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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 04/25/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 23.6 44.8 138.3
Netflix Inc (NASDAQ:NFLX) 12.6 26.2 64.5
Philip Morris International (NYSE:PM) 7.2 14.2 47.0
AT&T Inc (NYSE:T) 6.5 15.3 43.8
Walmart Inc (NYSE:WMT) 8.0 14.2 46.1
Gilead Sciences Inc (NASDAQ:GILD) 6.9 14.5 47.0
3M Company (NYSE:MMM) 10.2 17.8 66.4
Kinder Morgan Inc (NYSE:KMI) 10.1 18.8 48.3
T-Mobile US Inc (NASDAQ:TMUS) 9.1 26.4 49.1
Charter Communications (NASDAQ:CHTR) 10.2 25.5 75.7
Bank of New York Mellon Corporation (NYSE:BK) 10.6 19.6 46.6
Booking Holdings, Inc (NASDAQ:BKNG) 11.6 22.0 55.9
Altria Group Inc (NYSE:MO) 5.9 13.2 38.0
Costco Wholesale Corp (NASDAQ:COST) 8.7 15.4 44.7
NVIDIA Corporation (NASDAQ:NVDA) 15.9 31.0 116.3
Berkshire Hathaway Cl B (NYSE:BRKB) 7.3 12.9 35.6
Goldman Sachs Group Inc (NYSE:GS) 10.5 19.1 63.8
International Business Machines Corp (NYSE:IBM) 11.0 17.6 53.9
JPMorgan Chase and Co (NYSE:JPM) 7.6 17.1 55.2
Apple Inc (NASDAQ:AAPL) 15.2 23.8 61.5
Morgan Stanley (NYSE:MS) 12.6 22.7 64.7
Capital One Financial Cp (NYSE:COF) 15.0 26.5 73.9
RTX Corporation (NYSE:RTX) 13.3 24.2 48.9
Southern Company (NYSE:SO) 5.5 13.1 35.7
Exelon Corporation (NASDAQ:EXC) 6.9 14.9 37.2
Visa Inc (NYSE:V) 10.3 18.3 41.2
Duke Energy Corp (NYSE:DUK) 5.7 12.5 34.0
GE Aerospace (NYSE:GE) 12.2 22.6 69.6
American Tower Corp (NYSE:AMT) 9.0 17.6 52.5
Oracle Corp (NYSE:ORCL) 12.8 20.6 80.9
Abbott Laboratories (NYSE:ABT) 6.7 14.1 40.4
Eli Lilly & Company (NYSE:LLY) 11.0 19.5 67.8
Coca-Cola Co (NYSE:KO) 6.0 12.2 31.3
Blackrock Incorporated (NYSE:BLK) 12.7 22.3 49.7
Cisco Systems Inc (NASDAQ:CSCO) 6.6 15.2 43.6
Mastercard Incorporated (NYSE:MA) 9.8 18.3 39.6
Wells Fargo & Company (NYSE:WFC) 11.0 21.6 62.4
McDonalds Corp (NYSE:MCD) 6.2 12.4 38.8
American Express Co (NYSE:AXP) 13.2 23.6 60.5
Meta Platforms Inc (NASDAQ:META) 15.3 28.9 71.7
AbbVie Inc (NYSE:ABBV) 7.9 15.1 53.2
Citigroup (NYSE:C) 13.3 23.9 64.9
Simon Property Group (NYSE:SPG) 11.6 25.7 51.5
American International Group (NYSE:AIG) 8.0 21.0 46.5
Charles Schwab Corp (NYSE:SCHW) 8.5 20.0 57.6
Colgate-Palmolive Co (NYSE:CL) 6.6 12.2 37.5
Verizon Communications (NYSE:VZ) 6.2 13.0 43.9
Home Depot Inc (NYSE:HD) 7.9 15.9 45.2
Amazon.Com Inc (NASDAQ:AMZN) 13.8 22.7 63.6
