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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 02/21/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 12.7 25.7 89.7
Apple Inc (NASDAQ:AAPL) 6.9 14.6 54.0
Qualcomm Inc (NASDAQ:QCOM) 8.4 17.8 67.2
Microsoft Corp (NASDAQ:MSFT) 6.1 14.1 45.3
Target Corporation (NYSE:TGT) 5.7 15.6 59.8
Mastercard Incorporated (NYSE:MA) 3.9 11.8 48.5
Charter Communications (NASDAQ:CHTR) 5.8 12.5 48.8
Costco Wholesale Corp (NASDAQ:COST) 4.0 10.2 36.8
NextEra Energy (NYSE:NEE) 4.1 9.1 29.8
Allergan Plc (NYSE:AGN) 4.0 14.6 57.9
Visa Inc (NYSE:V) 4.6 11.6 41.6
Adobe Systems Inc (NASDAQ:ADBE) 5.1 13.9 57.4
Danaher Corp (NYSE:DHR) 5.2 10.4 39.8
Lockheed Martin Corp (NYSE:LMT) 4.6 9.5 37.7
Southern Company (NYSE:SO) 4.2 8.8 31.9
Alphabet Inc (NASDAQ:GOOG) 5.0 13.4 48.9
Alphabet Inc Class A (NASDAQ:GOOGL) 5.0 13.2 48.6
rmo Fisher Scientific Inc (NYSE:TMO) 5.6 11.7 44.0
Accenture Ltd (NYSE:ACN) 4.4 10.5 36.9
Facebook Inc (NASDAQ:FB) 6.9 16.8 64.8
Coca-Cola Co (NYSE:KO) 3.7 8.0 31.1
Bristol-Myers Squibb Co (NYSE:BMY) 6.6 14.2 49.9
Allstate Corporation (NYSE:ALL) 3.4 7.6 34.6
Amazon.Com Inc (NASDAQ:AMZN) 6.3 17.3 57.8
JPMorgan Chase and Co (NYSE:JPM) 4.9 11.4 38.4
Blackrock Incorporated (NYSE:BLK) 4.8 12.0 43.8
Home Depot Inc (NYSE:HD) 3.7 9.6 37.2
General Electric Co (NYSE:GE) 9.0 18.0 81.0
Procter & Gamble Co (NYSE:PG) 3.7 8.5 34.2
American Express Co (NYSE:AXP) 4.0 10.2 37.3
Pepsico Inc (NASDAQ:PEP) 3.3 7.8 30.6
Intel Corp (NASDAQ:INTC) 8.2 15.1 57.0
AT&T Inc (NYSE:T) 4.5 10.0 40.7
Morgan Stanley (NYSE:MS) 8.8 16.3 49.1
Starbucks Corporation (NASDAQ:SBUX) 6.0 11.7 42.1
Capital One Financial Cp (NYSE:COF) 5.5 14.0 46.4
Medtronic PLC (NYSE:MDT) 6.7 11.9 35.2
Walt Disney Company (NYSE:DIS) 5.0 11.1 42.1
Mondelez International Inc (NASDAQ:MDLZ) 4.8 11.2 32.4
AbbVie Inc (NYSE:ABBV) 7.1 15.9 55.1
Texas Instruments Inc (NASDAQ:TXN) 7.1 14.7 53.9
Amgen Inc (NASDAQ:AMGN) 6.7 13.3 42.1
United Technologies Corp (NYSE:UTX) 5.1 10.3 40.8
Raytheon Co (NYSE:RTN) 5.0 10.4 42.8
Nike Inc Cl B (NYSE:NKE) 5.8 13.4 48.2
Walmart Inc (NYSE:WMT) 4.3 11.3 34.2
Comcast Corp Cl A (NASDAQ:CMCSA) 5.7 11.7 44.2
Citigroup (NYSE:C) 6.0 13.9 47.5
Lowes Companies Inc (NYSE:LOW) 8.3 14.1 51.3
