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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 04/22/2022

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
ConocoPhillips (NYSE:COP) 10.6 22.8 79.5
Schlumberger Ltd (NYSE:SLB) 12.1 24.8 90.2
Chevron Corp (NYSE:CVX) 9.2 18.5 59.3
Exxon Mobil Corporation (NYSE:XOM) 7.5 16.8 66.3
Costco Wholesale Corp (NASDAQ:COST) 7.0 13.5 39.3
Exelon Corporation (NASDAQ:EXC) 5.8 13.4 40.3
Eli Lilly & Company (NYSE:LLY) 6.7 15.6 60.2
AbbVie Inc (NYSE:ABBV) 7.9 16.0 42.5
Tesla Inc (NASDAQ:TSLA) 16.1 33.1 125.8
CVS Health Corporation (NYSE:CVS) 7.1 16.0 47.1
UnitedHealth Group Inc. (NYSE:UNH) 5.5 14.8 43.2
General Dynamics Corp (NYSE:GD) 5.5 12.8 40.4
NVIDIA Corporation (NASDAQ:NVDA) 19.3 30.8 94.6
American International Group (NYSE:AIG) 7.0 21.1 66.8
American Express Co (NYSE:AXP) 7.3 18.8 65.9
Raytheon Technologies Corporation (NYSE:RTX) 6.7 15.5 54.3
Pfizer Inc (NYSE:PFE) 8.2 15.1 53.3
Ford Motor Co (NYSE:F) 10.3 21.3 82.7
Berkshire Hathaway Cl B (NYSE:BRKB) 4.5 11.4 33.5
Apple Inc (NASDAQ:AAPL) 7.3 17.2 60.0
Procter & Gamble Co (NYSE:PG) 5.4 11.0 31.2
Coca-Cola Co (NYSE:KO) 4.1 9.8 34.8
Lockheed Martin Corp (NYSE:LMT) 6.6 13.6 44.6
Pepsico Inc (NASDAQ:PEP) 4.0 10.5 30.7
Target Corporation (NYSE:TGT) 7.6 18.1 52.0
Altria Group Inc (NYSE:MO) 6.8 14.3 43.4
Southern Company (NYSE:SO) 4.8 11.8 35.5
rmo Fisher Scientific Inc (NYSE:TMO) 7.8 15.6 50.4
Bristol-Myers Squibb Co (NYSE:BMY) 4.9 12.5 39.1
Duke Energy Corp (NYSE:DUK) 3.6 10.5 36.3
Kinder Morgan Inc (NYSE:KMI) 4.9 16.1 53.5
Merck & Co (NYSE:MRK) 4.9 12.2 42.1
Walmart Inc (NYSE:WMT) 4.5 12.6 36.0
Metlife Inc (NYSE:MET) 6.0 18.9 56.9
Johnson & Johnson (NYSE:JNJ) 5.2 10.6 31.6
Mondelez International Inc (NASDAQ:MDLZ) 4.4 11.3 32.8
Philip Morris International (NYSE:PM) 5.8 15.1 42.3
Simon Property Group (NYSE:SPG) 7.3 22.4 81.2
Kraft Heinz Company (NASDAQ:KHC) 9.1 17.9 45.5
McDonalds Corp (NYSE:MCD) 4.0 11.3 32.6
Accenture Ltd (NYSE:ACN) 7.1 16.0 45.8
Wells Fargo & Company (NYSE:WFC) 9.2 20.2 70.8
Allstate Corporation (NYSE:ALL) 5.5 16.8 42.8
Microsoft Corp (NASDAQ:MSFT) 8.2 16.1 51.3
Union Pacific Corp (NYSE:UNP) 6.6 15.9 44.9
Morgan Stanley (NYSE:MS) 7.3 19.1 57.7
United Parcel Service Inc (NYSE:UPS) 5.9 15.6 57.9
