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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 07/01/2022

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
ConocoPhillips (NYSE:COP) 17.6 30.4 83.2
Exelon Corporation (NASDAQ:EXC) 7.0 14.0 40.6
Eli Lilly & Company (NYSE:LLY) 8.8 17.4 61.9
Exxon Mobil Corporation (NYSE:XOM) 14.3 24.2 69.2
Chevron Corp (NYSE:CVX) 12.0 20.7 60.9
AbbVie Inc (NYSE:ABBV) 6.6 15.2 43.5
Pfizer Inc (NYSE:PFE) 9.5 15.7 54.4
UnitedHealth Group Inc. (NYSE:UNH) 7.2 14.7 44.8
Costco Wholesale Corp (NASDAQ:COST) 7.1 13.0 48.4
Coca-Cola Co (NYSE:KO) 6.2 12.7 36.3
General Dynamics Corp (NYSE:GD) 6.2 13.1 41.1
Southern Company (NYSE:SO) 5.8 13.0 36.2
Merck & Co (NYSE:MRK) 7.1 13.3 43.2
Bristol-Myers Squibb Co (NYSE:BMY) 6.2 13.2 38.7
Pepsico Inc (NASDAQ:PEP) 4.9 11.0 33.4
CVS Health Corporation (NYSE:CVS) 6.5 15.2 48.6
Lockheed Martin Corp (NYSE:LMT) 7.0 13.9 44.6
Raytheon Technologies Corporation (NYSE:RTX) 8.1 16.3 53.8
Duke Energy Corp (NYSE:DUK) 6.2 12.8 36.2
McDonalds Corp (NYSE:MCD) 5.2 11.4 34.6
NextEra Energy (NYSE:NEE) 8.9 16.7 50.9
Johnson & Johnson (NYSE:JNJ) 5.6 11.0 32.5
Procter & Gamble Co (NYSE:PG) 5.7 11.4 34.9
Schlumberger Ltd (NYSE:SLB) 17.6 32.2 94.5
American International Group (NYSE:AIG) 10.1 21.3 65.6
rmo Fisher Scientific Inc (NYSE:TMO) 7.0 14.4 54.3
Metlife Inc (NYSE:MET) 7.8 17.1 56.3
Mondelez International Inc (NASDAQ:MDLZ) 4.9 11.3 35.5
Apple Inc (NASDAQ:AAPL) 9.6 17.6 59.3
Tesla Inc (NASDAQ:TSLA) 19.4 37.9 119.6
Colgate-Palmolive Co (NYSE:CL) 5.0 11.2 34.1
Philip Morris International (NYSE:PM) 9.4 15.1 43.7
Amgen Inc (NASDAQ:AMGN) 5.4 13.0 42.3
Berkshire Hathaway Cl B (NYSE:BRKB) 6.9 12.6 35.9
Allstate Corporation (NYSE:ALL) 6.4 13.5 43.9
AT&T Inc (NYSE:T) 6.2 13.1 45.0
Union Pacific Corp (NYSE:UNP) 5.8 13.8 45.3
International Business Machines Corporation (NYSE:IBM) 5.8 13.7 49.0
Microsoft Corp (NASDAQ:MSFT) 8.9 15.9 52.4
Kraft Heinz Company (NASDAQ:KHC) 7.7 18.0 48.5
Danaher Corp (NYSE:DHR) 7.5 14.5 51.7
Abbott Laboratories (NYSE:ABT) 7.4 14.3 46.4
Accenture Ltd (NYSE:ACN) 10.3 16.5 51.3
Kinder Morgan Inc (NYSE:KMI) 9.4 17.8 55.0
Verizon Communications (NYSE:VZ) 5.5 11.1 32.2
Lowes Companies Inc (NYSE:LOW) 10.1 18.9 55.8
Gilead Sciences Inc (NASDAQ:GILD) 6.4 13.7 38.2
