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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 09/10/2021

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Capital One Financial Cp (NYSE:COF) 9.8 20.2 113.7
General Electric Co (NYSE:GE) 7.4 18.3 104.3
Morgan Stanley (NYSE:MS) 5.7 16.1 90.2
Goldman Sachs Group Inc (NYSE:GS) 5.8 14.8 82.8
Tesla Inc (NASDAQ:TSLA) 9.9 24.8 147.6
American International Group (NYSE:AIG) 4.8 18.5 111.7
Simon Property Group (NYSE:SPG) 6.2 20.7 141.5
Alphabet Inc (NASDAQ:GOOG) 4.9 13.7 63.5
Wells Fargo & Company (NYSE:WFC) 10.2 19.1 99.9
Alphabet Inc Class A (NASDAQ:GOOGL) 5.0 13.6 64.1
Ford Motor Co (NYSE:F) 7.2 17.4 92.8
NVIDIA Corporation (NASDAQ:NVDA) 10.4 25.6 99.2
ConocoPhillips (NYSE:COP) 8.5 20.0 116.8
Blackrock Incorporated (NYSE:BLK) 5.3 14.0 75.7
Target Corporation (NYSE:TGT) 6.2 17.2 62.1
General Motors Company (NYSE:GM) 8.0 18.5 102.0
Eli Lilly & Company (NYSE:LLY) 8.4 16.7 73.1
Danaher Corp (NYSE:DHR) 4.7 11.3 57.2
Metlife Inc (NYSE:MET) 5.2 18.0 94.4
Bank Of America Corp (NYSE:BAC) 6.3 16.9 91.8
JPMorgan Chase and Co (NYSE:JPM) 4.8 14.4 84.0
Oracle Corp (NYSE:ORCL) 5.2 13.3 66.0
US Bancorp (NYSE:USB) 5.8 14.8 91.9
American Express Co (NYSE:AXP) 6.2 17.0 97.7
Schlumberger Ltd (NYSE:SLB) 10.4 22.1 127.1
PayPal Holdings Inc (NASDAQ:PYPL) 7.7 18.0 88.3
Emerson Electric Co (NYSE:EMR) 7.6 15.8 84.2
Accenture Ltd (NYSE:ACN) 3.9 12.0 64.5
Cisco Systems Inc (NASDAQ:CSCO) 4.8 14.7 65.7
Bank of New York Mellon Corporation (NYSE:BK) 5.6 15.2 78.8
Exxon Mobil Corporation (NYSE:XOM) 6.6 15.1 87.6
CVS Health Corporation (NYSE:CVS) 5.8 14.8 64.0
Microsoft Corp (NASDAQ:MSFT) 5.1 14.0 69.1
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 7.4 16.6 79.2
Nike Inc Cl B (NYSE:NKE) 6.5 15.1 69.8
Allstate Corporation (NYSE:ALL) 5.3 11.8 68.3
General Dynamics Corp (NYSE:GD) 3.7 11.2 62.6
Facebook Inc (NASDAQ:FB) 6.6 18.6 76.3
Starbucks Corporation (NASDAQ:SBUX) 5.5 13.7 72.1
Raytheon Technologies Corporation (NYSE:RTX) 4.7 14.2 87.3
Exelon Corporation (NASDAQ:EXC) 4.0 11.8 75.3
Texas Instruments Inc (NASDAQ:TXN) 4.8 14.3 72.4
Adobe Systems Inc (NASDAQ:ADBE) 5.0 15.6 76.3
Walt Disney Company (NYSE:DIS) 5.4 13.6 77.4
Costco Wholesale Corp (NASDAQ:COST) 4.3 11.2 47.1
Caterpillar Inc (NYSE:CAT) 7.6 16.2 73.4
