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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 01/17/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Apple Inc (NASDAQ:AAPL) 4.7 12.1 54.2
Qualcomm Inc (NASDAQ:QCOM) 7.2 17.2 67.0
Charter Communications (NASDAQ:CHTR) 5.8 12.7 52.6
Target Corporation (NYSE:TGT) 13.4 18.5 59.7
NVIDIA Corporation (NASDAQ:NVDA) 8.7 22.3 88.7
Mastercard Incorporated (NYSE:MA) 4.9 11.8 49.0
Microsoft Corp (NASDAQ:MSFT) 5.2 12.5 45.1
Danaher Corp (NYSE:DHR) 3.2 7.6 39.2
Lockheed Martin Corp (NYSE:LMT) 4.3 9.2 39.9
Facebook Inc (NASDAQ:FB) 6.5 16.5 65.5
Visa Inc (NYSE:V) 3.2 10.5 41.8
Starbucks Corporation (NASDAQ:SBUX) 5.4 11.5 41.8
NextEra Energy (NYSE:NEE) 4.2 9.1 29.4
Costco Wholesale Corp (NASDAQ:COST) 4.0 10.1 36.9
Adobe Systems Inc (NASDAQ:ADBE) 4.7 12.7 58.0
Southern Company (NYSE:SO) 4.2 9.0 32.0
rmo Fisher Scientific Inc (NYSE:TMO) 3.9 9.7 43.5
Raytheon Co (NYSE:RTN) 3.7 9.0 43.4
Accenture Ltd (NYSE:ACN) 4.4 10.3 37.3
Procter & Gamble Co (NYSE:PG) 2.9 8.2 34.8
Allstate Corporation (NYSE:ALL) 3.5 7.3 34.7
United Technologies Corp (NYSE:UTX) 3.7 9.2 40.7
Medtronic PLC (NYSE:MDT) 3.8 9.5 34.6
Alphabet Inc (NASDAQ:GOOG) 5.0 13.1 49.4
Morgan Stanley (NYSE:MS) 8.1 15.1 48.7
Texas Instruments Inc (NASDAQ:TXN) 5.3 12.5 53.7
Alphabet Inc Class A (NASDAQ:GOOGL) 5.1 13.0 49.1
Bristol-Myers Squibb Co (NYSE:BMY) 4.7 11.0 51.2
General Electric Co (NYSE:GE) 8.6 16.9 80.0
JPMorgan Chase and Co (NYSE:JPM) 5.3 11.1 38.7
Lowes Companies Inc (NYSE:LOW) 5.2 14.0 51.5
Home Depot Inc (NYSE:HD) 4.0 9.6 38.1
Comcast Corp Cl A (NASDAQ:CMCSA) 4.3 9.8 44.8
American Express Co (NYSE:AXP) 3.0 8.2 38.5
Nike Inc Cl B (NYSE:NKE) 5.2 12.6 48.2
Honeywell International (NYSE:HON) 3.5 8.4 35.3
Walt Disney Company (NYSE:DIS) 4.3 10.7 41.6
Citigroup (NYSE:C) 5.0 12.1 47.1
Blackrock Incorporated (NYSE:BLK) 4.4 11.1 43.8
Pepsico Inc (NASDAQ:PEP) 3.6 8.0 31.7
Mondelez International Inc (NASDAQ:MDLZ) 4.2 10.8 31.7
Abbott Laboratories (NYSE:ABT) 4.3 10.0 40.3
Emerson Electric Co (NYSE:EMR) 4.4 10.4 44.0
Goldman Sachs Group Inc (NYSE:GS) 4.2 11.0 46.9
AT&T Inc (NYSE:T) 4.5 10.0 41.4
Capital One Financial Cp (NYSE:COF) 5.1 12.9 46.0
Allergan Plc (NYSE:AGN) 2.7 14.3 59.1
Intel Corp (NASDAQ:INTC) 6.0 14.1 55.8