McDonalds Corp (NYSE:MCD) 4.0 9.1 32.3
Honeywell International (NYSE:HON) 4.3 9.4 35.5
Goldman Sachs Group Inc (NYSE:GS) 6.4 13.2 47.0
Bank Of America Corp (NYSE:BAC) 5.6 13.6 45.5
Abbott Laboratories (NYSE:ABT) 5.3 11.5 39.9
Eli Lilly & Company (NYSE:LLY) 5.0 11.3 40.8
Kinder Morgan Inc (NYSE:KMI) 4.3 12.9 38.3
CVS Health Corporation (NYSE:CVS) 6.2 13.0 52.6
Metlife Inc (NYSE:MET) 5.2 14.1 42.9
Colgate-Palmolive Co (NYSE:CL) 4.4 9.6 36.3
Duke Energy Corp (NYSE:DUK) 3.3 7.5 28.4
UnitedHealth Group Inc. (NYSE:UNH) 7.0 13.7 47.3
American International Group (NYSE:AIG) 7.8 13.0 48.0
Berkshire Hathaway Cl B (NYSE:BRKB) 3.5 8.5 33.9
Johnson & Johnson (NYSE:JNJ) 3.7 8.5 35.5
General Dynamics Corp (NYSE:GD) 4.7 9.9 39.9
International Business Machines Corporation (NYSE:IBM) 5.3 11.6 43.5
US Bancorp (NYSE:USB) 4.2 9.6 32.6
Union Pacific Corp (NYSE:UNP) 5.7 12.5 46.9
Netflix Inc (NASDAQ:NFLX) 9.8 22.9 76.8
Emerson Electric Co (NYSE:EMR) 7.1 13.3 44.4
Gilead Sciences Inc (NASDAQ:GILD) 6.1 15.8 44.8
Oracle Corp (NYSE:ORCL) 4.9 11.7 41.5
Biogen Inc (NASDAQ:BIIB) 9.9 21.3 87.5
Philip Morris International (NYSE:PM) 5.4 11.8 46.7
Verizon Communications (NYSE:VZ) 4.4 9.4 33.9
Merck & Co (NYSE:MRK) 6.0 11.5 36.2
Exelon Corporation (NASDAQ:EXC) 3.8 9.0 30.6
Booking Holdings, Inc (NASDAQ:BKNG) 6.7 14.8 49.2
Caterpillar Inc (NYSE:CAT) 7.2 14.6 57.0
Wells Fargo & Company (NYSE:WFC) 5.5 11.4 40.1
Cisco Systems Inc (NASDAQ:CSCO) 7.9 13.9 48.7
United Parcel Service Inc (NYSE:UPS) 4.6 12.0 48.6
Chevron Corp (NYSE:CVX) 5.7 12.0 40.2
Altria Group Inc (NYSE:MO) 4.5 11.2 47.0
Ford Motor Co (NYSE:F) 5.8 14.0 54.4
Fedex Corp (NYSE:FDX) 7.5 15.7 61.7
General Motors Company (NYSE:GM) 6.5 14.1 54.6
Bank of New York Mellon Corporation (NYSE:BK) 5.2 12.4 44.5
Pfizer Inc (NYSE:PFE) 5.2 10.2 37.2
ConocoPhillips (NYSE:COP) 7.7 16.4 56.1
Boeing Co (NYSE:BA) 6.5 13.9 56.8
Simon Property Group (NYSE:SPG) 5.6 11.0 37.5
Exxon Mobil Corporation (NYSE:XOM) 5.7 11.2 39.1
3M Company (NYSE:MMM) 6.7 13.5 47.6
Schlumberger Ltd (NYSE:SLB) 8.0 16.3 59.8
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.3 14.4 53.2
Occidental Petro Cp (NYSE:OXY) 7.2 15.1 56.9
Kraft Heinz Company (NASDAQ:KHC) 7.2 17.0 71.9


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.