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 10/16/2020

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 10.4 25.6 100.6
Apple Inc (NASDAQ:AAPL) 10.1 18.1 75.5
Fedex Corp (NYSE:FDX) 6.7 14.8 87.9
Adobe Systems Inc (NASDAQ:ADBE) 7.6 16.7 75.3
Amazon.Com Inc (NASDAQ:AMZN) 10.0 18.9 62.1
Netflix Inc (NASDAQ:NFLX) 10.9 23.8 80.6
rmo Fisher Scientific Inc (NYSE:TMO) 5.3 12.4 61.5
Danaher Corp (NYSE:DHR) 4.7 11.1 54.7
Qualcomm Inc (NASDAQ:QCOM) 8.0 19.4 91.1
Lowes Companies Inc (NYSE:LOW) 6.5 16.7 82.8
Microsoft Corp (NASDAQ:MSFT) 6.4 15.3 68.6
United Parcel Service Inc (NYSE:UPS) 4.7 13.7 66.0
Blackrock Incorporated (NYSE:BLK) 5.9 14.1 74.6
Target Corporation (NYSE:TGT) 6.0 17.0 70.6
Charter Communications (NASDAQ:CHTR) 6.9 15.1 57.0
Facebook Inc (NASDAQ:FB) 8.8 18.6 74.2
UnitedHealth Group Inc. (NYSE:UNH) 6.4 13.8 75.0
Eli Lilly & Company (NYSE:LLY) 8.3 15.3 62.5
Nike Inc Cl B (NYSE:NKE) 6.0 14.8 66.3
Abbott Laboratories (NYSE:ABT) 6.7 13.4 63.2
NextEra Energy (NYSE:NEE) 5.6 12.2 63.2
Union Pacific Corp (NYSE:UNP) 5.8 13.5 69.0
Caterpillar Inc (NYSE:CAT) 5.6 13.3 73.5
Costco Wholesale Corp (NASDAQ:COST) 4.8 11.5 46.5
Alphabet Inc (NASDAQ:GOOG) 6.5 14.8 63.8
Alphabet Inc Class A (NASDAQ:GOOGL) 6.6 14.7 63.6
Biogen Inc (NASDAQ:BIIB) 12.1 23.1 94.7
Procter & Gamble Co (NYSE:PG) 3.2 9.8 52.0
Accenture Ltd (NYSE:ACN) 4.6 12.8 63.2
Mastercard Incorporated (NYSE:MA) 6.7 14.6 73.6
Home Depot Inc (NYSE:HD) 4.8 12.2 69.1
Walmart Inc (NYSE:WMT) 5.2 12.8 49.3
Morgan Stanley (NYSE:MS) 6.7 16.6 87.7
Colgate-Palmolive Co (NYSE:CL) 4.1 10.6 50.7
Texas Instruments Inc (NASDAQ:TXN) 6.7 15.1 72.6
Bristol-Myers Squibb Co (NYSE:BMY) 7.2 14.5 55.8
Kraft Heinz Company (NASDAQ:KHC) 7.5 19.2 87.9
Amgen Inc (NASDAQ:AMGN) 9.9 16.7 62.0
AbbVie Inc (NYSE:ABBV) 7.4 16.7 62.7
Visa Inc (NYSE:V) 6.3 13.5 65.4
McDonalds Corp (NYSE:MCD) 3.5 10.9 61.1
Oracle Corp (NYSE:ORCL) 5.2 13.4 64.0
Johnson & Johnson (NYSE:JNJ) 5.0 10.4 49.0
Mondelez International Inc (NASDAQ:MDLZ) 5.0 12.2 53.4
3M Company (NYSE:MMM) 6.9 14.1 65.2
Intel Corp (NASDAQ:INTC) 5.9 17.4 84.7
Honeywell International (NYSE:HON) 5.7 12.2 68.1
Pfizer Inc (NYSE:PFE) 4.1 12.6 55.1
Pepsico Inc (NASDAQ:PEP) 4.9 10.6 56.8
Emerson Electric Co (NYSE:EMR) 5.5 14.0 82.6
Starbucks Corporation (NASDAQ:SBUX) 5.3 13.7 70.4
Lockheed Martin Corp (NYSE:LMT) 5.5 11.8 63.8
Berkshire Hathaway Cl B (NYSE:BRKB) 4.6 10.7 53.9
Medtronic PLC (NYSE:MDT) 5.1 11.4 60.6
Goldman Sachs Group Inc (NYSE:GS) 6.8 15.6 81.1
Philip Morris International (NYSE:PM) 4.8 13.7 65.8
Comcast Corp Cl A (NASDAQ:CMCSA) 6.6 13.6 59.6
Duke Energy Corp (NYSE:DUK) 6.6 12.8 61.8
Verizon Communications (NYSE:VZ) 4.4 10.0 42.1
Walt Disney Company (NYSE:DIS) 7.3 14.6 71.9
Southern Company (NYSE:SO) 4.5 11.3 69.8
Exelon Corporation (NASDAQ:EXC) 6.0 13.5 73.5
Merck & Co (NYSE:MRK) 6.1 12.1 52.4
Gilead Sciences Inc (NASDAQ:GILD) 6.5 16.0 62.2
International Business Machines Corporation (NYSE:IBM) 7.3 14.0 64.6
Coca-Cola Co (NYSE:KO) 5.1 10.5 54.9
General Motors Company (NYSE:GM) 8.3 17.8 93.4
CVS Health Corporation (NYSE:CVS) 6.2 14.0 65.0
Altria Group Inc (NYSE:MO) 5.7 13.1 62.4
American Express Co (NYSE:AXP) 6.4 14.5 88.9
Capital One Financial Cp (NYSE:COF) 7.5 18.8 108.8
Allstate Corporation (NYSE:ALL) 6.1 12.3 66.6
Bank of New York Mellon Corporation (NYSE:BK) 7.3 15.7 74.6
Metlife Inc (NYSE:MET) 7.5 18.0 89.5
Cisco Systems Inc (NASDAQ:CSCO) 5.1 14.4 69.3
JPMorgan Chase and Co (NYSE:JPM) 5.3 13.8 79.8
Ford Motor Co (NYSE:F) 9.4 17.5 84.3
Booking Holdings, Inc (NASDAQ:BKNG) 9.4 18.1 77.0
General Electric Co (NYSE:GE) 11.5 25.4 108.9
General Dynamics Corp (NYSE:GD) 5.9 12.3 62.3
Bank Of America Corp (NYSE:BAC) 10.6 19.1 88.3
Raytheon Technologies Corporation (NYSE:RTX) 6.5 14.9 82.6
AT&T Inc (NYSE:T) 4.6 11.0 56.6
US Bancorp (NYSE:USB) 7.5 14.8 84.6
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 9.0 17.3 75.5
Kinder Morgan Inc (NYSE:KMI) 8.6 18.8 84.3
Chevron Corp (NYSE:CVX) 6.9 15.8 89.2
Citigroup (NYSE:C) 9.5 19.1 102.2
ConocoPhillips (NYSE:COP) 9.6 22.5 107.1
American International Group (NYSE:AIG) 6.7 17.7 106.9
Exxon Mobil Corporation (NYSE:XOM) 8.1 15.6 76.2
Schlumberger Ltd (NYSE:SLB) 12.6 29.3 118.5
Wells Fargo & Company (NYSE:WFC) 13.7 19.8 90.2
Boeing Co (NYSE:BA) 10.6 21.6 129.1
Simon Property Group (NYSE:SPG) 8.8 19.3 129.4
Occidental Petro Cp (NYSE:OXY) 13.5 31.5 174.0


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.