Oracle Corp (NYSE:ORCL) 7.4 15.0 56.2
Alphabet Inc Class A (NASDAQ:GOOGL) 10.4 17.8 57.5
Altria Group Inc (NYSE:MO) 7.5 14.7 48.9
Walmart Inc (NYSE:WMT) 6.0 12.5 40.5
United Parcel Service Inc (NYSE:UPS) 6.1 15.9 55.3
Wells Fargo & Company (NYSE:WFC) 11.6 20.7 71.6
Qualcomm Inc (NASDAQ:QCOM) 10.4 22.7 78.9
Home Depot Inc (NYSE:HD) 8.7 15.8 48.4
Alphabet Inc (NASDAQ:GOOG) 10.5 17.7 56.8
Mastercard Incorporated (NYSE:MA) 10.7 18.3 62.7
Visa Inc (NYSE:V) 9.1 16.0 54.9
American Express Co (NYSE:AXP) 12.1 21.4 69.3
Morgan Stanley (NYSE:MS) 9.5 18.2 59.4
Emerson Electric Co (NYSE:EMR) 9.8 17.7 50.8
Bank of New York Mellon Corporation (NYSE:BK) 8.2 16.6 58.7
Caterpillar Inc (NYSE:CAT) 12.2 22.2 57.7
US Bancorp (NYSE:USB) 8.0 16.5 58.5
Booking Holdings, Inc (NASDAQ:BKNG) 14.8 23.1 79.0
Goldman Sachs Group Inc (NYSE:GS) 9.3 17.7 55.1
Cisco Systems Inc (NASDAQ:CSCO) 6.3 15.3 48.6
Honeywell International (NASDAQ:HON) 7.5 14.5 45.3
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 11.2 20.8 61.4
Texas Instruments Inc (NASDAQ:TXN) 7.1 16.8 54.6
Bank Of America Corp (NYSE:BAC) 9.3 18.2 59.7
Ford Motor Co (NYSE:F) 13.2 23.8 86.7
Fedex Corp (NYSE:FDX) 13.6 26.3 63.5
Simon Property Group (NYSE:SPG) 9.3 22.4 78.5
JPMorgan Chase and Co (NYSE:JPM) 8.5 16.3 53.5
Medtronic PLC (NYSE:MDT) 7.0 13.7 45.7
NVIDIA Corporation (NASDAQ:NVDA) 16.8 30.7 100.7
Blackrock Incorporated (NYSE:BLK) 10.0 17.6 53.3
Starbucks Corporation (NASDAQ:SBUX) 7.2 15.9 56.3
Comcast Corp Cl A (NASDAQ:CMCSA) 7.0 14.8 50.1
Capital One Financial Cp (NYSE:COF) 12.8 23.1 72.1
Charter Communications (NASDAQ:CHTR) 7.9 15.7 56.5
Citigroup (NYSE:C) 9.8 19.3 59.5
Intel Corp (NASDAQ:INTC) 8.0 18.8 66.1
3M Company (NYSE:MMM) 6.9 14.1 41.5
Nike Inc Cl B (NYSE:NKE) 12.2 18.4 61.5
Amazon.Com Inc (NASDAQ:AMZN) 13.4 20.9 71.4
Adobe Systems Inc (NASDAQ:ADBE) 12.0 21.3 69.1
Biogen Inc (NASDAQ:BIIB) 11.0 26.5 105.6
General Electric Co (NYSE:GE) 12.3 24.6 71.7
Target Corporation (NYSE:TGT) 10.1 20.9 68.4
Boeing Co (NYSE:BA) 13.1 25.1 85.4
General Motors Company (NYSE:GM) 15.1 26.3 80.4
Walt Disney Company (NYSE:DIS) 8.6 17.6 60.3
Meta Platforms Inc (NASDAQ:META) 14.3 24.4 89.3
Netflix Inc (NASDAQ:NFLX) 22.2 41.8 108.5
PayPal Holdings Inc (NASDAQ:PYPL) 15.7 26.2 96.1


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.