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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 03/28/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Philip Morris International (NYSE:PM) 5.5 12.9 43.8
3M Company (NYSE:MMM) 8.3 16.8 58.4
T-Mobile US Inc (NASDAQ:TMUS) 7.0 15.0 39.7
AT&T Inc (NYSE:T) 5.5 14.3 41.4
Kinder Morgan Inc (NYSE:KMI) 6.3 16.6 42.4
Gilead Sciences Inc (NASDAQ:GILD) 6.8 14.3 45.6
Netflix Inc (NASDAQ:NFLX) 10.2 23.4 60.6
Tesla Inc (NASDAQ:TSLA) 22.5 42.3 128.9
Bank of New York Mellon Corporation (NYSE:BK) 7.1 16.3 38.9
GE Aerospace (NYSE:GE) 8.3 19.7 61.0
Walmart Inc (NYSE:WMT) 6.8 13.0 40.5
RTX Corporation (NYSE:RTX) 5.7 14.0 36.6
Altria Group Inc (NYSE:MO) 5.9 13.1 36.5
Goldman Sachs Group Inc (NYSE:GS) 9.0 18.7 54.1
Southern Company (NYSE:SO) 5.2 12.9 34.9
International Business Machines Corp (NYSE:IBM) 7.1 15.0 49.2
Apple Inc (NASDAQ:AAPL) 7.2 17.4 47.2
Charter Communications (NASDAQ:CHTR) 8.4 20.7 69.7
Berkshire Hathaway Cl B (NYSE:BRKB) 4.0 11.3 30.5
Duke Energy Corp (NYSE:DUK) 5.2 12.0 32.9
Costco Wholesale Corp (NASDAQ:COST) 6.9 13.9 41.2
Booking Holdings, Inc (NASDAQ:BKNG) 8.3 20.1 54.6
Morgan Stanley (NYSE:MS) 10.2 20.8 55.8
Wells Fargo & Company (NYSE:WFC) 8.9 20.5 56.9
JPMorgan Chase and Co (NYSE:JPM) 6.4 16.8 47.7
Capital One Financial Cp (NYSE:COF) 9.3 23.7 61.6
Cisco Systems Inc (NASDAQ:CSCO) 5.7 14.9 35.9
Exelon Corporation (NASDAQ:EXC) 6.6 14.7 36.0
Visa Inc (NYSE:V) 5.6 13.9 34.3
NVIDIA Corporation (NASDAQ:NVDA) 16.3 31.2 111.8
American Express Co (NYSE:AXP) 8.8 20.1 48.3
Abbott Laboratories (NYSE:ABT) 7.1 14.3 38.4
Meta Platforms Inc (NASDAQ:META) 10.8 23.6 62.2
Coca-Cola Co (NYSE:KO) 4.8 10.9 28.8
Blackrock Incorporated (NYSE:BLK) 6.4 15.8 40.0
NextEra Energy (NYSE:NEE) 7.2 16.2 52.0
AbbVie Inc (NYSE:ABBV) 7.0 14.0 48.3
Bristol-Myers Squibb Co (NYSE:BMY) 6.4 13.4 55.9
Citigroup (NYSE:C) 8.4 20.4 54.6
Mastercard Incorporated (NYSE:MA) 5.1 16.0 33.5
Oracle Corp (NYSE:ORCL) 9.6 19.5 74.5
Bank Of America Corp (NYSE:BAC) 6.8 18.7 46.2
American Tower Corp (NYSE:AMT) 6.1 14.6 50.4
McDonalds Corp (NYSE:MCD) 4.9 12.0 36.4
Verizon Communications (NYSE:VZ) 6.0 12.3 41.8
Charles Schwab Corp (NYSE:SCHW) 8.0 20.3 52.9
Simon Property Group (NYSE:SPG) 8.5 24.1 43.3
Amgen Inc (NASDAQ:AMGN) 6.0 14.0 50.7
Metlife Inc (NYSE:MET) 6.7 20.2 44.2
