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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 10/11/2019

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Starbucks Corporation (NASDAQ:SBUX) 5.0 11.5 43.3
Procter & Gamble Co (NYSE:PG) 4.6 9.0 35.9
Mastercard Incorporated (NYSE:MA) 6.1 12.3 50.4
Southern Company (NYSE:SO) 3.8 8.2 32.7
Charter Communications (NASDAQ:CHTR) 6.1 13.2 55.4
Costco Wholesale Corp (NASDAQ:COST) 4.4 10.3 39.7
Danaher Corp (NYSE:DHR) 6.3 12.0 41.2
Comcast Corp Cl A (NASDAQ:CMCSA) 5.1 11.2 48.3
NextEra Energy (NYSE:NEE) 4.4 9.2 31.1
Microsoft Corp (NASDAQ:MSFT) 5.5 12.8 49.7
Target Corporation (NYSE:TGT) 6.1 15.0 59.1
Texas Instruments Inc (NASDAQ:TXN) 6.5 13.7 57.6
Visa Inc (NYSE:V) 5.5 11.5 44.3
Mondelez International Inc (NASDAQ:MDLZ) 5.0 11.3 34.8
Pepsico Inc (NASDAQ:PEP) 4.5 8.4 33.4
Walmart Inc (NYSE:WMT) 4.2 11.3 40.5
Nike Inc Cl B (NYSE:NKE) 5.6 12.8 51.2
McDonalds Corp (NYSE:MCD) 4.1 9.4 35.6
Facebook Inc (NASDAQ:FB) 6.6 17.5 68.8
Home Depot Inc (NYSE:HD) 4.3 9.7 40.7
Oracle Corp (NYSE:ORCL) 5.8 12.2 46.4
Merck & Co (NYSE:MRK) 5.5 11.0 38.3
Celgene Corp (NASDAQ:CELG) 5.9 15.4 59.6
Duke Energy Corp (NYSE:DUK) 3.5 7.7 29.9
Adobe Systems Inc (NASDAQ:ADBE) 7.1 14.6 60.9
Coca-Cola Co (NYSE:KO) 4.1 8.3 32.7
Intel Corp (NASDAQ:INTC) 6.7 14.1 61.7
Abbott Laboratories (NYSE:ABT) 6.8 12.9 43.0
Walt Disney Company (NYSE:DIS) 4.8 10.9 42.2
Qualcomm Inc (NASDAQ:QCOM) 9.1 17.3 68.6
AT&T Inc (NYSE:T) 4.5 9.4 42.8
Accenture Ltd (NYSE:ACN) 6.5 11.5 41.5
Lockheed Martin Corp (NYSE:LMT) 4.4 9.7 42.0
Medtronic PLC (NYSE:MDT) 5.4 10.6 37.0
Alphabet Inc (NASDAQ:GOOG) 5.7 13.2 53.4
Kinder Morgan Inc (NYSE:KMI) 4.9 13.2 42.4
American Express Co (NYSE:AXP) 6.3 12.1 42.0
Allstate Corporation (NYSE:ALL) 4.4 9.1 38.2
Alphabet Inc Class A (NASDAQ:GOOGL) 5.8 13.1 53.1
Booking Holdings, Inc (NASDAQ:BKNG) 6.7 14.8 50.0
Colgate-Palmolive Co (NYSE:CL) 4.4 9.4 37.3
Verizon Communications (NYSE:VZ) 4.5 9.5 37.5
Apple Inc (NASDAQ:AAPL) 5.4 12.4 56.2
General Motors Company (NYSE:GM) 7.7 15.4 56.6
Exelon Corporation (NASDAQ:EXC) 4.5 9.8 31.2
Union Pacific Corp (NYSE:UNP) 7.3 14.3 49.7
Honeywell International (NYSE:HON) 5.8 10.6 37.1
Lowes Companies Inc (NYSE:LOW) 6.9 14.2 56.1
JPMorgan Chase and Co (NYSE:JPM) 6.0 11.6 41.3
