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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 01/21/2022

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
ConocoPhillips (NYSE:COP) 7.8 20.5 88.2
Ford Motor Co (NYSE:F) 15.5 26.7 86.9
NVIDIA Corporation (NASDAQ:NVDA) 17.2 29.0 86.7
Wells Fargo & Company (NYSE:WFC) 9.1 19.5 82.5
Simon Property Group (NYSE:SPG) 9.6 22.3 105.6
Exxon Mobil Corporation (NYSE:XOM) 6.7 15.5 73.8
Schlumberger Ltd (NYSE:SLB) 8.9 21.1 101.2
Pfizer Inc (NYSE:PFE) 6.6 14.1 54.2
American International Group (NYSE:AIG) 8.0 20.0 82.3
Bank Of America Corp (NYSE:BAC) 8.9 18.7 69.8
Capital One Financial Cp (NYSE:COF) 9.1 20.7 85.6
Chevron Corp (NYSE:CVX) 4.3 14.1 64.5
Alphabet Inc Class A (NASDAQ:GOOGL) 7.4 15.1 52.4
CVS Health Corporation (NYSE:CVS) 6.0 14.6 48.9
Alphabet Inc (NASDAQ:GOOG) 7.5 15.4 51.9
Bank of New York Mellon Corporation (NYSE:BK) 10.0 18.8 61.8
Oracle Corp (NYSE:ORCL) 7.7 14.6 51.8
General Dynamics Corp (NYSE:GD) 4.6 11.8 47.7
Exelon Corporation (NASDAQ:EXC) 4.2 11.6 48.4
Morgan Stanley (NYSE:MS) 11.5 19.9 64.3
Costco Wholesale Corp (NASDAQ:COST) 8.0 12.5 38.6
UnitedHealth Group Inc. (NYSE:UNH) 7.0 14.6 48.2
Accenture Ltd (NYSE:ACN) 10.0 16.6 49.7
Berkshire Hathaway Cl B (NYSE:BRKB) 5.1 11.4 37.9
Microsoft Corp (NASDAQ:MSFT) 8.2 15.6 50.3
Lowes Companies Inc (NYSE:LOW) 13.4 19.1 54.3
Raytheon Technologies Corporation (NYSE:RTX) 6.1 15.1 66.3
Metlife Inc (NYSE:MET) 7.1 18.3 68.4
Philip Morris International (NYSE:PM) 4.8 14.1 43.3
United Parcel Service Inc (NYSE:UPS) 5.8 14.6 57.1
Cisco Systems Inc (NASDAQ:CSCO) 8.0 15.9 48.1
American Express Co (NYSE:AXP) 9.0 18.6 73.1
Pepsico Inc (NASDAQ:PEP) 3.5 9.8 33.0
Procter & Gamble Co (NYSE:PG) 6.4 11.1 31.5
Coca-Cola Co (NYSE:KO) 4.1 9.4 39.5
Home Depot Inc (NYSE:HD) 9.0 15.0 44.4
Mondelez International Inc (NASDAQ:MDLZ) 4.2 11.0 34.3
Altria Group Inc (NYSE:MO) 4.9 13.6 47.6
US Bancorp (NYSE:USB) 13.9 22.0 73.6
McDonalds Corp (NYSE:MCD) 4.8 10.9 35.8
AbbVie Inc (NYSE:ABBV) 7.1 15.3 44.3
Union Pacific Corp (NYSE:UNP) 6.8 14.2 47.5
Goldman Sachs Group Inc (NYSE:GS) 11.7 20.4 62.3
Eli Lilly & Company (NYSE:LLY) 8.3 16.5 64.4
Danaher Corp (NYSE:DHR) 7.9 13.8 47.4
Apple Inc (NASDAQ:AAPL) 8.7 17.0 59.7
Duke Energy Corp (NYSE:DUK) 4.1 10.7 41.8
