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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 05/22/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 10.9 24.7 110.2
Apple Inc (NASDAQ:AAPL) 5.8 14.1 72.9
Target Corporation (NYSE:TGT) 9.5 18.0 72.3
Microsoft Corp (NASDAQ:MSFT) 6.0 14.5 68.5
Adobe Systems Inc (NASDAQ:ADBE) 6.2 15.3 78.7
Intel Corp (NASDAQ:INTC) 9.4 17.4 83.0
Charter Communications (NASDAQ:CHTR) 6.8 15.2 61.0
Amazon.Com Inc (NASDAQ:AMZN) 7.7 17.2 67.4
Biogen Inc (NASDAQ:BIIB) 10.8 22.9 93.0
Amgen Inc (NASDAQ:AMGN) 8.4 15.2 59.7
Facebook Inc (NASDAQ:FB) 12.3 19.2 73.1
Eli Lilly & Company (NYSE:LLY) 6.7 13.7 58.6
Lowes Companies Inc (NYSE:LOW) 9.4 17.2 83.4
Bristol-Myers Squibb Co (NYSE:BMY) 6.8 14.6 57.4
Home Depot Inc (NYSE:HD) 6.7 13.1 69.8
rmo Fisher Scientific Inc (NYSE:TMO) 6.9 13.3 61.6
Alphabet Inc (NASDAQ:GOOG) 6.2 14.4 64.6
Alphabet Inc Class A (NASDAQ:GOOGL) 6.4 14.3 64.5
Walmart Inc (NYSE:WMT) 5.0 12.6 49.7
Netflix Inc (NASDAQ:NFLX) 11.0 24.0 84.7
Costco Wholesale Corp (NASDAQ:COST) 5.0 11.4 50.8
Abbott Laboratories (NYSE:ABT) 7.8 14.1 61.8
Danaher Corp (NYSE:DHR) 5.9 11.5 55.0
CVS Health Corporation (NYSE:CVS) 7.5 15.0 66.4
Blackrock Incorporated (NYSE:BLK) 11.0 17.4 75.6
Visa Inc (NYSE:V) 8.1 14.4 67.7
Mastercard Incorporated (NYSE:MA) 8.3 15.2 75.8
UnitedHealth Group Inc. (NYSE:UNH) 10.1 17.9 74.4
Qualcomm Inc (NASDAQ:QCOM) 12.3 20.2 86.7
NextEra Energy (NYSE:NEE) 7.6 13.3 60.4
AbbVie Inc (NYSE:ABBV) 6.8 16.7 65.6
Nike Inc Cl B (NYSE:NKE) 5.3 14.1 66.1
Gilead Sciences Inc (NASDAQ:GILD) 8.0 16.4 62.7
Accenture Ltd (NYSE:ACN) 7.6 13.4 61.9
Lockheed Martin Corp (NYSE:LMT) 8.7 14.7 63.4
Texas Instruments Inc (NASDAQ:TXN) 11.7 19.0 75.1
Procter & Gamble Co (NYSE:PG) 7.1 11.5 54.3
Medtronic PLC (NYSE:MDT) 9.2 15.1 58.6
Johnson & Johnson (NYSE:JNJ) 4.7 10.5 51.5
Starbucks Corporation (NASDAQ:SBUX) 6.4 13.5 68.6
United Parcel Service Inc (NYSE:UPS) 8.6 15.1 62.6
Southern Company (NYSE:SO) 8.7 13.8 69.3
Pepsico Inc (NASDAQ:PEP) 5.5 10.6 57.1
Oracle Corp (NYSE:ORCL) 6.1 13.4 64.0
Allstate Corporation (NYSE:ALL) 11.1 19.1 65.0
Colgate-Palmolive Co (NYSE:CL) 5.7 11.1 53.5
Union Pacific Corp (NYSE:UNP) 7.9 15.1 68.7
Mondelez International Inc (NASDAQ:MDLZ) 6.1 12.4 52.6
Kraft Heinz Company (NASDAQ:KHC) 10.3 19.5 87.9
Booking Holdings, Inc (NASDAQ:BKNG) 13.1 19.5 74.1
Merck & Co (NYSE:MRK) 6.8 12.6 51.6
Morgan Stanley (NYSE:MS) 13.0 19.7 84.5
Goldman Sachs Group Inc (NYSE:GS) 10.0 17.4 77.2
Duke Energy Corp (NYSE:DUK) 8.0 13.7 59.6
AT&T Inc (NYSE:T) 8.5 14.8 58.1
McDonalds Corp (NYSE:MCD) 6.8 12.4 61.4
Caterpillar Inc (NYSE:CAT) 11.9 21.7 74.9
Verizon Communications (NYSE:VZ) 5.6 10.6 43.6
Comcast Corp Cl A (NASDAQ:CMCSA) 10.2 17.7 61.0
Coca-Cola Co (NYSE:KO) 6.9 10.9 52.3
Pfizer Inc (NYSE:PFE) 5.3 11.2 52.9
International Business Machines Corporation (NYSE:IBM) 7.6 13.8 64.0
Emerson Electric Co (NYSE:EMR) 10.3 17.4 80.3
Walt Disney Company (NYSE:DIS) 14.3 18.4 69.4
3M Company (NYSE:MMM) 13.7 26.2 64.1
Berkshire Hathaway Cl B (NYSE:BRKB) 6.8 11.6 53.7
General Dynamics Corp (NYSE:GD) 9.7 16.0 60.5
Honeywell International (NYSE:HON) 11.9 17.6 64.8
Cisco Systems Inc (NASDAQ:CSCO) 7.8 14.6 68.2
JPMorgan Chase and Co (NYSE:JPM) 10.4 17.1 74.9
Philip Morris International (NYSE:PM) 5.5 13.4 66.3
Bank Of America Corp (NYSE:BAC) 12.4 20.3 81.8
Raytheon Technologies Corporation (NYSE:RTX) 13.4 19.4 77.2
Kinder Morgan Inc (NYSE:KMI) 9.7 19.3 81.2
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 7.8 16.1 71.5
Chevron Corp (NYSE:CVX) 10.6 18.7 86.0
Bank of New York Mellon Corporation (NYSE:BK) 9.7 15.6 69.9
American Express Co (NYSE:AXP) 15.2 23.9 85.0
Exelon Corporation (NASDAQ:EXC) 11.7 18.4 70.5
General Motors Company (NYSE:GM) 14.2 22.5 88.6
Fedex Corp (NYSE:FDX) 17.5 31.9 85.1
ConocoPhillips (NYSE:COP) 14.1 24.9 102.8
Altria Group Inc (NYSE:MO) 7.2 13.4 62.6
Metlife Inc (NYSE:MET) 9.7 17.7 84.6
Citigroup (NYSE:C) 14.0 22.3 93.4
Capital One Financial Cp (NYSE:COF) 15.5 21.1 99.9
General Electric Co (NYSE:GE) 21.4 31.5 106.7
US Bancorp (NYSE:USB) 14.1 19.3 76.0
Exxon Mobil Corporation (NYSE:XOM) 14.5 20.4 70.3
Ford Motor Co (NYSE:F) 12.9 18.2 78.7
American International Group (NYSE:AIG) 12.7 18.3 99.1
Wells Fargo & Company (NYSE:WFC) 15.8 20.0 80.3
Schlumberger Ltd (NYSE:SLB) 25.1 41.3 109.2
Boeing Co (NYSE:BA) 17.3 25.2 116.2
Simon Property Group (NYSE:SPG) 15.0 22.2 113.6
Occidental Petro Cp (NYSE:OXY) 21.4 29.7 156.0


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.