Alphabet Inc Class A (NASDAQ:GOOGL) 8.6 17.5 53.7
Alphabet Inc (NASDAQ:GOOG) 8.7 17.7 53.3
Danaher Corp (NYSE:DHR) 7.6 16.3 49.0
Oracle Corp (NYSE:ORCL) 6.2 15.7 51.7
Colgate-Palmolive Co (NYSE:CL) 4.0 10.6 31.6
Emerson Electric Co (NYSE:EMR) 5.4 15.6 49.7
Capital One Financial Cp (NYSE:COF) 7.2 20.2 70.2
Nike Inc Cl B (NYSE:NKE) 8.0 17.3 55.2
Cisco Systems Inc (NASDAQ:CSCO) 6.4 15.6 44.5
Lowes Companies Inc (NYSE:LOW) 9.0 19.1 53.2
Qualcomm Inc (NASDAQ:QCOM) 10.0 21.9 77.6
Amgen Inc (NASDAQ:AMGN) 4.7 13.2 43.7
International Business Machines Corporation (NYSE:IBM) 10.6 16.6 47.9
Abbott Laboratories (NYSE:ABT) 6.5 14.6 45.9
Bank Of America Corp (NYSE:BAC) 9.1 19.8 59.0
Gilead Sciences Inc (NASDAQ:GILD) 6.1 13.7 38.7
NextEra Energy (NYSE:NEE) 11.6 18.9 49.0
Goldman Sachs Group Inc (NYSE:GS) 6.8 17.6 53.2
Caterpillar Inc (NYSE:CAT) 6.2 18.8 55.4
Bank of New York Mellon Corporation (NYSE:BK) 7.3 17.1 58.6
Home Depot Inc (NYSE:HD) 7.6 15.9 45.0
Booking Holdings, Inc (NASDAQ:BKNG) 8.2 18.3 73.1
Texas Instruments Inc (NASDAQ:TXN) 6.4 15.6 52.7
Mastercard Incorporated (NYSE:MA) 5.7 17.3 59.6
Verizon Communications (NYSE:VZ) 4.4 13.2 30.0
Visa Inc (NYSE:V) 5.4 15.9 50.8
US Bancorp (NYSE:USB) 6.7 17.4 60.2
Amazon.Com Inc (NASDAQ:AMZN) 11.9 19.7 63.1
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 7.2 16.5 60.1
Honeywell International (NASDAQ:HON) 5.5 13.5 45.0
JPMorgan Chase and Co (NYSE:JPM) 7.2 16.7 52.7
Comcast Corp Cl A (NASDAQ:CMCSA) 6.2 14.9 47.2
AT&T Inc (NYSE:T) 8.3 15.2 43.1
General Electric Co (NYSE:GE) 7.0 18.9 70.2
Medtronic PLC (NYSE:MDT) 5.2 14.9 44.7
Blackrock Incorporated (NYSE:BLK) 9.0 17.2 48.8
Biogen Inc (NASDAQ:BIIB) 10.9 26.8 105.2
Adobe Systems Inc (NASDAQ:ADBE) 11.0 20.6 68.2
Intel Corp (NASDAQ:INTC) 8.2 18.4 67.7
Charter Communications (NASDAQ:CHTR) 11.5 19.5 50.8
Boeing Co (NYSE:BA) 9.2 22.3 79.2
Fedex Corp (NYSE:FDX) 9.9 20.0 58.8
3M Company (NYSE:MMM) 5.9 12.8 40.7
Citigroup (NYSE:C) 6.7 18.1 58.9
General Motors Company (NYSE:GM) 10.4 21.4 78.8
Starbucks Corporation (NASDAQ:SBUX) 6.9 14.6 50.4
Walt Disney Company (NYSE:DIS) 10.6 20.0 58.7
Meta Platforms Inc (NASDAQ:FB) 23.0 27.2 82.0
Netflix Inc (NASDAQ:NFLX) 34.5 63.9 104.9
PayPal Holdings Inc (NASDAQ:PYPL) 19.9 30.2 90.6


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.