Starbucks Corporation (NASDAQ:SBUX) 8.1 18.4 71.0
Amazon.Com Inc (NASDAQ:AMZN) 8.4 21.2 54.7
American International Group (NYSE:AIG) 4.8 19.5 41.5
Chevron Corp (NYSE:CVX) 5.7 16.6 38.2
Eli Lilly & Company (NYSE:LLY) 9.6 18.4 60.9
General Motors Company (NYSE:GM) 14.0 25.8 67.1
Johnson & Johnson (NYSE:JNJ) 4.2 10.0 31.7
Texas Instruments Inc (NASDAQ:TXN) 8.1 17.5 57.5
UnitedHealth Group Inc (NYSE:UNH) 5.8 14.8 55.6
Medtronic PLC (NYSE:MDT) 6.3 13.9 38.8
Procter & Gamble Co (NYSE:PG) 5.4 11.2 31.8
Honeywell International (NASDAQ:HON) 4.7 13.4 36.6
Colgate-Palmolive Co (NYSE:CL) 5.9 11.6 34.7
Exxon Mobil Corporation (NYSE:XOM) 6.2 15.6 39.3
Alphabet Inc (NASDAQ:GOOG) 9.1 19.8 56.5
Alphabet Inc Class A (NASDAQ:GOOGL) 9.0 19.7 57.1
Lockheed Martin Corp (NYSE:LMT) 7.5 14.6 40.6
Linde plc (NASDAQ:LIN) 4.1 12.2 28.8
PayPal Holdings Inc (NASDAQ:PYPL) 9.1 25.8 69.2
US Bancorp (NYSE:USB) 7.0 19.8 49.7
Emerson Electric Co (NYSE:EMR) 9.4 20.3 52.5
Mondelez International Inc (NASDAQ:MDLZ) 5.4 11.5 37.8
General Dynamics Corp (NYSE:GD) 4.8 12.5 36.7
Union Pacific Corp (NYSE:UNP) 5.5 14.4 38.5
Home Depot Inc (NYSE:HD) 7.1 15.4 42.0
Caterpillar Inc (NYSE:CAT) 7.1 17.6 51.8
Boeing Co (NYSE:BA) 10.5 25.7 64.3
Qualcomm Inc (NASDAQ:QCOM) 8.4 22.4 73.3
Pfizer Inc (NYSE:PFE) 5.9 14.4 44.2
Lowes Companies Inc (NYSE:LOW) 6.5 16.8 43.9
Accenture Ltd (NYSE:ACN) 10.2 18.9 50.6
Microsoft Corp (NASDAQ:MSFT) 6.3 16.3 42.2
Salesforce Inc (NYSE:CRM) 9.5 23.2 72.0
Thermo Fischer Scientific Inc (NYSE:TMO) 5.6 15.0 40.1
Pepsico Inc (NASDAQ:PEP) 5.3 11.4 36.2
Comcast Corp Cl A (NASDAQ:CMCSA) 6.2 15.8 51.3
CVS Health Corporation (NYSE:CVS) 7.6 17.4 76.2
Fedex Corp (NYSE:FDX) 10.4 21.3 61.7
Kraft Heinz Company (NASDAQ:KHC) 6.4 14.3 42.0
Danaher Corp (NYSE:DHR) 6.2 15.4 46.5
Walt Disney Company (NYSE:DIS) 7.5 17.8 49.9
ConocoPhillips (NYSE:COP) 7.2 20.4 46.8
Ford Motor Co (NYSE:F) 11.7 24.8 71.9
United Parcel Service Inc (NYSE:UPS) 8.4 17.5 56.8
Adobe Systems Inc (NASDAQ:ADBE) 10.9 22.6 75.1
Merck & Co (NYSE:MRK) 6.8 13.8 45.7
Nike Inc Cl B (NYSE:NKE) 10.7 21.0 67.1
Dow Inc (NYSE:DOW) 9.3 20.2 45.5
Target Corporation (NYSE:TGT) 8.2 22.5 74.6
Advanced Micro Devices (NASDAQ:AMD) 13.8 29.1 91.5
Walgreens Boots Alliance Inc (NASDAQ:WBA) 17.0 32.9 118.7
Intel Corp (NASDAQ:INTC) 10.6 26.2 112.4


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.