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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 09/19/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 14.0 31.9 134.4
Oracle Corp (NYSE:ORCL) 21.9 27.8 102.4
Netflix Inc (NASDAQ:NFLX) 11.2 27.5 62.6
Citigroup (NYSE:C) 5.5 13.6 64.9
GE Aerospace (NYSE:GE) 7.5 17.4 62.8
Goldman Sachs Group Inc (NYSE:GS) 6.5 15.4 64.2
Morgan Stanley (NYSE:MS) 5.7 13.8 63.9
Alphabet Inc Class A (NASDAQ:GOOGL) 8.5 17.6 61.6
Alphabet Inc (NASDAQ:GOOG) 8.4 17.4 61.0
Capital One Financial Cp (NYSE:COF) 7.4 19.1 75.3
Wells Fargo & Company (NYSE:WFC) 7.8 18.0 63.2
Bank of New York Mellon Corporation (NYSE:BK) 4.8 12.2 45.4
NVIDIA Corporation (NASDAQ:NVDA) 12.5 28.1 104.0
JPMorgan Chase and Co (NYSE:JPM) 4.9 13.4 52.8
Charles Schwab Corp (NYSE:SCHW) 8.2 17.9 51.3
Meta Platforms Inc (NASDAQ:META) 9.3 25.7 69.1
Boeing Co (NYSE:BA) 8.9 20.0 73.6
Intel Corp (NASDAQ:INTC) 52.6 38.2 130.9
Gilead Sciences Inc (NASDAQ:GILD) 6.4 13.2 52.4
Cisco Systems Inc (NASDAQ:CSCO) 5.8 13.2 45.3
Booking Holdings, Inc (NASDAQ:BKNG) 7.7 17.7 54.9
RTX Corporation (NYSE:RTX) 5.7 12.6 48.9
AT&T Inc (NYSE:T) 6.4 13.3 43.8
Philip Morris International (NYSE:PM) 6.7 13.6 51.7
Bank Of America Corp (NYSE:BAC) 5.4 13.3 54.5
Caterpillar Inc (NYSE:CAT) 8.4 16.5 58.4
Walmart Inc (NYSE:WMT) 5.4 11.6 46.7
CVS Health Corporation (NYSE:CVS) 7.6 16.5 71.4
American Express Co (NYSE:AXP) 6.1 14.0 61.5
Altria Group Inc (NYSE:MO) 6.5 12.5 39.0
Emerson Electric Co (NYSE:EMR) 7.8 15.7 61.4
Kinder Morgan Inc (NYSE:KMI) 5.2 13.1 50.2
Blackrock Incorporated (NYSE:BLK) 5.8 12.7 50.6
International Business Machines Corp (NYSE:IBM) 6.5 13.5 54.9
General Motors Company (NYSE:GM) 9.1 20.9 71.8
Amazon.Com Inc (NASDAQ:AMZN) 7.9 18.7 67.0
Walt Disney Company (NYSE:DIS) 6.7 15.5 56.3
Microsoft Corp (NASDAQ:MSFT) 5.9 12.4 47.1
T-Mobile US Inc (NASDAQ:TMUS) 6.3 13.1 53.6
3M Company (NYSE:MMM) 7.4 15.2 54.6
Visa Inc (NYSE:V) 5.9 12.3 43.5
Mastercard Incorporated (NYSE:MA) 6.4 14.0 42.7
Abbott Laboratories (NYSE:ABT) 6.0 12.6 42.4
AbbVie Inc (NYSE:ABBV) 5.7 12.6 53.7
Apple Inc (NASDAQ:AAPL) 6.6 15.4 61.0
US Bancorp (NYSE:USB) 7.4 17.2 55.9
Simon Property Group (NYSE:SPG) 5.8 15.1 51.3
Chevron Corp (NYSE:CVX) 5.8 13.7 48.8
Home Depot Inc (NYSE:HD) 5.6 12.0 43.7
