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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 01/15/2021

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 18.2 35.9 146.9
NVIDIA Corporation (NASDAQ:NVDA) 12.6 26.9 97.7
Qualcomm Inc (NASDAQ:QCOM) 8.7 20.4 94.3
Target Corporation (NYSE:TGT) 7.3 17.5 70.5
Amazon.Com Inc (NASDAQ:AMZN) 7.7 17.2 62.2
Apple Inc (NASDAQ:AAPL) 8.7 17.3 75.4
Fedex Corp (NYSE:FDX) 8.4 17.8 89.1
rmo Fisher Scientific Inc (NYSE:TMO) 6.9 13.9 63.7
Netflix Inc (NASDAQ:NFLX) 10.8 23.2 80.2
Danaher Corp (NYSE:DHR) 5.7 11.6 54.9
Lowes Companies Inc (NYSE:LOW) 5.2 16.4 84.8
General Motors Company (NYSE:GM) 11.8 22.1 96.4
Nike Inc Cl B (NYSE:NKE) 7.5 15.2 66.4
Blackrock Incorporated (NYSE:BLK) 9.0 16.9 75.6
Eli Lilly & Company (NYSE:LLY) 13.2 21.7 69.5
United Parcel Service Inc (NYSE:UPS) 5.5 14.6 68.2
Morgan Stanley (NYSE:MS) 6.7 17.2 89.6
Adobe Systems Inc (NASDAQ:ADBE) 8.6 17.6 77.0
Caterpillar Inc (NYSE:CAT) 6.1 14.9 73.6
NextEra Energy (NYSE:NEE) 7.2 13.2 64.4
Texas Instruments Inc (NASDAQ:TXN) 5.4 14.4 71.2
Microsoft Corp (NASDAQ:MSFT) 6.9 15.2 69.2
Abbott Laboratories (NYSE:ABT) 6.2 13.1 63.2
Walmart Inc (NYSE:WMT) 5.0 13.1 49.4
AbbVie Inc (NYSE:ABBV) 6.8 16.5 62.9
Charter Communications (NASDAQ:CHTR) 8.3 16.2 56.3
Accenture Ltd (NYSE:ACN) 6.1 13.4 64.3
Goldman Sachs Group Inc (NYSE:GS) 6.9 16.4 82.2
Home Depot Inc (NYSE:HD) 5.7 13.2 69.7
Alphabet Inc (NASDAQ:GOOG) 6.5 14.9 64.5
Costco Wholesale Corp (NASDAQ:COST) 5.5 11.6 47.0
Alphabet Inc Class A (NASDAQ:GOOGL) 6.6 14.8 64.5
Walt Disney Company (NYSE:DIS) 8.1 16.0 77.8
Union Pacific Corp (NYSE:UNP) 6.0 14.1 69.2
UnitedHealth Group Inc. (NYSE:UNH) 6.4 14.1 75.7
Colgate-Palmolive Co (NYSE:CL) 4.3 10.6 51.4
Facebook Inc (NASDAQ:FB) 9.5 19.6 75.4
Honeywell International (NYSE:HON) 5.0 12.4 70.4
Oracle Corp (NYSE:ORCL) 5.4 13.1 64.1
Starbucks Corporation (NASDAQ:SBUX) 6.1 13.9 71.5
Capital One Financial Cp (NYSE:COF) 6.6 19.8 112.0
Johnson & Johnson (NYSE:JNJ) 4.3 9.9 49.7
Ford Motor Co (NYSE:F) 11.4 20.2 85.7
Procter & Gamble Co (NYSE:PG) 4.5 10.4 52.2
Emerson Electric Co (NYSE:EMR) 6.2 15.0 85.1
Comcast Corp Cl A (NASDAQ:CMCSA) 6.9 14.4 61.0
Mondelez International Inc (NASDAQ:MDLZ) 4.9 12.0 53.2
Booking Holdings, Inc (NASDAQ:BKNG) 7.8 18.2 81.5
Amgen Inc (NASDAQ:AMGN) 4.8 12.8 61.8
Berkshire Hathaway Cl B (NYSE:BRKB) 3.6 10.4 54.1
Pepsico Inc (NASDAQ:PEP) 4.4 10.3 57.0
JPMorgan Chase and Co (NYSE:JPM) 4.8 14.8 83.6
Mastercard Incorporated (NYSE:MA) 12.5 18.7 77.0
Kraft Heinz Company (NASDAQ:KHC) 7.7 19.4 75.1
Visa Inc (NYSE:V) 9.3 15.3 66.8
CVS Health Corporation (NYSE:CVS) 6.5 15.0 65.4
Gilead Sciences Inc (NASDAQ:GILD) 6.5 15.1 61.5
Bristol-Myers Squibb Co (NYSE:BMY) 5.6 12.4 51.7
McDonalds Corp (NYSE:MCD) 5.6 12.0 61.7
Duke Energy Corp (NYSE:DUK) 5.4 11.7 63.0
Medtronic PLC (NYSE:MDT) 4.8 11.7 62.2
Metlife Inc (NYSE:MET) 7.1 18.4 92.5
Bank of New York Mellon Corporation (NYSE:BK) 7.7 16.3 78.5
Intel Corp (NASDAQ:INTC) 13.5 19.9 87.2
Biogen Inc (NASDAQ:BIIB) 11.1 25.3 107.7
Verizon Communications (NYSE:VZ) 4.3 9.9 41.1
General Electric Co (NYSE:GE) 8.1 18.9 106.9
Pfizer Inc (NYSE:PFE) 5.0 11.9 57.9
Bank Of America Corp (NYSE:BAC) 6.2 17.7 91.3
American Express Co (NYSE:AXP) 6.4 16.7 95.1
Allstate Corporation (NYSE:ALL) 4.5 10.8 67.3
International Business Machines Corporation (NYSE:IBM) 6.0 13.5 65.6
Exelon Corporation (NASDAQ:EXC) 5.6 13.1 74.8
Cisco Systems Inc (NASDAQ:CSCO) 5.1 14.4 69.8
3M Company (NYSE:MMM) 5.5 12.0 65.1
Merck & Co (NYSE:MRK) 5.8 11.8 53.0
Philip Morris International (NYSE:PM) 5.8 13.0 65.9
Southern Company (NYSE:SO) 7.0 13.2 71.1
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 11.1 19.1 78.6
US Bancorp (NYSE:USB) 6.2 15.1 88.6
Coca-Cola Co (NYSE:KO) 6.5 12.5 55.3
General Dynamics Corp (NYSE:GD) 4.9 11.8 63.3
Lockheed Martin Corp (NYSE:LMT) 5.4 11.8 64.6
Altria Group Inc (NYSE:MO) 4.7 12.6 61.4
Citigroup (NYSE:C) 7.4 22.8 105.3
American International Group (NYSE:AIG) 7.6 18.6 109.1
Chevron Corp (NYSE:CVX) 5.6 16.8 94.2
AT&T Inc (NYSE:T) 6.1 12.4 57.6
Raytheon Technologies Corporation (NYSE:RTX) 6.4 15.5 86.5
Kinder Morgan Inc (NYSE:KMI) 7.0 18.0 86.9
Exxon Mobil Corporation (NYSE:XOM) 9.0 19.6 83.4
ConocoPhillips (NYSE:COP) 9.4 24.0 114.4
Wells Fargo & Company (NYSE:WFC) 8.3 23.7 95.2
Schlumberger Ltd (NYSE:SLB) 11.8 25.0 124.5
Simon Property Group (NYSE:SPG) 14.2 24.9 138.7
Boeing Co (NYSE:BA) 8.3 21.2 132.3


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.