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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 04/09/2021

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 18.8 37.2 150.5
General Motors Company (NYSE:GM) 10.4 20.3 99.7
Ford Motor Co (NYSE:F) 9.3 18.3 88.6
Capital One Financial Cp (NYSE:COF) 6.1 19.2 112.9
Fedex Corp (NYSE:FDX) 7.7 16.3 89.5
NVIDIA Corporation (NASDAQ:NVDA) 8.3 25.1 99.8
Lowes Companies Inc (NYSE:LOW) 5.3 16.9 83.5
Morgan Stanley (NYSE:MS) 6.5 16.8 90.0
Apple Inc (NASDAQ:AAPL) 5.2 15.4 76.5
Target Corporation (NYSE:TGT) 6.8 17.2 70.8
American International Group (NYSE:AIG) 7.0 18.9 110.2
Qualcomm Inc (NASDAQ:QCOM) 8.5 20.3 88.2
Alphabet Inc (NASDAQ:GOOG) 7.0 15.4 65.5
Alphabet Inc Class A (NASDAQ:GOOGL) 7.3 15.4 65.6
Goldman Sachs Group Inc (NYSE:GS) 6.1 15.2 82.6
General Electric Co (NYSE:GE) 10.1 21.3 108.4
Walt Disney Company (NYSE:DIS) 6.5 14.8 78.4
Metlife Inc (NYSE:MET) 5.8 18.2 93.6
Simon Property Group (NYSE:SPG) 7.5 20.9 140.0
Caterpillar Inc (NYSE:CAT) 7.1 15.6 74.7
Facebook Inc (NASDAQ:FB) 8.2 19.0 75.8
Blackrock Incorporated (NYSE:BLK) 5.8 14.3 76.1
Booking Holdings, Inc (NASDAQ:BKNG) 6.8 17.5 84.5
United Parcel Service Inc (NYSE:UPS) 4.9 14.0 67.3
Texas Instruments Inc (NASDAQ:TXN) 7.7 16.0 73.9
Emerson Electric Co (NYSE:EMR) 5.5 14.5 85.2
Boeing Co (NYSE:BA) 8.5 21.2 134.5
Bank Of America Corp (NYSE:BAC) 6.0 16.2 91.9
Accenture Ltd (NYSE:ACN) 4.1 12.2 65.7
JPMorgan Chase and Co (NYSE:JPM) 5.3 14.4 84.0
Amazon.Com Inc (NASDAQ:AMZN) 5.2 15.9 62.9
Home Depot Inc (NYSE:HD) 4.5 12.3 70.4
Citigroup (NYSE:C) 6.2 17.4 105.8
Honeywell International (NYSE:HON) 4.2 12.1 71.0
US Bancorp (NYSE:USB) 4.8 14.0 90.6
American Express Co (NYSE:AXP) 5.8 15.5 97.0
Danaher Corp (NYSE:DHR) 5.2 11.8 57.5
Adobe Systems Inc (NASDAQ:ADBE) 5.8 16.3 77.5
Nike Inc Cl B (NYSE:NKE) 7.9 15.4 67.6
Starbucks Corporation (NASDAQ:SBUX) 5.4 13.8 73.2
rmo Fisher Scientific Inc (NYSE:TMO) 5.8 13.6 65.2
Microsoft Corp (NASDAQ:MSFT) 6.0 14.9 69.9
Schlumberger Ltd (NYSE:SLB) 10.0 21.8 126.1
Netflix Inc (NASDAQ:NFLX) 9.4 22.4 84.0
Union Pacific Corp (NYSE:UNP) 6.0 14.2 70.7
Kraft Heinz Company (NASDAQ:KHC) 7.2 17.5 75.4
Oracle Corp (NYSE:ORCL) 6.6 13.8 65.6
ConocoPhillips (NYSE:COP) 10.5 22.3 116.7
Abbott Laboratories (NYSE:ABT) 5.6 12.7 63.9
Comcast Corp Cl A (NASDAQ:CMCSA) 5.6 13.1 62.7
UnitedHealth Group Inc. (NYSE:UNH) 5.2 13.1 74.7
Mastercard Incorporated (NYSE:MA) 5.2 14.6 78.5
Berkshire Hathaway Cl B (NYSE:BRKB) 4.2 10.7 54.9
AbbVie Inc (NYSE:ABBV) 6.7 16.4 64.4
Bank of New York Mellon Corporation (NYSE:BK) 5.5 15.4 78.8
Wells Fargo & Company (NYSE:WFC) 5.7 16.7 97.3
NextEra Energy (NYSE:NEE) 5.1 11.8 67.1
General Dynamics Corp (NYSE:GD) 4.7 11.8 63.0
3M Company (NYSE:MMM) 5.6 12.2 62.8
Charter Communications (NASDAQ:CHTR) 7.6 15.7 59.5
McDonalds Corp (NYSE:MCD) 4.6 11.2 62.6
Altria Group Inc (NYSE:MO) 4.7 13.2 60.5
Exxon Mobil Corporation (NYSE:XOM) 7.4 15.8 85.9
Visa Inc (NYSE:V) 4.7 13.3 68.7
Eli Lilly & Company (NYSE:LLY) 8.3 16.3 71.2
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 8.3 17.1 80.1
Raytheon Technologies Corporation (NYSE:RTX) 5.1 13.9 87.4
Cisco Systems Inc (NASDAQ:CSCO) 5.1 14.6 69.4
CVS Health Corporation (NYSE:CVS) 6.0 14.6 65.5
Medtronic PLC (NYSE:MDT) 4.3 11.0 63.4
Philip Morris International (NYSE:PM) 4.9 14.1 66.0
Allstate Corporation (NYSE:ALL) 4.9 11.0 68.0
Chevron Corp (NYSE:CVX) 6.6 16.0 95.0
Exelon Corporation (NASDAQ:EXC) 3.5 11.8 75.7
Costco Wholesale Corp (NASDAQ:COST) 4.5 11.3 47.9
Procter & Gamble Co (NYSE:PG) 3.7 10.2 52.5
Intel Corp (NASDAQ:INTC) 6.9 18.2 89.3
Walmart Inc (NYSE:WMT) 4.5 12.8 51.0
Duke Energy Corp (NYSE:DUK) 3.9 10.6 63.6
International Business Machines Corporation (NYSE:IBM) 5.7 13.7 67.4
Mondelez International Inc (NASDAQ:MDLZ) 4.6 12.0 54.2
Colgate-Palmolive Co (NYSE:CL) 3.9 10.5 51.3
Amgen Inc (NASDAQ:AMGN) 5.9 13.5 61.9
Johnson & Johnson (NYSE:JNJ) 3.8 9.9 50.2
Pfizer Inc (NYSE:PFE) 3.9 11.8 58.0
Kinder Morgan Inc (NYSE:KMI) 6.1 18.0 88.8
Coca-Cola Co (NYSE:KO) 4.5 9.9 55.6
Southern Company (NYSE:SO) 4.0 11.1 71.5
Pepsico Inc (NASDAQ:PEP) 4.1 10.2 57.7
Bristol-Myers Squibb Co (NYSE:BMY) 7.4 14.9 50.4
Lockheed Martin Corp (NYSE:LMT) 4.3 10.9 64.6
AT&T Inc (NYSE:T) 5.6 11.9 57.6
Verizon Communications (NYSE:VZ) 5.2 10.5 41.3
Merck & Co (NYSE:MRK) 5.6 11.7 52.9
Gilead Sciences Inc (NASDAQ:GILD) 6.3 14.9 62.2
Biogen Inc (NASDAQ:BIIB) 11.9 25.2 108.4


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.