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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 12/06/2019

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Target Corporation (NYSE:TGT) 6.9 15.7 60.0
General Electric Co (NYSE:GE) 6.5 16.1 80.3
Apple Inc (NASDAQ:AAPL) 5.7 12.6 54.8
Celgene Corp (NASDAQ:CELG) 4.7 13.6 57.3
Qualcomm Inc (NASDAQ:QCOM) 7.8 16.9 68.7
Facebook Inc (NASDAQ:FB) 5.9 17.0 67.4
Charter Communications (NASDAQ:CHTR) 6.1 13.3 54.4
Mastercard Incorporated (NYSE:MA) 4.7 11.9 50.0
Danaher Corp (NYSE:DHR) 4.5 9.4 40.3
Microsoft Corp (NASDAQ:MSFT) 4.8 12.5 47.8
Lockheed Martin Corp (NYSE:LMT) 4.2 9.1 40.4
NVIDIA Corporation (NASDAQ:NVDA) 10.2 22.6 90.8
Southern Company (NYSE:SO) 3.9 8.4 32.0
Procter & Gamble Co (NYSE:PG) 3.0 8.4 35.5
American International Group (NYSE:AIG) 5.0 11.8 47.2
Allstate Corporation (NYSE:ALL) 4.6 9.0 35.8
Starbucks Corporation (NASDAQ:SBUX) 5.4 11.8 42.8
Raytheon Co (NYSE:RTN) 4.3 9.6 44.3
Visa Inc (NYSE:V) 4.7 11.2 42.9
Walt Disney Company (NYSE:DIS) 4.6 10.9 42.7
Nike Inc Cl B (NYSE:NKE) 5.1 12.7 49.7
JPMorgan Chase and Co (NYSE:JPM) 4.2 10.3 40.0
NextEra Energy (NYSE:NEE) 4.3 9.1 29.9
Bank Of America Corp (NYSE:BAC) 5.6 13.0 47.2
Lowes Companies Inc (NYSE:LOW) 5.1 13.7 54.5
Accenture Ltd (NYSE:ACN) 4.1 10.1 40.7
Costco Wholesale Corp (NASDAQ:COST) 5.1 10.4 38.3
Walmart Inc (NYSE:WMT) 4.2 11.3 35.7
Citigroup (NYSE:C) 5.5 12.3 48.2
Texas Instruments Inc (NASDAQ:TXN) 6.1 13.3 55.5
Alphabet Inc (NASDAQ:GOOG) 5.4 13.1 51.5
AT&T Inc (NYSE:T) 4.8 10.1 42.0
Alphabet Inc Class A (NASDAQ:GOOGL) 5.5 13.0 51.1
Honeywell International (NYSE:HON) 5.0 9.8 36.5
Blackrock Incorporated (NYSE:BLK) 4.5 11.2 46.4
Adobe Systems Inc (NASDAQ:ADBE) 6.0 13.8 60.5
Goldman Sachs Group Inc (NYSE:GS) 5.8 12.8 48.3
Home Depot Inc (NYSE:HD) 6.4 11.5 39.1
Mondelez International Inc (NASDAQ:MDLZ) 4.0 10.7 33.6
United Technologies Corp (NYSE:UTX) 4.7 10.0 42.1
Metlife Inc (NYSE:MET) 5.6 13.8 44.7
Kinder Morgan Inc (NYSE:KMI) 5.2 13.3 40.2
Allergan Plc (NYSE:AGN) 3.6 15.9 61.4
Capital One Financial Cp (NYSE:COF) 5.4 13.0 47.2
Abbott Laboratories (NYSE:ABT) 4.6 10.4 41.4
Emerson Electric Co (NYSE:EMR) 4.6 10.6 45.7
Pepsico Inc (NASDAQ:PEP) 3.6 8.0 32.1
Medtronic PLC (NYSE:MDT) 4.1 9.6 36.0