Booking Holdings, Inc (NASDAQ:BKNG) 7.9 18.9 74.2
Kinder Morgan Inc (NYSE:KMI) 5.7 15.3 59.8
Target Corporation (NYSE:TGT) 7.2 17.8 49.9
rmo Fisher Scientific Inc (NYSE:TMO) 7.2 14.2 51.7
Southern Company (NYSE:SO) 3.7 10.9 41.6
Kraft Heinz Company (NASDAQ:KHC) 6.4 17.2 47.7
Caterpillar Inc (NYSE:CAT) 7.8 16.7 61.0
Abbott Laboratories (NYSE:ABT) 7.1 13.7 48.2
Tesla Inc (NASDAQ:TSLA) 17.2 35.1 128.3
Emerson Electric Co (NYSE:EMR) 6.7 15.1 56.9
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.2 15.1 66.1
Meta Platforms Inc (NASDAQ:FB) 8.4 19.7 66.6
Lockheed Martin Corp (NYSE:LMT) 5.1 12.2 46.1
International Business Machines Corporation (NYSE:IBM) 5.2 13.3 51.9
Blackrock Incorporated (NYSE:BLK) 7.0 15.7 51.0
JPMorgan Chase and Co (NYSE:JPM) 12.0 19.6 62.3
General Electric Co (NYSE:GE) 7.5 19.1 82.1
Allstate Corporation (NYSE:ALL) 5.8 12.2 49.0
Mastercard Incorporated (NYSE:MA) 6.0 16.1 61.3
Colgate-Palmolive Co (NYSE:CL) 4.3 10.3 31.6
Adobe Systems Inc (NASDAQ:ADBE) 9.3 18.7 64.1
Merck & Co (NYSE:MRK) 4.9 12.0 45.6
Citigroup (NYSE:C) 7.3 18.1 78.4
Nike Inc Cl B (NYSE:NKE) 7.5 15.4 56.2
Gilead Sciences Inc (NASDAQ:GILD) 6.2 14.2 47.2
Comcast Corp Cl A (NASDAQ:CMCSA) 5.8 13.3 50.0
3M Company (NYSE:MMM) 5.2 11.4 44.8
Visa Inc (NYSE:V) 4.8 15.4 50.7
Texas Instruments Inc (NASDAQ:TXN) 8.6 16.5 54.9
Qualcomm Inc (NASDAQ:QCOM) 13.5 21.9 74.1
Honeywell International (NASDAQ:HON) 5.6 13.0 51.4
Johnson & Johnson (NYSE:JNJ) 3.7 9.5 32.2
Boeing Co (NYSE:BA) 9.5 23.3 100.0
Bristol-Myers Squibb Co (NYSE:BMY) 5.7 13.5 40.8
NextEra Energy (NYSE:NEE) 7.2 13.7 47.9
Fedex Corp (NYSE:FDX) 7.1 15.9 66.9
General Motors Company (NYSE:GM) 12.5 23.5 84.8
Walmart Inc (NYSE:WMT) 7.7 13.2 37.1
Starbucks Corporation (NASDAQ:SBUX) 7.2 14.1 52.3
Verizon Communications (NYSE:VZ) 3.9 9.3 29.9
AT&T Inc (NYSE:T) 5.2 12.1 43.1
Intel Corp (NASDAQ:INTC) 9.2 18.3 67.7
Medtronic PLC (NYSE:MDT) 5.9 12.6 50.2
Amgen Inc (NASDAQ:AMGN) 5.7 13.1 47.1
Charter Communications (NASDAQ:CHTR) 10.0 18.1 48.7
Amazon.Com Inc (NASDAQ:AMZN) 10.2 20.6 58.8
Biogen Inc (NASDAQ:BIIB) 11.6 26.5 107.5
Walt Disney Company (NYSE:DIS) 5.9 19.1 62.3
Netflix Inc (NASDAQ:NFLX) 11.9 41.9 79.3
PayPal Holdings Inc (NASDAQ:PYPL) 10.4 22.4 77.7


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.