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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 06/14/2019

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Starbucks Corporation (NASDAQ:SBUX) 4.8 11.4 40.1
Procter & Gamble Co (NYSE:PG) 3.1 8.1 34.1
Charter Communications (NASDAQ:CHTR) 7.0 15.1 58.7
Mondelez International Inc (NASDAQ:MDLZ) 4.2 10.9 34.3
Danaher Corp (NYSE:DHR) 3.6 8.2 38.7
Walt Disney Company (NYSE:DIS) 7.9 12.6 41.5
Merck & Co (NYSE:MRK) 4.2 10.0 37.9
NextEra Energy (NYSE:NEE) 4.3 9.2 30.6
Microsoft Corp (NASDAQ:MSFT) 5.4 13.0 48.9
Abbott Laboratories (NYSE:ABT) 3.9 9.7 41.0
Comcast Corp Cl A (NASDAQ:CMCSA) 4.7 10.4 50.5
Mastercard Incorporated (NYSE:MA) 6.4 12.5 48.3
Eli Lilly & Company (NYSE:LLY) 7.5 13.5 40.3
Walmart Inc (NYSE:WMT) 4.3 11.1 42.6
Costco Wholesale Corp (NASDAQ:COST) 4.1 10.1 40.1
Southern Company (NYSE:SO) 4.0 8.5 32.4
Visa Inc (NYSE:V) 5.2 11.4 42.4
Pepsico Inc (NASDAQ:PEP) 3.2 7.8 31.8
Exelon Corporation (NYSE:EXC) 4.6 10.0 30.1
Celgene Corp (NASDAQ:CELG) 6.0 15.7 68.0
Cisco Systems Inc (NASDAQ:CSCO) 6.3 13.4 46.4
McDonalds Corp (NYSE:MCD) 4.0 8.9 34.7
Verizon Communications (NYSE:VZ) 4.6 9.7 38.4
Kinder Morgan Inc (NYSE:KMI) 5.1 13.3 42.0
American Express Co (NYSE:AXP) 4.1 9.6 39.8
Duke Energy Corp (NYSE:DUK) 3.9 8.4 29.5
Pfizer Inc (NYSE:PFE) 4.4 9.5 35.8
Colgate-Palmolive Co (NYSE:CL) 4.1 9.3 35.8
Coca-Cola Co (NYSE:KO) 3.8 8.0 30.4
Qualcomm Inc (NASDAQ:QCOM) 7.8 17.0 69.3
Union Pacific Corp (NYSE:UNP) 6.0 12.4 46.9
Twenty-First Century Fox Inc Class B (NASDAQ:TFCF) 3.3 11.8 41.5
Johnson & Johnson (NYSE:JNJ) 4.5 9.1 37.0
Honeywell International (NYSE:HON) 3.5 8.6 33.6
Twenty-First Century Fox Inc Class A (NASDAQ:TFCFA) 5.2 12.9 41.9
Medtronic PLC (NYSE:MDT) 3.8 9.7 38.2
Accenture Ltd (NYSE:ACN) 3.8 10.1 39.3
Nike Inc Cl B (NYSE:NKE) 5.5 12.7 49.4
Target Corporation (NYSE:TGT) 5.9 13.7 57.3
Lockheed Martin Corp (NYSE:LMT) 4.7 9.7 40.9
Oracle Corp (NYSE:ORCL) 5.1 11.6 44.4
Amazon.Com Inc (NASDAQ:AMZN) 6.8 17.2 63.3
Allstate Corporation (NYSE:ALL) 3.4 7.1 36.7
Berkshire Hathaway Cl B (NYSE:BRKB) 3.7 8.6 38.2
Metlife Inc (NYSE:MET) 5.3 13.8 45.9
US Bancorp (NYSE:USB) 4.0 9.2 33.7
Home Depot Inc (NYSE:HD) 4.0 9.5 38.8
Apple Inc (NASDAQ:AAPL) 5.6 13.0 53.7
AT&T Inc (NYSE:T) 5.4 11.2 44.3
Citigroup (NYSE:C) 6.5 13.2 45.7
Simon Property Group (NYSE:SPG) 5.3 10.9 38.3
