ABG Analytics logo
Get updates

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 07/31/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 7.8 24.5 109.7
Apple Inc (NASDAQ:AAPL) 11.2 18.7 75.1
Amazon.Com Inc (NASDAQ:AMZN) 7.0 17.6 68.8
Charter Communications (NASDAQ:CHTR) 4.1 12.5 60.1
Target Corporation (NYSE:TGT) 6.3 17.1 72.7
Netflix Inc (NASDAQ:NFLX) 10.1 24.1 83.5
Microsoft Corp (NASDAQ:MSFT) 8.2 16.0 69.9
Lowes Companies Inc (NYSE:LOW) 5.0 16.4 83.6
Qualcomm Inc (NASDAQ:QCOM) 11.6 21.0 90.6
Adobe Systems Inc (NASDAQ:ADBE) 6.5 17.3 78.0
rmo Fisher Scientific Inc (NYSE:TMO) 5.0 12.1 62.5
Danaher Corp (NYSE:DHR) 4.4 10.9 55.7
AbbVie Inc (NYSE:ABBV) 7.3 16.7 65.6
Facebook Inc (NASDAQ:FB) 16.9 21.2 76.0
Blackrock Incorporated (NYSE:BLK) 5.4 13.5 75.5
Eli Lilly & Company (NYSE:LLY) 8.2 15.2 63.4
NextEra Energy (NYSE:NEE) 5.3 11.6 62.2
United Parcel Service Inc (NYSE:UPS) 11.1 20.4 68.5
Amgen Inc (NASDAQ:AMGN) 7.0 14.5 61.4
Bristol-Myers Squibb Co (NYSE:BMY) 6.5 14.0 57.6
Home Depot Inc (NYSE:HD) 3.5 11.5 70.1
Biogen Inc (NASDAQ:BIIB) 9.6 24.4 95.6
UnitedHealth Group Inc. (NYSE:UNH) 5.8 13.2 76.1
Kraft Heinz Company (NASDAQ:KHC) 7.2 19.2 89.0
Alphabet Inc Class A (NASDAQ:GOOGL) 6.7 14.6 65.2
Costco Wholesale Corp (NASDAQ:COST) 5.0 11.5 50.2
Alphabet Inc (NASDAQ:GOOG) 6.6 14.7 65.3
Nike Inc Cl B (NYSE:NKE) 6.3 14.3 68.3
Morgan Stanley (NYSE:MS) 6.9 17.0 88.4
Walmart Inc (NYSE:WMT) 5.4 12.6 48.9
Accenture Ltd (NYSE:ACN) 3.0 11.8 63.7
Abbott Laboratories (NYSE:ABT) 5.4 12.5 63.3
Mastercard Incorporated (NYSE:MA) 6.9 14.9 76.8
Procter & Gamble Co (NYSE:PG) 4.1 10.1 53.2
Johnson & Johnson (NYSE:JNJ) 3.8 9.7 51.9
Fedex Corp (NYSE:FDX) 10.6 21.4 90.0
Caterpillar Inc (NYSE:CAT) 8.1 16.6 77.0
CVS Health Corporation (NYSE:CVS) 6.1 13.9 66.8
Emerson Electric Co (NYSE:EMR) 7.3 15.3 83.4
Visa Inc (NYSE:V) 5.4 13.8 68.0
Union Pacific Corp (NYSE:UNP) 6.3 14.2 70.8
Texas Instruments Inc (NASDAQ:TXN) 6.6 14.9 75.6
Gilead Sciences Inc (NASDAQ:GILD) 8.2 16.6 63.8
Colgate-Palmolive Co (NYSE:CL) 4.1 10.5 53.3
Pepsico Inc (NASDAQ:PEP) 3.6 9.9 57.3
Verizon Communications (NYSE:VZ) 4.0 9.9 44.5
Berkshire Hathaway Cl B (NYSE:BRKB) 4.6 11.2 55.7
Pfizer Inc (NYSE:PFE) 5.6 11.8 56.2
Lockheed Martin Corp (NYSE:LMT) 6.3 12.6 65.8
Intel Corp (NASDAQ:INTC) 7.0 17.8 87.1
Mondelez International Inc (NASDAQ:MDLZ) 4.9 12.1 53.8
Oracle Corp (NYSE:ORCL) 5.1 13.3 65.3
Goldman Sachs Group Inc (NYSE:GS) 6.6 15.2 83.1
Comcast Corp Cl A (NASDAQ:CMCSA) 5.9 12.8 60.9
Medtronic PLC (NYSE:MDT) 5.9 12.2 61.1
Duke Energy Corp (NYSE:DUK) 6.2 13.2 61.3
3M Company (NYSE:MMM) 5.3 13.5 66.4
Merck & Co (NYSE:MRK) 5.3 11.8 53.0
Walt Disney Company (NYSE:DIS) 15.1 19.7 72.7
Southern Company (NYSE:SO) 5.1 11.9 70.1
Philip Morris International (NYSE:PM) 4.6 13.6 67.5
McDonalds Corp (NYSE:MCD) 4.9 11.3 62.4
Honeywell International (NYSE:HON) 6.4 12.7 68.1
Allstate Corporation (NYSE:ALL) 7.0 13.3 67.9
Bank Of America Corp (NYSE:BAC) 6.1 15.8 88.5
Altria Group Inc (NYSE:MO) 4.9 12.6 63.4
JPMorgan Chase and Co (NYSE:JPM) 6.4 14.2 79.8
Booking Holdings, Inc (NASDAQ:BKNG) 7.4 16.7 77.8
Cisco Systems Inc (NASDAQ:CSCO) 4.9 13.7 69.8
International Business Machines Corporation (NYSE:IBM) 5.0 13.5 65.7
Coca-Cola Co (NYSE:KO) 5.8 11.5 54.5
AT&T Inc (NYSE:T) 5.0 11.2 59.8
Exelon Corporation (NASDAQ:EXC) 6.8 14.5 72.6
General Dynamics Corp (NYSE:GD) 5.6 12.2 64.0
Bank of New York Mellon Corporation (NYSE:BK) 5.4 16.7 74.3
Metlife Inc (NYSE:MET) 12.2 20.4 89.6
American Express Co (NYSE:AXP) 6.9 14.9 89.3
Raytheon Technologies Corporation (NYSE:RTX) 8.6 15.7 83.1
Starbucks Corporation (NASDAQ:SBUX) 5.3 13.6 71.3
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.2 15.3 75.7
Citigroup (NYSE:C) 7.5 17.3 101.9
Capital One Financial Cp (NYSE:COF) 8.7 19.0 107.1
Ford Motor Co (NYSE:F) 7.3 16.7 85.4
US Bancorp (NYSE:USB) 7.0 14.1 83.2
Chevron Corp (NYSE:CVX) 8.7 17.2 89.6
Kinder Morgan Inc (NYSE:KMI) 8.7 18.8 84.7
ConocoPhillips (NYSE:COP) 11.8 22.8 107.0
General Electric Co (NYSE:GE) 12.6 23.2 111.5
General Motors Company (NYSE:GM) 8.4 17.5 92.4
Exxon Mobil Corporation (NYSE:XOM) 8.7 15.9 75.9
Schlumberger Ltd (NYSE:SLB) 13.4 24.9 116.2
Wells Fargo & Company (NYSE:WFC) 7.7 16.4 89.2
American International Group (NYSE:AIG) 14.1 21.6 107.3
Boeing Co (NYSE:BA) 11.5 22.2 128.4
Simon Property Group (NYSE:SPG) 9.9 19.5 127.1
Occidental Petro Cp (NYSE:OXY) 14.2 29.5 170.9


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.