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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 09/22/2023

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 13.6 29.4 .
General Electric Co (NYSE:GE) 7.9 20.6 .
Meta Platforms Inc (NASDAQ:META) 10.3 28.4 .
Eli Lilly & Company (NYSE:LLY) 11.4 18.3 .
Adobe Systems Inc (NASDAQ:ADBE) 12.6 23.9 .
Fedex Corp (NYSE:FDX) 9.5 22.5 .
Booking Holdings` Inc (NASDAQ:BKNG) 8.2 20.0 .
Oracle Corp (NYSE:ORCL) 12.2 19.5 .
Netflix Inc (NASDAQ:NFLX) 11.6 29.4 .
Caterpillar Inc (NYSE:CAT) 8.0 17.7 .
Salesforce Inc (NYSE:CRM) 8.1 24.0 .
Comcast Corp Cl A (NASDAQ:CMCSA) 6.0 15.5 .
Boeing Co (NYSE:BA) 8.7 25.7 .
Linde AG (NYSE:LIN) 6.9 14.9 .
Berkshire Hathaway Cl B (NYSE:BRKB) 4.1 11.8 .
Microsoft Corp (NASDAQ:MSFT) 7.5 17.5 .
Mastercard Incorporated (NYSE:MA) 5.9 17.0 .
Alphabet Inc (NASDAQ:GOOG) 7.9 17.5 .
Alphabet Inc Class A (NASDAQ:GOOGL) 8.0 17.7 .
JPMorgan Chase and Co (NYSE:JPM) 5.4 16.8 .
Advanced Micro Devices (NASDAQ:AMD) 12.5 28.3 .
Cisco Systems Inc (NASDAQ:CSCO) 12.9 17.3 .
Emerson Electric Co (NYSE:EMR) 6.5 16.2 .
Exxon Mobil Corporation (NYSE:XOM) 6.9 18.1 .
Charter Communications (NASDAQ:CHTR) 7.3 17.6 .
Merck & Co (NYSE:MRK) 5.0 12.2 .
Visa Inc (NYSE:V) 6.6 15.6 .
Walmart Inc (Variety Stores:WMT) 4.2 11.7 .
Intel Corp (NASDAQ:INTC) 10.3 22.2 .
Amgen Inc (NASDAQ:AMGN) 6.0 13.8 .
Accenture Ltd (NYSE:ACN) 7.1 15.8 .
Gilead Sciences Inc (NASDAQ:GILD) 5.5 13.0 .
Mondelez International Inc (NASDAQ:MDLZ) 5.3 11.9 .
American International Group (NYSE:AIG) 6.1 22.3 .
International Business Machines Corporation (NYSE:IBM) 6.3 14.7 .
Simon Property Group (NYSE:SPG) 7.8 27.0 .
Apple Inc (NASDAQ:AAPL) 7.9 17.9 .
Costco Wholesale Corp (Variety Stores:COST) 5.0 12.6 .
Home Depot Inc (NYSE:HD) 7.4 16.1 .
Lowes Companies Inc (NYSE:LOW) 9.3 19.4 .
Dow Inc (NYSE:DOW) 8.9 21.0 .
Procter & Gamble Co (NYSE:PG) 4.4 11.1 .
Amazon.Com Inc (NASDAQ:AMZN) 11.7 22.0 .
Honeywell International (NASDAQ:HON) 5.4 14.6 .
AbbVie Inc (NYSE:ABBV) 5.2 13.5 .
Blackrock Incorporated (NYSE:BLK) 6.3 16.9 .
McDonalds Corp (NYSE:MCD) 6.0 12.7 .
Chevron Corp (NYSE:CVX) 5.6 18.5 .
ConocoPhillips (NYSE:COP) 8.2 23.3 .
Starbucks Corporation (NASDAQ:SBUX) 7.6 17.2 .
Pepsico Inc (NASDAQ:PEP) 4.9 11.4 .
American Express Co (NYSE:AXP) 8.9 21.5 .
Goldman Sachs Group Inc (NYSE:GS) 7.3 17.6 .
T-Mobile US Inc. (NASDAQ:TMUS) 6.1 15.6 .
Bank of New York Mellon Corporation (NYSE:BK) 8.7 18.5 .
Metlife Inc (NYSE:MET) 7.6 19.4 .
Kraft Heinz Company (NASDAQ:KHC) 5.7 15.1 .
UnitedHealth Group Inc. (NYSE:UNH) 5.2 14.5 .
Capital One Financial Cp (NYSE:COF) 8.3 24.7 .
Union Pacific Corp (NYSE:UNP) 6.0 15.6 .
Philip Morris International (NYSE:PM) 5.0 13.3 .
Lockheed Martin Corp (NYSE:LMT) 6.2 14.5 .
Altria Group Inc (NYSE:MO) 4.9 13.1 .
Johnson & Johnson (NYSE:JNJ) 4.3 10.3 .
Texas Instruments Inc (NASDAQ:TXN) 6.4 16.3 .
Wells Fargo & Company (NYSE:WFC) 7.1 21.2 .
Abbott Laboratories (NYSE:ABT) 5.7 14.3 .
Coca-Cola Co (NYSE:KO) 4.4 11.2 .
Colgate-Palmolive Co (NYSE:CL) 4.6 11.3 .
Morgan Stanley (NYSE:MS) 8.5 19.4 .
General Dynamics Corp (NYSE:GD) 5.2 13.6 .
rmo Fisher Scientific Inc (NYSE:TMO) 6.0 15.4 .
Exelon Corporation (NASDAQ:EXC) 5.0 14.5 .
Ford Motor Co (NYSE:F) 9.1 23.2 .
Kinder Morgan Inc (NYSE:KMI) 6.6 18.0 .
Medtronic PLC (NYSE:MDT) 6.1 14.3 .
AT&T Inc (NYSE:T) 6.9 15.5 .
Danaher Corp (NYSE:DHR) 6.7 15.5 .
Southern Company (NYSE:SO) 5.2 13.9 .
Nike Inc Cl B (NYSE:NKE) 8.3 19.5 .
Duke Energy Corp (NYSE:DUK) 5.1 12.7 .
United Parcel Service Inc (NYSE:UPS) 6.9 17.5 .
Citigroup (NYSE:C) 6.9 21.3 .
General Motors Company (NYSE:GM) 8.6 22.7 .
Qualcomm Inc (NASDAQ:QCOM) 8.8 23.0 .
RTX Corporation (NYSE:RTX) 10.5 20.2 .
Bristol-Myers Squibb Co (NYSE:BMY) 5.1 11.7 .
3M Company (NYSE:MMM) 8.6 16.7 .
Verizon Communications (NYSE:VZ) 4.7 10.9 .
Bank Of America Corp (NYSE:BAC) 7.4 19.6 .
Tesla Inc (NASDAQ:TSLA) 15.1 36.3 .
NextEra Energy (NYSE:NEE) 5.8 15.4 .
Walt Disney Company (NYSE:DIS) 7.7 18.3 .
US Bancorp (NYSE:USB) 10.4 21.8 .
Charles Schwab Corp (NYSE:SCHW) 10.8 22.6 .
Pfizer Inc (NYSE:PFE) 6.0 14.7 .
CVS Health Corporation (NYSE:CVS) 6.9 15.4 .
American Tower Corp (NYSE:AMT) 9.3 18.4 .
Target Corporation (Variety Stores:TGT) 13.4 24.3 .
PayPal Holdings Inc (NASDAQ:PYPL) 11.7 27.6 .
Walgreens Boots Alliance Inc. (NASDAQ:WBA) 7.2 18.8 .


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.