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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 11/15/2019

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Qualcomm Inc (NASDAQ:QCOM) 8.5 17.2 69.9
Celgene Corp (NASDAQ:CELG) 4.5 13.8 58.9
Charter Communications (NASDAQ:CHTR) 6.8 15.0 55.6
General Electric Co (NYSE:GE) 11.5 19.7 81.2
Microsoft Corp (NASDAQ:MSFT) 4.4 12.5 49.7
Apple Inc (NASDAQ:AAPL) 4.7 12.0 56.2
Mastercard Incorporated (NYSE:MA) 4.2 11.7 51.3
Danaher Corp (NYSE:DHR) 5.2 10.6 41.5
Target Corporation (NYSE:TGT) 6.9 15.5 57.9
Facebook Inc (NASDAQ:FB) 6.8 17.2 68.8
Home Depot Inc (NYSE:HD) 3.8 9.4 40.4
Southern Company (NYSE:SO) 4.5 9.0 32.7
NextEra Energy (NYSE:NEE) 4.2 9.1 31.0
Costco Wholesale Corp (NASDAQ:COST) 4.1 10.3 39.5
Lockheed Martin Corp (NYSE:LMT) 4.1 9.0 41.6
AT&T Inc (NYSE:T) 4.4 9.2 42.9
Procter & Gamble Co (NYSE:PG) 4.0 8.7 36.5
Visa Inc (NYSE:V) 4.1 11.1 44.6
American International Group (NYSE:AIG) 5.4 11.8 47.9
Alphabet Inc (NASDAQ:GOOG) 5.1 13.2 53.5
Adobe Systems Inc (NASDAQ:ADBE) 5.2 13.5 61.2
Alphabet Inc Class A (NASDAQ:GOOGL) 5.1 13.0 53.2
Starbucks Corporation (NASDAQ:SBUX) 5.0 11.5 42.9
Allstate Corporation (NYSE:ALL) 3.9 8.4 37.9
Texas Instruments Inc (NASDAQ:TXN) 6.9 14.0 56.5
Nike Inc Cl B (NYSE:NKE) 5.5 12.7 51.0
Walt Disney Company (NYSE:DIS) 12.1 15.7 43.4
Abbott Laboratories (NYSE:ABT) 4.5 10.1 42.7
Honeywell International (NYSE:HON) 4.0 8.7 37.3
Intel Corp (NASDAQ:INTC) 6.0 14.1 60.2
Accenture Ltd (NYSE:ACN) 3.1 9.9 41.7
Blackrock Incorporated (NYSE:BLK) 4.5 11.3 47.9
Lowes Companies Inc (NYSE:LOW) 6.5 13.8 55.3
Medtronic PLC (NYSE:MDT) 3.9 9.7 37.1
Raytheon Co (NYSE:RTN) 4.5 9.8 45.4
Bank Of America Corp (NYSE:BAC) 5.5 13.0 48.9
Mondelez International Inc (NASDAQ:MDLZ) 4.2 10.8 35.0
JPMorgan Chase and Co (NYSE:JPM) 4.4 10.6 41.6
Kinder Morgan Inc (NYSE:KMI) 4.7 12.9 41.3
Union Pacific Corp (NYSE:UNP) 6.1 12.5 49.8
Citigroup (NYSE:C) 5.9 12.8 49.5
Walmart Inc (NYSE:WMT) 4.5 11.6 40.2
Allergan Plc (NYSE:AGN) 3.6 16.0 62.9
Comcast Corp Cl A (NASDAQ:CMCSA) 4.6 11.0 47.8
Caterpillar Inc (NYSE:CAT) 6.4 13.4 61.1
Amgen Inc (NASDAQ:AMGN) 5.2 12.4 44.7
United Technologies Corp (NYSE:UTX) 3.7 9.3 43.9
Oracle Corp (NYSE:ORCL) 5.1 11.6 46.1
Pepsico Inc (NASDAQ:PEP) 3.4 7.9 33.3