Philip Morris International (NYSE:PM) 4.5 11.5 52.6
American International Group (NYSE:AIG) 5.2 11.7 46.5
Coca-Cola Co (NYSE:KO) 3.5 8.0 31.4
Kinder Morgan Inc (NYSE:KMI) 3.7 12.3 38.7
Merck & Co (NYSE:MRK) 4.7 10.5 36.5
CVS Health Corporation (NYSE:CVS) 4.7 10.5 53.5
Union Pacific Corp (NYSE:UNP) 4.9 11.2 47.1
Bank Of America Corp (NYSE:BAC) 6.0 13.5 45.6
Amgen Inc (NASDAQ:AMGN) 5.0 12.1 41.5
Booking Holdings, Inc (NASDAQ:BKNG) 6.5 14.7 48.7
United Parcel Service Inc (NYSE:UPS) 4.4 10.9 47.1
Walmart Inc (NYSE:WMT) 4.2 11.4 34.1
Eli Lilly & Company (NYSE:LLY) 4.2 10.9 40.9
McDonalds Corp (NYSE:MCD) 3.5 9.0 34.0
Metlife Inc (NYSE:MET) 5.3 13.6 43.3
Berkshire Hathaway Cl B (NYSE:BRKB) 3.4 8.5 34.2
Johnson & Johnson (NYSE:JNJ) 3.3 8.1 35.9
UnitedHealth Group Inc. (NYSE:UNH) 5.1 11.4 46.3
Colgate-Palmolive Co (NYSE:CL) 3.8 9.2 36.0
Oracle Corp (NYSE:ORCL) 5.0 11.6 41.5
International Business Machines Corporation (NYSE:IBM) 4.7 11.2 43.8
US Bancorp (NYSE:USB) 5.9 10.6 32.7
Cisco Systems Inc (NASDAQ:CSCO) 4.3 11.6 48.3
Amazon.Com Inc (NASDAQ:AMZN) 6.3 16.5 58.1
Caterpillar Inc (NYSE:CAT) 5.6 12.7 57.3
General Dynamics Corp (NYSE:GD) 4.2 9.6 40.6
Ford Motor Co (NYSE:F) 5.8 13.7 52.7
Duke Energy Corp (NYSE:DUK) 3.2 7.3 28.4
Altria Group Inc (NYSE:MO) 4.4 11.2 48.1
Verizon Communications (NYSE:VZ) 4.0 9.2 35.2
Chevron Corp (NYSE:CVX) 4.6 11.0 40.0
Exelon Corporation (NASDAQ:EXC) 3.8 9.1 30.7
AbbVie Inc (NYSE:ABBV) 6.2 15.8 55.6
Wells Fargo & Company (NYSE:WFC) 9.9 13.9 40.6
ConocoPhillips (NYSE:COP) 5.7 13.7 55.8
Netflix Inc (NASDAQ:NFLX) 10.1 22.9 77.2
Pfizer Inc (NYSE:PFE) 4.1 9.6 36.5
Exxon Mobil Corporation (NYSE:XOM) 4.2 10.1 38.3
3M Company (NYSE:MMM) 6.0 12.2 47.6
General Motors Company (NYSE:GM) 6.6 13.8 54.5
Schlumberger Ltd (NYSE:SLB) 7.2 14.9 59.1
Fedex Corp (NYSE:FDX) 9.3 18.1 61.1
Gilead Sciences Inc (NASDAQ:GILD) 6.4 15.1 45.5
Boeing Co (NYSE:BA) 6.1 13.8 57.3
Bank of New York Mellon Corporation (NYSE:BK) 16.5 16.2 44.9
Simon Property Group (NYSE:SPG) 4.6 9.9 37.0
Biogen Inc (NASDAQ:BIIB) 10.9 21.3 84.4
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 6.0 14.3 53.7
Occidental Petro Cp (NYSE:OXY) 5.6 13.0 55.8
Kraft Heinz Company (NASDAQ:KHC) 7.1 17.3 71.6


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.