American International Group (NYSE:AIG) 6.4 12.1 47.9
United Technologies Corp (NYSE:UTX) 5.2 10.4 43.8
Cisco Systems Inc (NASDAQ:CSCO) 7.9 13.2 50.7
Boeing Co (NYSE:BA) 5.7 12.9 59.2
Blackrock Incorporated (NYSE:BLK) 6.7 13.1 48.2
Raytheon Co (NYSE:RTN) 5.5 11.1 45.5
US Bancorp (NYSE:USB) 5.9 10.6 35.8
Citigroup (NYSE:C) 6.6 13.3 48.9
International Business Machines Corporation (NYSE:IBM) 5.4 11.5 45.9
Amgen Inc (NASDAQ:AMGN) 5.3 12.5 45.3
Ford Motor Co (NYSE:F) 5.9 13.8 54.7
United Parcel Service Inc (NYSE:UPS) 6.7 13.4 49.6
Metlife Inc (NYSE:MET) 6.2 14.0 48.0
Bank Of America Corp (NYSE:BAC) 6.9 14.0 48.6
Amazon.Com Inc (NASDAQ:AMZN) 6.5 16.8 61.6
Berkshire Hathaway Cl B (NYSE:BRKB) 4.4 9.1 39.2
Eli Lilly & Company (NYSE:LLY) 5.7 12.0 43.2
Johnson & Johnson (NYSE:JNJ) 4.6 9.3 38.2
Goldman Sachs Group Inc (NYSE:GS) 6.5 13.2 49.9
Capital One Financial Cp (NYSE:COF) 6.9 13.6 49.0
Chevron Corp (NYSE:CVX) 6.2 12.3 43.0
Morgan Stanley (NYSE:MS) 6.9 14.5 51.3
Wells Fargo & Company (NYSE:WFC) 5.7 11.5 44.1
Philip Morris International (NYSE:PM) 4.5 11.6 54.7
Emerson Electric Co (NYSE:EMR) 6.4 12.7 46.9
General Dynamics Corp (NYSE:GD) 5.4 10.7 43.6
Allergan Plc (NYSE:AGN) 4.6 16.5 63.8
Caterpillar Inc (NYSE:CAT) 7.3 14.8 60.4
Bank of New York Mellon Corporation (NYSE:BK) 6.1 12.5 46.5
Netflix Inc (NASDAQ:NFLX) 11.4 23.6 82.3
Simon Property Group (NYSE:SPG) 5.8 11.6 38.3
Gilead Sciences Inc (NASDAQ:GILD) 7.5 15.6 49.4
Bristol-Myers Squibb Co (NYSE:BMY) 6.8 14.5 53.3
UnitedHealth Group Inc. (NYSE:UNH) 6.0 12.3 46.9
Exxon Mobil Corporation (NYSE:XOM) 6.1 11.3 40.0
Pfizer Inc (NYSE:PFE) 4.5 9.8 39.1
CVS Health Corporation (NYSE:CVS) 6.1 12.5 55.3
AbbVie Inc (NYSE:ABBV) 6.9 16.0 64.8
3M Company (NYSE:MMM) 6.4 13.5 48.8
NVIDIA Corporation (NASDAQ:NVDA) 9.8 22.7 92.9
ConocoPhillips (NYSE:COP) 9.4 18.3 56.9
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.2 14.4 54.9
General Electric Co (NYSE:GE) 8.7 18.3 79.8
Altria Group Inc (NYSE:MO) 4.8 11.3 49.6
Biogen Inc (NASDAQ:BIIB) 9.7 20.6 79.2
Fedex Corp (NYSE:FDX) 10.4 20.2 59.3
Schlumberger Ltd (NYSE:SLB) 10.0 19.1 57.7
Occidental Petro Cp (NYSE:OXY) 8.7 16.5 53.4
Kraft Heinz Company (NASDAQ:KHC) 6.1 17.3 68.8


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.