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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.

VaR 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 VaR values below as a rough guide to the riskiness of individual stocks projected from recent market conditions.

Value at Risk Estimates (5%)

Data updated through market close on 08/17/2018

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
3M Company (NYSE:MMM) 4.8 9.4 33.9
AT&T Inc (NYSE:T) 4.8 9.5 38.5
Abbott Laboratories (NYSE:ABT) 4.8 10.1 33.8
Accenture Ltd (NYSE:ACN) 4.4 10.2 35.0
Allergan Plc (NYSE:AGN) 5.4 14.7 51.1
Allstate Corporation (NYSE:ALL) 3.9 8.3 30.7
Alphabet Inc (NASDAQ:GOOG) 6.1 12.9 39.5
Alphabet Inc Class A (NASDAQ:GOOGL) 5.9 12.8 39.7
Altria Group Inc (NYSE:MO) 4.3 9.7 38.2
Amazon.Com Inc (NASDAQ:AMZN) 7.0 16.5 45.7
American Express Co (NYSE:AXP) 5.4 11.4 34.8
American International Group (NYSE:AIG) 4.8 11.6 35.4
Amgen Inc (NASDAQ:AMGN) 5.4 12.7 39.5
Apple Inc (NASDAQ:AAPL) 4.4 9.8 39.0
Bank Of America Corp (NYSE:BAC) 6.5 14.0 46.0
Bank of New York Mellon Corporation (NYSE:BK) 5.6 11.8 37.1
Berkshire Hathaway Cl B (NYSE:BRKB) 4.2 8.5 31.4
Biogen Inc (NASDAQ:BIIB) 8.6 19.6 59.3
Blackrock Incorporated (NYSE:BLK) 5.9 12.1 37.5
Boeing Co (NYSE:BA) 8.2 13.4 44.1
Booking Holdings, Inc (NASDAQ:BKNG) 7.1 14.8 44.9
Bristol-Myers Squibb Co (NYSE:BMY) 6.5 13.7 46.5
CVS Health Corporation (NYSE:CVS) 6.3 12.3 52.2
Capital One Financial Cp (NYSE:COF) 4.9 12.7 43.8
Caterpillar Inc (NYSE:CAT) 7.4 14.4 48.3
Celgene Corp (NASDAQ:CELG) 7.8 16.5 58.2
Charter Communications (NASDAQ:CHTR) 7.9 15.9 54.3
Chevron Corp (NYSE:CVX) 6.5 12.4 35.4
Cisco Systems Inc (NASDAQ:CSCO) 4.9 10.4 38.4
Citigroup (NYSE:C) 6.7 13.5 39.6
Coca-Cola Co (NYSE:KO) 3.1 7.7 23.6
Colgate-Palmolive Co (NYSE:CL) 4.1 8.9 32.5
Comcast Corp Cl A (NASDAQ:CMCSA) 6.0 12.1 44.7
ConocoPhillips (NYSE:COP) 8.8 17.0 50.9
Costco Wholesale Corp (NASDAQ:COST) 4.3 10.0 36.4
Danaher Corp (NYSE:DHR) 4.8 9.7 31.2
DowDuPont Inc (NYSE:DWDP) 6.4 13.0 40.1
Duke Energy Corp (NYSE:DUK) 3.9 8.1 27.5
Eli Lilly & Company (NYSE:LLY) 4.6 10.7 39.8
Emerson Electric Co (NYSE:EMR) 5.3 10.9 39.1
Exelon Corporation (NYSE:EXC) 4.2 9.6 33.3
Exxon Mobil Corporation (NYSE:XOM) 5.1 10.0 31.3
Facebook Inc (NASDAQ:FB) 12.9 26.0 55.6
Fedex Corp (NYSE:FDX) 5.4 11.3 38.2
Ford Motor Co (NYSE:F) 6.0 12.9 41.8
General Dynamics Corp (NYSE:GD) 4.8 10.1 35.5
