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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 03/27/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 24.0 30.1 106.0
Apple Inc (NASDAQ:AAPL) 20.0 26.2 70.6
Microsoft Corp (NASDAQ:MSFT) 19.5 21.9 65.4
Biogen Inc (NASDAQ:BIIB) 14.2 23.4 95.0
Charter Communications (NASDAQ:CHTR) 16.5 29.3 60.9
NextEra Energy (NYSE:NEE) 27.2 35.7 54.0
Target Corporation (NYSE:TGT) 25.4 26.7 69.3
Costco Wholesale Corp (NASDAQ:COST) 10.0 13.6 48.3
Lockheed Martin Corp (NYSE:LMT) 26.0 36.4 60.2
Allergan Plc (NYSE:AGN) 15.0 22.0 60.8
Qualcomm Inc (NASDAQ:QCOM) 20.6 24.6 83.4
Adobe Systems Inc (NASDAQ:ADBE) 19.4 26.0 75.6
Gilead Sciences Inc (NASDAQ:GILD) 17.1 19.1 56.8
Walmart Inc (NYSE:WMT) 7.5 12.6 46.9
Bristol-Myers Squibb Co (NYSE:BMY) 8.8 17.1 57.0
CVS Health Corporation (NYSE:CVS) 22.4 35.6 66.0
Southern Company (NYSE:SO) 30.2 32.2 61.9
Amazon.Com Inc (NASDAQ:AMZN) 11.4 19.4 64.4
Danaher Corp (NYSE:DHR) 14.7 15.7 51.4
Procter & Gamble Co (NYSE:PG) 19.6 19.9 51.6
Amgen Inc (NASDAQ:AMGN) 17.9 23.7 56.1
Mastercard Incorporated (NYSE:MA) 28.4 30.8 69.6
Visa Inc (NYSE:V) 24.4 25.6 62.0
Eli Lilly & Company (NYSE:LLY) 23.2 30.9 57.0
Blackrock Incorporated (NYSE:BLK) 33.5 37.8 69.9
rmo Fisher Scientific Inc (NYSE:TMO) 20.5 26.2 57.8
Netflix Inc (NASDAQ:NFLX) 15.7 25.6 84.9
Home Depot Inc (NYSE:HD) 28.8 34.1 65.7
UnitedHealth Group Inc. (NYSE:UNH) 29.0 46.7 69.8
Medtronic PLC (NYSE:MDT) 20.0 26.4 51.6
Nike Inc Cl B (NYSE:NKE) 21.1 20.8 64.8
Pepsico Inc (NASDAQ:PEP) 21.6 19.7 54.5
Intel Corp (NASDAQ:INTC) 19.8 22.6 80.2
Mondelez International Inc (NASDAQ:MDLZ) 18.1 18.8 50.5
Colgate-Palmolive Co (NYSE:CL) 16.1 16.7 51.8
AT&T Inc (NYSE:T) 19.9 33.2 55.5
Texas Instruments Inc (NASDAQ:TXN) 25.0 34.5 70.3
Alphabet Inc (NASDAQ:GOOG) 16.3 20.1 61.0
Alphabet Inc Class A (NASDAQ:GOOGL) 16.5 20.4 60.9
Facebook Inc (NASDAQ:FB) 17.4 21.6 76.0
Allstate Corporation (NYSE:ALL) 20.8 23.7 58.2
Abbott Laboratories (NYSE:ABT) 22.2 30.3 58.1
Oracle Corp (NYSE:ORCL) 21.5 20.7 63.8
Accenture Ltd (NYSE:ACN) 24.7 27.4 55.9
Coca-Cola Co (NYSE:KO) 14.9 15.4 47.2
AbbVie Inc (NYSE:ABBV) 18.9 22.7 64.5
JPMorgan Chase and Co (NYSE:JPM) 26.3 35.4 67.8
Duke Energy Corp (NYSE:DUK) 30.4 40.7 54.5
Starbucks Corporation (NASDAQ:SBUX) 20.1 19.8 65.4