Lowes Companies Inc (NYSE:LOW) 7.6 13.8 54.1
JPMorgan Chase and Co (NYSE:JPM) 5.3 11.3 39.5
United Technologies Corp (NYSE:UTX) 7.5 12.5 42.4
American International Group (NYSE:AIG) 4.9 11.6 45.9
UnitedHealth Group Inc. (NYSE:UNH) 5.5 11.5 45.2
Philip Morris International (NYSE:PM) 4.3 11.1 49.5
Amgen Inc (NASDAQ:AMGN) 5.1 12.5 42.1
Alphabet Inc (NASDAQ:GOOG) 5.8 13.5 50.4
Boeing Co (NYSE:BA) 5.7 12.8 55.9
Chevron Corp (NYSE:CVX) 5.1 11.1 41.9
Alphabet Inc Class A (NASDAQ:GOOGL) 5.9 13.4 50.3
Capital One Financial Cp (NYSE:COF) 5.5 13.0 45.8
Facebook Inc (NASDAQ:FB) 8.7 18.5 67.7
Texas Instruments Inc (NASDAQ:TXN) 6.6 14.7 54.2
Bank Of America Corp (NYSE:BAC) 6.8 13.8 46.6
Gilead Sciences Inc (NASDAQ:GILD) 6.3 15.6 50.5
International Business Machines Corporation (NYSE:IBM) 5.0 11.3 45.2
Exxon Mobil Corporation (NYSE:XOM) 4.9 10.2 37.2
Netflix Inc (NASDAQ:NFLX) 11.1 23.9 79.2
Bristol-Myers Squibb Co (NYSE:BMY) 6.9 14.5 51.6
Altria Group Inc (NYSE:MO) 5.3 11.1 47.1
United Parcel Service Inc (NYSE:UPS) 6.7 13.2 45.8
Raytheon Co (NYSE:RTN) 7.4 12.1 42.8
Emerson Electric Co (NYSE:EMR) 6.4 12.7 43.7
General Dynamics Corp (NYSE:GD) 5.5 11.0 42.7
ConocoPhillips (NYSE:COP) 7.3 15.6 52.0
Booking Holdings, Inc (NASDAQ:BKNG) 6.7 15.0 52.2
Blackrock Incorporated (NYSE:BLK) 5.1 11.6 45.5
Intel Corp (NASDAQ:INTC) 5.9 14.1 60.7
Ford Motor Co (NYSE:F) 6.7 13.7 52.2
Morgan Stanley (NYSE:MS) 6.9 14.4 49.2
Wells Fargo & Company (NYSE:WFC) 6.5 11.6 41.8
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.1 14.2 54.2
Caterpillar Inc (NYSE:CAT) 6.6 13.8 57.8
Goldman Sachs Group Inc (NYSE:GS) 6.6 13.2 48.2
3M Company (NYSE:MMM) 7.8 15.6 46.6
AbbVie Inc (NYSE:ABBV) 5.2 14.0 60.0
General Motors Company (NYSE:GM) 7.4 15.3 56.0
CVS Health Corporation (NYSE:CVS) 7.1 14.5 56.8
Bank of New York Mellon Corporation (NYSE:BK) 5.2 11.9 43.0
General Electric Co (NYSE:GE) 6.6 14.6 75.6
Biogen Inc (NASDAQ:BIIB) 9.8 21.0 79.3
Allergan Plc (NYSE:AGN) 8.5 18.4 57.7
DowDuPont Inc (NYSE:DWDP) 7.8 15.2 52.8
Fedex Corp (NYSE:FDX) 7.6 15.0 52.2
Occidental Petro Cp (NYSE:OXY) 8.8 16.7 47.9
NVIDIA Corporation (NASDAQ:NVDA) 10.1 23.7 90.6
Schlumberger Ltd (NYSE:SLB) 8.4 16.6 52.3
Kraft Heinz Company (NASDAQ:KHC) 5.6 17.7 65.1
Halliburton Co (NYSE:HAL) 10.5 20.2 58.2


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.