General Electric Co (NYSE:GE) 5.2 11.8 49.0
General Motors Company (NYSE:GM) 6.8 14.3 50.6
Gilead Sciences Inc (NASDAQ:GILD) 8.0 17.1 46.7
Goldman Sachs Group Inc (NYSE:GS) 5.4 11.9 42.7
Halliburton Co (NYSE:HAL) 8.7 17.2 50.4
Home Depot Inc (NYSE:HD) 4.1 9.6 32.7
Honeywell International (NYSE:HON) 4.5 9.2 27.5
Intel Corp (NASDAQ:INTC) 5.9 13.2 47.9
International Business Machines Corporation (NYSE:IBM) 4.9 10.9 36.2
JPMorgan Chase and Co (NYSE:JPM) 5.2 11.3 37.6
Johnson & Johnson (NYSE:JNJ) 3.5 7.8 30.2
Kinder Morgan Inc (NYSE:KMI) 5.2 13.5 41.6
Lockheed Martin Corp (NYSE:LMT) 4.6 9.5 33.4
Lowes Companies Inc (NYSE:LOW) 5.6 12.7 47.7
Mastercard Incorporated (NYSE:MA) 5.4 11.3 35.3
McDonalds Corp (NYSE:MCD) 3.8 8.8 31.7
Medtronic PLC (NYSE:MDT) 3.9 9.6 35.3
Merck & Co (NYSE:MRK) 5.2 10.8 35.6
Metlife Inc (NYSE:MET) 6.1 14.1 43.6
Microsoft Corp (NASDAQ:MSFT) 5.9 13.1 37.5
Mondelez International Inc (NASDAQ:MDLZ) 4.6 11.3 38.1
Morgan Stanley (NYSE:MS) 6.9 14.9 46.3
NVIDIA Corporation (NASDAQ:NVDA) 8.9 21.7 86.7
Netflix Inc (NASDAQ:NFLX) 11.3 27.5 64.1
NextEra Energy (NYSE:NEE) 3.5 7.8 29.1
Nike Inc Cl B (NYSE:NKE) 5.4 12.5 45.2
Occidental Petro Cp (NYSE:OXY) 6.9 13.5 41.2
Oracle Corp (NYSE:ORCL) 5.2 11.9 41.4
Pepsico Inc (NASDAQ:PEP) 3.0 7.5 27.1
Pfizer Inc (NYSE:PFE) 3.8 9.2 31.5
Philip Morris International (NYSE:PM) 4.3 10.3 42.9
Procter & Gamble Co (NYSE:PG) 4.3 8.3 27.0
Qualcomm Inc (NASDAQ:QCOM) 5.4 14.6 54.9
Raytheon Co (NYSE:RTN) 4.9 10.0 33.8
Schlumberger Ltd (NYSE:SLB) 6.6 13.4 40.9
Simon Property Group (NYSE:SPG) 4.3 9.2 38.7
Southern Company (NYSE:SO) 4.9 9.5 29.5
Starbucks Corporation (NASDAQ:SBUX) 5.1 11.6 38.1
Target Corporation (NYSE:TGT) 6.4 13.2 55.9
Texas Instruments Inc (NASDAQ:TXN) 6.2 12.6 42.8
Twenty-First Century Fox Incorporated (NASDAQ:FOX) 5.7 13.2 49.2
Twenty-First Century Fox Incorporated (NASDAQ:FOXA) 5.9 13.5 50.0
US Bancorp (NYSE:USB) 4.2 9.1 31.7
Union Pacific Corp (NYSE:UNP) 5.0 10.7 40.1
United Parcel Service Inc (NYSE:UPS) 4.0 9.5 36.6
United Technologies Corp (NYSE:UTX) 4.1 9.2 31.4
UnitedHealth Group Inc. (NYSE:UNH) 4.1 9.7 34.9
Verizon Communications (NYSE:VZ) 4.4 9.4 36.4
Visa Inc (NYSE:V) 4.3 10.8 33.3
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 5.5 13.6 44.1
Walmart Inc (NYSE:WMT) 25.3 16.0 41.0
Walt Disney Company (NYSE:DIS) 4.6 10.1 33.1
Wells Fargo & Company (NYSE:WFC) 4.1 10.4 42.5


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