62.2
Salesforce Inc (NYSE:CRM) 6.1 22.2 55.7
Caterpillar Inc (NYSE:CAT) 6.1 14.5 54.3
American International Group (NYSE:AIG) 4.6 19.6 49.0
Microsoft Corp (NASDAQ:MSFT) 6.4 16.0 46.5
International Business Machines Corp (NYSE:IBM) 7.1 14.7 37.3
Accenture Ltd (NYSE:ACN) 6.4 14.8 41.3
Oracle Corp (NYSE:ORCL) 14.2 19.7 62.1
Intel Corp (NASDAQ:INTC) 10.9 21.7 77.9
Costco Wholesale Corp (NASDAQ:COST) 10.4 16.6 36.7
JPMorgan Chase and Co (NYSE:JPM) 4.8 14.1 38.3
Wells Fargo & Company (NYSE:WFC) 5.4 17.1 53.7
Adobe Systems Inc (NASDAQ:ADBE) 9.4 35.5 68.5
Alphabet Inc (NASDAQ:GOOG) 7.9 17.2 58.8
Alphabet Inc Class A (NASDAQ:GOOGL) 7.6 16.9 58.6
Capital One Financial Cp (NYSE:COF) 6.2 21.0 56.9
Qualcomm Inc (NASDAQ:QCOM) 9.9 22.7 59.8
Linde plc (NASDAQ:LIN) 3.0 12.0 36.2
Booking Holdings, Inc (NASDAQ:BKNG) 8.2 20.3 51.6
Simon Property Group (NYSE:SPG) 6.4 23.0 47.8
Emerson Electric Co (NYSE:EMR) 4.9 13.1 45.2
Berkshire Hathaway Cl B (NYSE:BRKB) 3.5 10.3 26.1
Mastercard Incorporated (NYSE:MA) 4.6 15.3 32.1
American Express Co (NYSE:AXP) 6.0 18.1 49.1
Visa Inc (NYSE:V) 3.9 13.1 29.3
Walmart Inc (NYSE:WMT) 4.6 11.5 30.2
Fedex Corp (NYSE:FDX) 7.1 20.8 51.5
Home Depot Inc (NYSE:HD) 5.3 13.8 40.6
Metlife Inc (NYSE:MET) 5.0 16.5 52.2
Citigroup (NYSE:C) 5.4 17.2 48.7
Union Pacific Corp (NYSE:UNP) 6.1 14.8 42.3
Blackrock Incorporated (NYSE:BLK) 6.0 15.1 40.7
General Dynamics Corp (NYSE:GD) 3.6 11.7 33.3
ConocoPhillips (NYSE:COP) 5.4 19.0 54.1
Bank Of America Corp (NYSE:BAC) 5.2 15.9 50.8
Goldman Sachs Group Inc (NYSE:GS) 5.5 14.9 43.6
Bank of New York Mellon Corporation (NYSE:BK) 6.8 15.5 45.4
Lowes Companies Inc (NYSE:LOW) 6.0 16.8 45.3
Colgate-Palmolive Co (NYSE:CL) 3.8 10.1 30.6
Walt Disney Company (NYSE:DIS) 7.3 17.2 53.3
Comcast Corp Cl A (NASDAQ:CMCSA) 6.5 14.8 46.3
US Bancorp (NYSE:USB) 7.5 19.2 75.1
General Motors Company (NYSE:GM) 7.5 19.8 64.1
Abbott Laboratories (NYSE:ABT) 5.4 13.9 38.0
Danaher Corp (NYSE:DHR) 5.8 14.2 45.4
AbbVie Inc (NYSE:ABBV) 5.7 14.2 37.0
Amgen Inc (NASDAQ:AMGN) 6.1 13.6 42.2
Procter & Gamble Co (NYSE:PG) 3.5 10.0 28.2
Merck & Co (NYSE:MRK) 5.3 11.8 36.1
Apple Inc (NASDAQ:AAPL) 6.6 16.4 38.8
Charles Schwab Corp (NYSE:SCHW) 8.1 19.5 77.9
T-Mobile US Inc (NASDAQ:TMUS) 4.6 13.3 34.2
Exxon Mobil Corporation (NYSE:XOM) 4.8 15.0 47.6
Thermo Fischer Scientific Inc (NYSE:TMO) 5.8 14.6 42.5
Medtronic PLC (NYSE:MDT) 5.0 12.7 39.2
Verizon Communications (NYSE:VZ) 4.7 11.1 46.1
Mondelez International Inc (NASDAQ:MDLZ) 5.1 11.2 33.5
Kinder Morgan Inc (NYSE:KMI) 5.1 15.4 33.9
UnitedHealth Group Inc (NYSE:UNH) 6.6 14.7 41.5
Honeywell International (NASDAQ:HON) 5.3 12.9 33.8
McDonalds Corp (NYSE:MCD) 6.5 12.6 27.7
Morgan Stanley (NYSE:MS) 7.2 16.8 49.0
Target Corporation (NYSE:TGT) 10.5 22.8 61.0
Ford Motor Co (NYSE:F) 9.3 21.8 68.9
CVS Health Corporation (NYSE:CVS) 6.4 14.9 48.1
Johnson & Johnson (NYSE:JNJ) 4.4 10.1 31.0
3M Company (NYSE:MMM) 8.8 16.3 54.9
Southern Company (NYSE:SO) 4.4 12.2 35.7
Chevron Corp (NYSE:CVX) 5.2 16.2 44.7
Cisco Systems Inc (NASDAQ:CSCO) 5.7 15.7 39.1
Coca-Cola Co (NYSE:KO) 4.1 10.3 25.2
Texas Instruments Inc (NASDAQ:TXN) 6.6 15.8 45.5
Philip Morris International (NYSE:PM) 4.9 12.5 32.5
Duke Energy Corp (NYSE:DUK) 4.3 11.3 35.3
American Tower Corp (NYSE:AMT) 6.6 15.2 50.2
RTX Corporation (NYSE:RTX) 4.7 13.4 44.5
Altria Group Inc (NYSE:MO) 6.4 13.9 37.0
Pepsico Inc (NASDAQ:PEP) 4.1 10.3 29.4
AT&T Inc (NYSE:T) 6.1 14.2 51.5
Gilead Sciences Inc (NASDAQ:GILD) 6.3 13.5 43.9
Boeing Co (NYSE:BA) 10.8 24.6 58.5
Lockheed Martin Corp (NYSE:LMT) 4.7 12.7 34.0
Starbucks Corporation (NASDAQ:SBUX) 6.0 15.9 42.9
Tesla Inc (NASDAQ:TSLA) 15.0 33.4 100.8
Kraft Heinz Company (NASDAQ:KHC) 7.0 17.4 34.2
Exelon Corporation (NASDAQ:EXC) 4.9 13.7 42.0
PayPal Holdings Inc (NASDAQ:PYPL) 8.8 24.0 76.2
Charter Communications (NASDAQ:CHTR) 8.1 19.1 71.3
Nike Inc Cl B (NYSE:NKE) 7.5 17.5 52.3
United Parcel Service Inc (NYSE:UPS) 7.0 16.7 47.9
NextEra Energy (NYSE:NEE) 7.1 15.5 53.4
Bristol-Myers Squibb Co (NYSE:BMY) 6.4 12.9 38.2
Pfizer Inc (NYSE:PFE) 8.1 15.6 45.5
Walgreens Boots Alliance Inc (NASDAQ:WBA) 7.7 18.9 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.