Exelon Corporation (NASDAQ:EXC) 4.9 11.5 37.1
Berkshire Hathaway Cl B (NYSE:BRKB) 4.0 9.1 37.7
Medtronic PLC (NYSE:MDT) 5.4 11.6 41.2
General Dynamics Corp (NYSE:GD) 4.7 11.2 42.7
Ford Motor Co (NYSE:F) 9.5 22.1 62.6
Costco Wholesale Corp (NASDAQ:COST) 5.2 11.6 42.0
Johnson & Johnson (NYSE:JNJ) 4.8 9.7 36.9
American International Group (NYSE:AIG) 6.5 16.0 46.5
Advanced Micro Devices (NASDAQ:AMD) 12.4 27.3 100.3
Duke Energy Corp (NYSE:DUK) 4.7 10.0 34.6
Lowes Companies Inc (NYSE:LOW) 6.9 14.9 46.8
McDonalds Corp (NYSE:MCD) 4.6 9.6 36.6
Honeywell International (NASDAQ:HON) 5.2 12.0 46.7
Southern Company (NYSE:SO) 4.4 10.2 35.2
Linde plc (NASDAQ:LIN) 5.1 11.2 35.1
Metlife Inc (NYSE:MET) 6.6 15.0 56.8
Qualcomm Inc (NASDAQ:QCOM) 8.6 20.6 76.4
Exxon Mobil Corporation (NYSE:XOM) 5.7 13.4 46.5
Verizon Communications (NYSE:VZ) 5.1 11.3 41.9
Salesforce Inc (NYSE:CRM) 9.0 21.8 62.6
PayPal Holdings Inc (NASDAQ:PYPL) 9.8 23.6 72.0
Coca-Cola Co (NYSE:KO) 4.3 9.1 33.0
Bristol-Myers Squibb Co (NYSE:BMY) 5.8 12.7 56.2
Texas Instruments Inc (NASDAQ:TXN) 7.7 16.6 78.0
Procter & Gamble Co (NYSE:PG) 4.5 9.6 36.3
Nike Inc Cl B (NYSE:NKE) 8.7 19.1 74.6
Starbucks Corporation (NASDAQ:SBUX) 8.0 17.4 74.7
Union Pacific Corp (NYSE:UNP) 5.8 12.8 44.9
Amgen Inc (NASDAQ:AMGN) 6.1 13.5 52.4
ConocoPhillips (NYSE:COP) 7.5 17.5 64.6
Mondelez International Inc (NASDAQ:MDLZ) 5.3 10.6 42.0
NextEra Energy (NYSE:NEE) 6.8 14.7 54.5
Lockheed Martin Corp (NYSE:LMT) 5.7 12.7 50.7
Eli Lilly & Company (NYSE:LLY) 8.3 18.0 78.9
American Tower Corp (NYSE:AMT) 7.4 15.2 51.9
Pfizer Inc (NYSE:PFE) 6.5 14.0 48.0
Comcast Corp Cl A (NASDAQ:CMCSA) 7.9 14.8 53.9
Pepsico Inc (NASDAQ:PEP) 4.5 10.0 41.5
Thermo Fischer Scientific Inc (NYSE:TMO) 7.3 15.0 57.3
Fedex Corp (NYSE:FDX) 8.3 19.1 67.9
Colgate-Palmolive Co (NYSE:CL) 4.2 9.8 39.6
Charter Communications (NASDAQ:CHTR) 10.5 20.9 79.5
Kraft Heinz Company (NASDAQ:KHC) 6.4 13.0 47.5
Accenture Ltd (NYSE:ACN) 8.2 15.8 53.7
Adobe Systems Inc (NASDAQ:ADBE) 8.5 19.7 67.2
Danaher Corp (NYSE:DHR) 6.6 15.2 58.3
Merck & Co (NYSE:MRK) 5.8 12.6 51.6
United Parcel Service Inc (NYSE:UPS) 7.4 16.8 60.8
UnitedHealth Group Inc (NYSE:UNH) 8.2 17.1 94.3
Target Corporation (NYSE:TGT) 8.5 21.0 80.9
Dow Inc (NYSE:DOW) 14.8 29.3 84.2


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.