Citigroup (NYSE:C) 6.0 17.4 105.2
rmo Fisher Scientific Inc (NYSE:TMO) 4.7 12.8 63.8
Honeywell International (NASDAQ:HON) 5.4 12.4 70.7
Pfizer Inc (NYSE:PFE) 5.3 12.2 58.2
Comcast Corp Cl A (NASDAQ:CMCSA) 4.8 12.1 62.6
Boeing Co (NYSE:BA) 7.8 21.2 134.7
UnitedHealth Group Inc. (NYSE:UNH) 5.4 14.1 72.3
Apple Inc (NASDAQ:AAPL) 5.8 17.0 75.7
Charter Communications (NASDAQ:CHTR) 6.7 14.5 59.5
Lowes Companies Inc (NYSE:LOW) 5.1 17.2 83.7
Philip Morris International (NYSE:PM) 7.6 14.4 61.8
Southern Company (NYSE:SO) 4.0 11.2 71.4
Berkshire Hathaway Cl B (NYSE:BRKB) 3.7 10.3 54.9
Qualcomm Inc (NASDAQ:QCOM) 7.8 19.8 86.7
Booking Holdings, Inc (NASDAQ:BKNG) 6.6 17.4 85.4
Duke Energy Corp (NYSE:DUK) 5.2 11.8 64.0
Medtronic PLC (NYSE:MDT) 4.7 11.9 63.6
Netflix Inc (NASDAQ:NFLX) 8.5 20.6 79.7
Abbott Laboratories (NYSE:ABT) 4.6 11.8 64.3
Kinder Morgan Inc (NYSE:KMI) 6.4 17.4 89.9
Chevron Corp (NYSE:CVX) 6.5 15.6 96.3
NextEra Energy (NYSE:NEE) 4.7 11.7 67.5
United Parcel Service Inc (NYSE:UPS) 8.7 15.5 67.6
Home Depot Inc (NYSE:HD) 4.2 12.1 70.0
AbbVie Inc (NYSE:ABBV) 9.5 16.9 57.9
Altria Group Inc (NYSE:MO) 4.7 13.2 59.3
Pepsico Inc (NASDAQ:PEP) 4.3 10.1 57.0
Kraft Heinz Company (NASDAQ:KHC) 9.2 17.8 69.8
Fedex Corp (NYSE:FDX) 7.4 16.0 85.6
Johnson & Johnson (NYSE:JNJ) 4.8 10.3 48.0
International Business Machines Corporation (NYSE:IBM) 4.8 13.2 66.7
3M Company (NYSE:MMM) 5.7 12.2 60.7
Biogen Inc (NASDAQ:BIIB) 19.0 27.7 114.8
Visa Inc (NYSE:V) 5.4 13.7 67.9
Gilead Sciences Inc (NASDAQ:GILD) 6.1 14.4 60.9
Coca-Cola Co (NYSE:KO) 3.8 9.1 54.4
McDonalds Corp (NYSE:MCD) 4.0 10.7 61.4
Intel Corp (NASDAQ:INTC) 6.4 18.0 88.5
Amazon.Com Inc (NASDAQ:AMZN) 5.7 15.6 64.1
Bristol-Myers Squibb Co (NYSE:BMY) 8.3 16.6 49.3
Union Pacific Corp (NYSE:UNP) 6.9 14.7 67.7
Walmart Inc (NYSE:WMT) 4.8 12.5 50.3
Mondelez International Inc (NASDAQ:MDLZ) 5.9 12.2 53.5
Procter & Gamble Co (NYSE:PG) 3.4 9.8 50.9
Mastercard Incorporated (NYSE:MA) 6.0 15.2 77.9
Colgate-Palmolive Co (NYSE:CL) 4.4 10.5 50.0
AT&T Inc (NYSE:T) 4.5 11.3 57.1
Merck & Co (NYSE:MRK) 6.3 12.4 51.5
Lockheed Martin Corp (NYSE:LMT) 4.9 11.5 64.6
Verizon Communications (NYSE:VZ) 3.8 9.4 40.3
Amgen Inc (NASDAQ:AMGN) 7.3 14.4 61.5


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.