Berkshire Hathaway Cl B (NYSE:BRKB) 19.7 22.2 52.0
Verizon Communications (NYSE:VZ) 13.1 16.7 42.2
Johnson & Johnson (NYSE:JNJ) 19.3 26.5 48.8
United Parcel Service Inc (NYSE:UPS) 14.2 16.4 59.2
Walt Disney Company (NYSE:DIS) 27.2 31.7 64.1
Merck & Co (NYSE:MRK) 15.4 19.0 46.9
McDonalds Corp (NYSE:MCD) 21.5 18.2 57.2
Comcast Corp Cl A (NASDAQ:CMCSA) 21.9 35.1 57.7
Union Pacific Corp (NYSE:UNP) 22.3 32.9 66.2
Goldman Sachs Group Inc (NYSE:GS) 29.7 40.6 72.4
Honeywell International (NYSE:HON) 26.6 34.8 59.8
American Express Co (NYSE:AXP) 33.8 48.9 73.8
Morgan Stanley (NYSE:MS) 30.5 33.5 78.6
Lowes Companies Inc (NYSE:LOW) 24.6 21.4 79.4
Caterpillar Inc (NYSE:CAT) 19.0 32.6 70.0
Philip Morris International (NYSE:PM) 23.4 38.2 63.8
Bank Of America Corp (NYSE:BAC) 29.8 39.1 74.3
Raytheon Co (NYSE:RTN) 31.2 37.1 68.0
General Dynamics Corp (NYSE:GD) 20.8 27.2 55.8
International Business Machines Corporation (NYSE:IBM) 19.2 20.8 59.8
General Electric Co (NYSE:GE) 40.9 54.1 100.0
United Technologies Corp (NYSE:UTX) 33.3 42.2 69.0
US Bancorp (NYSE:USB) 27.9 32.4 64.2
Kraft Heinz Company (NASDAQ:KHC) 18.4 21.3 86.6
Pfizer Inc (NYSE:PFE) 16.9 18.3 49.8
Cisco Systems Inc (NASDAQ:CSCO) 23.3 27.4 65.3
Metlife Inc (NYSE:MET) 31.5 28.3 76.2
Booking Holdings, Inc (NASDAQ:BKNG) 17.0 24.8 67.1
Exelon Corporation (NASDAQ:EXC) 30.6 42.1 61.4
Citigroup (NYSE:C) 33.4 41.0 82.9
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 24.7 21.1 68.9
Kinder Morgan Inc (NYSE:KMI) 42.8 57.0 76.5
Capital One Financial Cp (NYSE:COF) 31.0 30.3 84.3
Fedex Corp (NYSE:FDX) 22.3 41.2 78.6
Emerson Electric Co (NYSE:EMR) 34.1 42.3 75.6
Altria Group Inc (NYSE:MO) 19.0 17.0 59.6
Bank of New York Mellon Corporation (NYSE:BK) 20.1 19.7 66.5
3M Company (NYSE:MMM) 9.7 13.1 60.6
Wells Fargo & Company (NYSE:WFC) 26.2 27.2 70.0
American International Group (NYSE:AIG) 35.2 32.6 87.1
Ford Motor Co (NYSE:F) 23.5 22.0 70.4
General Motors Company (NYSE:GM) 29.9 38.7 79.1
Chevron Corp (NYSE:CVX) 40.7 56.6 79.8
Exxon Mobil Corporation (NYSE:XOM) 26.5 30.2 61.9
ConocoPhillips (NYSE:COP) 43.6 62.9 94.7
Boeing Co (NYSE:BA) 51.2 53.2 103.2
Simon Property Group (NYSE:SPG) 40.6 42.6 96.0
Schlumberger Ltd (NYSE:SLB) 40.2 71.1 97.2
Occidental Petro Cp (NYSE:OXY) 33.4 37.2 143.6


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.