Boeing Co (NYSE:BA) 16.3 29.9 76.1
General Motors Company (NYSE:GM) 11.3 23.5 70.2
Metlife Inc (NYSE:MET) 9.5 19.5 54.9
Lockheed Martin Corp (NYSE:LMT) 7.0 15.0 43.4
Medtronic PLC (NYSE:MDT) 7.6 15.1 41.6
Bank Of America Corp (NYSE:BAC) 10.8 20.3 55.4
Johnson & Johnson (NYSE:JNJ) 4.8 10.5 36.8
Amgen Inc (NASDAQ:AMGN) 6.7 14.4 52.0
Alphabet Inc (NASDAQ:GOOG) 10.4 21.0 60.0
Alphabet Inc Class A (NASDAQ:GOOGL) 10.3 19.4 60.6
Honeywell International (NASDAQ:HON) 8.3 15.3 44.7
PayPal Holdings Inc (NASDAQ:PYPL) 13.1 26.4 71.4
Linde plc (NASDAQ:LIN) 9.3 16.7 35.6
NextEra Energy (NYSE:NEE) 9.0 17.4 55.2
Procter & Gamble Co (NYSE:PG) 8.5 14.1 35.8
Texas Instruments Inc (NASDAQ:TXN) 17.8 25.8 71.5
Bristol-Myers Squibb Co (NYSE:BMY) 7.7 14.4 58.6
US Bancorp (NYSE:USB) 8.2 20.2 56.5
Salesforce Inc (NYSE:CRM) 16.0 24.7 75.5
Microsoft Corp (NASDAQ:MSFT) 10.2 19.3 47.4
Emerson Electric Co (NYSE:EMR) 13.0 24.6 59.0
Starbucks Corporation (NASDAQ:SBUX) 9.0 19.2 78.6
CVS Health Corporation (NYSE:CVS) 7.5 17.5 78.0
Lowes Companies Inc (NYSE:LOW) 9.3 18.2 47.0
General Dynamics Corp (NYSE:GD) 8.9 15.3 42.4
Mondelez International Inc (NASDAQ:MDLZ) 6.9 12.7 39.5
Accenture Ltd (NYSE:ACN) 9.8 18.1 54.2
Qualcomm Inc (NASDAQ:QCOM) 13.2 24.2 82.6
Union Pacific Corp (NYSE:UNP) 7.6 15.2 43.7
Exxon Mobil Corporation (NYSE:XOM) 10.8 20.9 45.2
Pfizer Inc (NYSE:PFE) 7.8 15.5 47.0
UnitedHealth Group Inc (NYSE:UNH) 29.7 38.2 74.9
Chevron Corp (NYSE:CVX) 11.7 21.2 47.4
Caterpillar Inc (NYSE:CAT) 10.5 19.2 59.3
Comcast Corp Cl A (NASDAQ:CMCSA) 9.7 16.8 54.8
Walt Disney Company (NYSE:DIS) 13.2 22.8 56.4
Pepsico Inc (NASDAQ:PEP) 9.3 15.2 38.6
Danaher Corp (NYSE:DHR) 8.8 16.4 55.1
Fedex Corp (NYSE:FDX) 12.4 25.4 69.8
Adobe Systems Inc (NASDAQ:ADBE) 9.3 21.4 75.7
Ford Motor Co (NYSE:F) 10.6 24.5 76.0
Kraft Heinz Company (NASDAQ:KHC) 7.4 15.0 43.3
Thermo Fischer Scientific Inc (NYSE:TMO) 8.9 16.4 48.1
ConocoPhillips (NYSE:COP) 17.0 30.9 60.5
United Parcel Service Inc (NYSE:UPS) 7.7 17.6 62.4
Merck & Co (NYSE:MRK) 7.9 15.5 49.8
Advanced Micro Devices (NASDAQ:AMD) 20.9 36.0 102.2
Nike Inc Cl B (NYSE:NKE) 10.3 20.8 78.1
Walgreens Boots Alliance Inc (NASDAQ:WBA) 11.1 23.2 117.6
Intel Corp (NASDAQ:INTC) 17.1 29.2 121.4
Target Corporation (NYSE:TGT) 11.0 22.5 78.3
Dow Inc (NYSE:DOW) 19.2 33.6 63.7


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.