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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 08/16/2019

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Starbucks Corporation (NASDAQ:SBUX) 5.2 11.6 42.5
Procter & Gamble Co (NYSE:PG) 4.7 9.0 35.1
Danaher Corp (NYSE:DHR) 5.5 10.7 39.1
Mastercard Incorporated (NYSE:MA) 8.4 13.5 49.7
McDonalds Corp (NYSE:MCD) 4.7 9.1 34.6
Abbott Laboratories (NYSE:ABT) 7.0 12.8 42.0
Mondelez International Inc (NASDAQ:MDLZ) 6.2 11.5 35.2
Charter Communications (NASDAQ:CHTR) 7.0 15.1 56.8
Visa Inc (NYSE:V) 7.7 12.6 43.9
Microsoft Corp (NASDAQ:MSFT) 8.2 13.8 49.4
Merck & Co (NYSE:MRK) 5.6 10.8 38.5
NextEra Energy (NYSE:NEE) 4.2 9.1 31.0
Walmart Inc (NYSE:WMT) 17.5 13.9 43.2
Costco Wholesale Corp (NASDAQ:COST) 6.4 10.8 39.5
Comcast Corp Cl A (NASDAQ:CMCSA) 6.0 12.2 49.6
American Express Co (NYSE:AXP) 6.3 11.9 40.8
Southern Company (NYSE:SO) 4.8 9.5 33.1
Accenture Ltd (NYSE:ACN) 7.2 11.8 40.3
Walt Disney Company (NYSE:DIS) 7.4 12.4 42.7
Lockheed Martin Corp (NYSE:LMT) 4.9 10.0 41.6
Coca-Cola Co (NYSE:KO) 3.8 8.1 32.3
Pepsico Inc (NASDAQ:PEP) 4.1 8.1 32.6
Adobe Systems Inc (NASDAQ:ADBE) 9.5 16.2 61.5
Kinder Morgan Inc (NYSE:KMI) 6.8 14.8 42.7
Medtronic PLC (NYSE:MDT) 5.0 10.2 38.0
Texas Instruments Inc (NASDAQ:TXN) 8.8 16.3 56.8
Oracle Corp (NYSE:ORCL) 6.6 12.2 45.5
Union Pacific Corp (NYSE:UNP) 7.9 15.0 48.7
Qualcomm Inc (NASDAQ:QCOM) 8.3 16.9 70.5
Colgate-Palmolive Co (NYSE:CL) 5.4 9.9 37.2
Duke Energy Corp (NYSE:DUK) 3.8 8.2 30.0
Honeywell International (NYSE:HON) 6.6 11.3 35.6
AT&T Inc (NYSE:T) 5.2 10.9 43.2
Cisco Systems Inc (NASDAQ:CSCO) 21.6 21.5 49.9
Eli Lilly & Company (NYSE:LLY) 7.9 14.1 42.3
Verizon Communications (NYSE:VZ) 4.5 9.6 38.8
Celgene Corp (NASDAQ:CELG) 6.6 16.1 60.5
Home Depot Inc (NYSE:HD) 7.0 11.8 39.9
Amgen Inc (NASDAQ:AMGN) 8.9 15.1 44.7
Allstate Corporation (NYSE:ALL) 5.1 9.9 38.1
Target Corporation (NYSE:TGT) 7.6 14.6 57.3
American International Group (NYSE:AIG) 9.0 13.0 47.3
Exelon Corporation (NYSE:EXC) 5.3 11.0 31.3
Booking Holdings, Inc (NASDAQ:BKNG) 7.4 15.1 53.8
General Motors Company (NYSE:GM) 7.4 14.9 55.5
Facebook Inc (NASDAQ:FB) 10.8 18.8 68.5
Philip Morris International (NYSE:PM) 4.6 11.4 51.9
Metlife Inc (NYSE:MET) 9.6 14.7 47.0