Amgen Inc (NASDAQ:AMGN) 4.8 12.1 43.3
Oracle Corp (NYSE:ORCL) 5.4 11.7 44.6
Intel Corp (NASDAQ:INTC) 6.6 14.3 59.1
Morgan Stanley (NYSE:MS) 5.9 13.7 49.8
Comcast Corp Cl A (NASDAQ:CMCSA) 5.4 11.3 46.8
US Bancorp (NYSE:USB) 4.0 9.2 34.6
Union Pacific Corp (NYSE:UNP) 6.6 13.3 48.3
Merck & Co (NYSE:MRK) 4.0 10.0 37.1
Bristol-Myers Squibb Co (NYSE:BMY) 5.2 11.3 51.9
American Express Co (NYSE:AXP) 5.4 10.6 40.0
Caterpillar Inc (NYSE:CAT) 6.5 13.6 59.7
Coca-Cola Co (NYSE:KO) 3.7 8.1 31.7
United Parcel Service Inc (NYSE:UPS) 5.0 11.5 48.3
Netflix Inc (NASDAQ:NFLX) 10.2 23.1 79.5
Colgate-Palmolive Co (NYSE:CL) 3.8 9.2 36.3
International Business Machines Corporation (NYSE:IBM) 4.8 11.2 44.8
General Dynamics Corp (NYSE:GD) 4.9 10.2 41.3
Berkshire Hathaway Cl B (NYSE:BRKB) 3.3 8.6 36.6
Boeing Co (NYSE:BA) 6.9 14.0 58.1
Wells Fargo & Company (NYSE:WFC) 5.5 11.5 41.2
Verizon Communications (NYSE:VZ) 3.9 9.3 35.4
McDonalds Corp (NYSE:MCD) 4.0 9.1 35.6
Bank of New York Mellon Corporation (NYSE:BK) 5.9 12.3 45.1
Eli Lilly & Company (NYSE:LLY) 4.4 10.8 41.8
Amazon.Com Inc (NASDAQ:AMZN) 7.5 17.1 59.6
Booking Holdings, Inc (NASDAQ:BKNG) 7.0 15.0 50.3
Chevron Corp (NYSE:CVX) 5.2 11.2 41.2
UnitedHealth Group Inc. (NYSE:UNH) 4.8 11.0 47.1
Ford Motor Co (NYSE:F) 5.8 13.7 53.6
Duke Energy Corp (NYSE:DUK) 4.0 8.5 29.4
General Motors Company (NYSE:GM) 7.1 14.5 55.7
CVS Health Corporation (NYSE:CVS) 5.0 10.8 54.1
Philip Morris International (NYSE:PM) 4.5 11.6 53.6
AbbVie Inc (NYSE:ABBV) 6.8 15.8 60.2
Johnson & Johnson (NYSE:JNJ) 4.1 8.8 37.5
Exelon Corporation (NASDAQ:EXC) 4.8 10.2 31.5
Gilead Sciences Inc (NASDAQ:GILD) 6.6 15.4 46.8
ConocoPhillips (NYSE:COP) 7.7 16.4 57.3
Altria Group Inc (NYSE:MO) 4.4 11.2 49.6
Biogen Inc (NASDAQ:BIIB) 9.5 21.0 85.1
Cisco Systems Inc (NASDAQ:CSCO) 6.6 12.6 49.8
Exxon Mobil Corporation (NYSE:XOM) 4.4 10.3 39.3
Schlumberger Ltd (NYSE:SLB) 9.3 17.8 59.6
Pfizer Inc (NYSE:PFE) 4.0 9.6 37.3
3M Company (NYSE:MMM) 6.5 13.8 49.1
Simon Property Group (NYSE:SPG) 5.0 10.5 37.7
Fedex Corp (NYSE:FDX) 8.1 15.8 60.1
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 5.9 14.5 54.1
Kraft Heinz Company (NASDAQ:KHC) 6.9 17.1 71.9
Occidental Petro Cp (NYSE:OXY) 8.8 16.7 55.9


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.