Merck & Co (NYSE:MRK) 5.1 10.7 38.1
United Parcel Service Inc (NYSE:UPS) 4.7 11.0 49.6
American Express Co (NYSE:AXP) 4.6 10.3 42.3
International Business Machines Corporation (NYSE:IBM) 5.1 11.3 46.0
Morgan Stanley (NYSE:MS) 5.7 13.7 51.6
Bristol-Myers Squibb Co (NYSE:BMY) 4.8 11.0 52.9
Capital One Financial Cp (NYSE:COF) 5.7 13.2 49.1
US Bancorp (NYSE:USB) 3.5 8.9 35.8
Metlife Inc (NYSE:MET) 5.3 13.8 45.6
Emerson Electric Co (NYSE:EMR) 4.8 10.9 47.0
Amazon.Com Inc (NASDAQ:AMZN) 6.7 17.2 61.2
Goldman Sachs Group Inc (NYSE:GS) 5.1 11.7 49.7
Boeing Co (NYSE:BA) 7.4 14.3 59.6
Colgate-Palmolive Co (NYSE:CL) 3.9 9.2 37.2
Coca-Cola Co (NYSE:KO) 3.8 8.2 33.0
McDonalds Corp (NYSE:MCD) 4.1 9.2 36.7
General Motors Company (NYSE:GM) 7.2 14.7 56.9
Chevron Corp (NYSE:CVX) 5.1 11.5 43.2
General Dynamics Corp (NYSE:GD) 4.4 9.7 43.0
NVIDIA Corporation (NASDAQ:NVDA) 8.2 23.1 92.7
Wells Fargo & Company (NYSE:WFC) 4.8 11.1 44.1
Eli Lilly & Company (NYSE:LLY) 5.9 12.5 43.0
Netflix Inc (NASDAQ:NFLX) 11.3 23.1 81.0
Duke Energy Corp (NYSE:DUK) 4.4 9.0 29.9
Berkshire Hathaway Cl B (NYSE:BRKB) 3.4 8.5 39.1
Cisco Systems Inc (NASDAQ:CSCO) 14.2 17.6 51.8
UnitedHealth Group Inc. (NYSE:UNH) 5.7 12.7 48.5
Verizon Communications (NYSE:VZ) 4.2 9.4 37.2
Bank of New York Mellon Corporation (NYSE:BK) 4.7 12.1 45.9
AbbVie Inc (NYSE:ABBV) 6.4 15.7 61.5
Exelon Corporation (NASDAQ:EXC) 5.4 11.0 32.1
Philip Morris International (NYSE:PM) 6.7 11.9 54.4
Booking Holdings, Inc (NASDAQ:BKNG) 6.9 15.0 51.0
Ford Motor Co (NYSE:F) 6.3 13.9 54.6
Johnson & Johnson (NYSE:JNJ) 4.9 10.3 39.2
CVS Health Corporation (NYSE:CVS) 5.3 11.3 55.3
Gilead Sciences Inc (NASDAQ:GILD) 6.6 15.5 48.0
ConocoPhillips (NYSE:COP) 8.0 16.4 57.6
Biogen Inc (NASDAQ:BIIB) 11.3 21.4 86.0
Exxon Mobil Corporation (NYSE:XOM) 6.9 11.9 41.0
Pfizer Inc (NYSE:PFE) 4.5 10.1 38.6
3M Company (NYSE:MMM) 6.7 13.4 49.7
Simon Property Group (NYSE:SPG) 5.1 10.5 38.3
Altria Group Inc (NYSE:MO) 4.6 11.7 50.1
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.5 14.5 55.3
Schlumberger Ltd (NYSE:SLB) 9.8 18.3 59.2
Fedex Corp (NYSE:FDX) 8.6 17.0 60.1
Kraft Heinz Company (NASDAQ:KHC) 19.8 19.2 72.3
Occidental Petro Cp (NYSE:OXY) 10.3 19.0 56.0


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.