Nike Inc Cl B (NYSE:NKE) 8.4 13.5 50.5
Johnson & Johnson (NYSE:JNJ) 4.7 9.3 37.5
Boeing Co (NYSE:BA) 8.1 14.6 58.4
US Bancorp (NYSE:USB) 7.6 11.8 35.3
Apple Inc (NASDAQ:AAPL) 8.6 14.9 55.1
Chevron Corp (NYSE:CVX) 7.0 13.4 42.3
Intel Corp (NASDAQ:INTC) 7.1 14.4 61.2
Berkshire Hathaway Cl B (NYSE:BRKB) 5.0 9.5 38.8
Lowes Companies Inc (NYSE:LOW) 6.1 13.5 55.1
Alphabet Inc (NASDAQ:GOOG) 7.4 14.1 52.8
United Parcel Service Inc (NYSE:UPS) 7.7 15.1 49.2
General Dynamics Corp (NYSE:GD) 5.5 10.8 43.2
Alphabet Inc Class A (NASDAQ:GOOGL) 7.3 14.0 52.5
Amazon.Com Inc (NASDAQ:AMZN) 9.8 18.2 61.4
United Technologies Corp (NYSE:UTX) 7.8 12.7 42.9
Ford Motor Co (NYSE:F) 7.2 13.9 53.9
JPMorgan Chase and Co (NYSE:JPM) 8.4 13.7 40.7
UnitedHealth Group Inc. (NYSE:UNH) 6.9 13.2 46.0
International Business Machines Corporation (NYSE:IBM) 7.1 12.1 45.0
Netflix Inc (NASDAQ:NFLX) 11.1 23.9 81.2
Citigroup (NYSE:C) 10.5 17.1 47.5
Raytheon Co (NYSE:RTN) 6.4 11.6 44.1
Blackrock Incorporated (NYSE:BLK) 9.0 14.7 47.1
Bank Of America Corp (NYSE:BAC) 10.3 16.8 47.9
Exxon Mobil Corporation (NYSE:XOM) 8.2 13.3 38.8
Caterpillar Inc (NYSE:CAT) 8.8 16.8 59.2
Capital One Financial Cp (NYSE:COF) 9.7 14.8 48.3
Goldman Sachs Group Inc (NYSE:GS) 8.5 15.3 49.1
Allergan Plc (NYSE:AGN) 6.2 17.1 65.4
Gilead Sciences Inc (NASDAQ:GILD) 6.7 15.6 49.5
Pfizer Inc (NYSE:PFE) 7.5 11.2 38.2
Morgan Stanley (NYSE:MS) 9.2 15.7 50.3
CVS Health Corporation (NYSE:CVS) 6.9 13.7 56.6
Simon Property Group (NYSE:SPG) 6.0 12.0 38.4
Bank of New York Mellon Corporation (NYSE:BK) 8.2 13.0 44.3
3M Company (NYSE:MMM) 7.3 14.8 47.6
Emerson Electric Co (NYSE:EMR) 8.7 15.2 46.2
Bristol-Myers Squibb Co (NYSE:BMY) 6.9 14.7 53.0
Altria Group Inc (NYSE:MO) 6.1 11.6 48.2
Wells Fargo & Company (NYSE:WFC) 10.1 14.0 43.6
ConocoPhillips (NYSE:COP) 9.7 18.5 53.9
General Electric Co (NYSE:GE) 22.8 34.9 79.3
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 9.8 14.9 54.1
Biogen Inc (NASDAQ:BIIB) 10.2 20.9 79.2
AbbVie Inc (NYSE:ABBV) 7.7 16.2 64.0
Fedex Corp (NYSE:FDX) 8.1 15.8 54.5
NVIDIA Corporation (NASDAQ:NVDA) 13.3 25.2 92.1
Occidental Petro Cp (NYSE:OXY) 9.6 17.8 50.6
Schlumberger Ltd (NYSE:SLB) 10.2 19.1 55.0
Kraft Heinz Company (NASDAQ:KHC) 10.7 17.9 68.0


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.