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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 10/17/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 16.0 35.5 133.4
Netflix Inc (NASDAQ:NFLX) 8.6 19.6 62.3
Oracle Corp (NYSE:ORCL) 13.0 24.1 105.2
Intel Corp (NASDAQ:INTC) 12.3 26.5 118.1
GE Aerospace (NYSE:GE) 7.7 17.5 62.2
Citigroup (NYSE:C) 8.2 16.7 63.3
Alphabet Inc Class A (NASDAQ:GOOGL) 7.9 16.6 61.2
Alphabet Inc (NASDAQ:GOOG) 7.8 16.4 60.5
Advanced Micro Devices (NASDAQ:AMD) 18.1 31.6 108.8
Goldman Sachs Group Inc (NYSE:GS) 7.3 15.5 63.1
Gilead Sciences Inc (NASDAQ:GILD) 6.2 13.4 52.8
Morgan Stanley (NYSE:MS) 7.4 15.8 63.1
Boeing Co (NYSE:BA) 9.3 20.1 71.5
NVIDIA Corporation (NASDAQ:NVDA) 13.7 28.6 98.1
Bank of New York Mellon Corporation (NYSE:BK) 6.6 14.3 45.2
Caterpillar Inc (NYSE:CAT) 8.1 16.6 58.4
Capital One Financial Cp (NYSE:COF) 12.6 22.3 75.5
JPMorgan Chase and Co (NYSE:JPM) 8.1 14.8 52.1
Wells Fargo & Company (NYSE:WFC) 8.5 17.9 63.3
Walmart Inc (NYSE:WMT) 5.9 12.0 46.0
Philip Morris International (NYSE:PM) 6.3 12.9 51.9
Charles Schwab Corp (NYSE:SCHW) 8.0 17.8 51.3
Altria Group Inc (NYSE:MO) 5.2 12.2 38.5
Cisco Systems Inc (NASDAQ:CSCO) 6.0 13.2 43.2
CVS Health Corporation (NYSE:CVS) 7.8 16.5 70.2
RTX Corporation (NYSE:RTX) 6.9 14.2 50.0
American Express Co (NYSE:AXP) 8.5 19.9 61.4
Microsoft Corp (NASDAQ:MSFT) 5.9 12.6 46.5
AT&T Inc (NYSE:T) 5.8 13.1 44.7
Visa Inc (NYSE:V) 6.0 12.5 43.7
Meta Platforms Inc (NASDAQ:META) 9.5 25.9 68.1
General Motors Company (NYSE:GM) 9.3 20.8 70.6
Bank Of America Corp (NYSE:BAC) 7.9 15.7 54.2
International Business Machines Corp (NYSE:IBM) 6.5 13.6 56.0
AbbVie Inc (NYSE:ABBV) 6.2 13.0 55.1
Emerson Electric Co (NYSE:EMR) 7.9 16.0 58.9
Exelon Corporation (NASDAQ:EXC) 5.0 11.5 36.7
Johnson & Johnson (NYSE:JNJ) 4.4 9.6 36.5
Booking Holdings, Inc (NASDAQ:BKNG) 10.2 19.5 52.0
Walt Disney Company (NYSE:DIS) 6.3 15.2 54.7
Blackrock Incorporated (NYSE:BLK) 6.5 13.8 51.2
Amazon.Com Inc (NASDAQ:AMZN) 9.0 19.4 64.6
3M Company (NYSE:MMM) 7.6 15.3 55.1
Abbott Laboratories (NYSE:ABT) 6.2 12.8 42.0
Mastercard Incorporated (NYSE:MA) 6.8 14.3 42.1
Kinder Morgan Inc (NYSE:KMI) 6.0 13.2 49.7
General Dynamics Corp (NYSE:GD) 5.6 11.5 42.9
Ford Motor Co (NYSE:F) 9.8 22.0 62.0
Duke Energy Corp (NYSE:DUK) 4.3 9.5 34.3
Apple Inc (NASDAQ:AAPL) 7.0 15.2 61.0
Southern Company (NYSE:SO) 4.9 10.5 34.4
Medtronic PLC (NYSE:MDT) 5.3 11.3 41.0
Berkshire Hathaway Cl B (NYSE:BRKB) 4.2 9.4 36.9
T-Mobile US Inc (NASDAQ:TMUS) 5.9 12.6 53.4
Costco Wholesale Corp (NASDAQ:COST) 6.2 12.8 41.9
Chevron Corp (NYSE:CVX) 5.7 13.3 47.7
NextEra Energy (NYSE:NEE) 5.9 14.2 54.9
Simon Property Group (NYSE:SPG) 6.4 15.6 49.8
American International Group (NYSE:AIG) 12.9 18.3 46.1
McDonalds Corp (NYSE:MCD) 4.1 9.0 35.3
Coca-Cola Co (NYSE:KO) 3.7 8.4 32.6
US Bancorp (NYSE:USB) 8.6 17.3 55.3
Home Depot Inc (NYSE:HD) 6.0 12.5 42.7
Qualcomm Inc (NASDAQ:QCOM) 10.6 21.7 72.9
Linde plc (NASDAQ:LIN) 6.4 12.4 35.5
Honeywell International (NASDAQ:HON) 6.8 12.6 47.3
Exxon Mobil Corporation (NYSE:XOM) 5.6 13.3 46.4
Verizon Communications (NYSE:VZ) 5.9 11.7 42.8
Union Pacific Corp (NYSE:UNP) 5.9 12.8 45.1
Amgen Inc (NASDAQ:AMGN) 6.1 13.2 52.5
Metlife Inc (NYSE:MET) 11.9 17.2 56.1
Starbucks Corporation (NASDAQ:SBUX) 8.9 17.5 62.8
Thermo Fischer Scientific Inc (NYSE:TMO) 6.4 14.9 60.3
Fedex Corp (NYSE:FDX) 8.9 18.9 68.6
Texas Instruments Inc (NASDAQ:TXN) 8.0 16.6 76.3
Eli Lilly & Company (NYSE:LLY) 9.1 18.3 77.7
Pepsico Inc (NASDAQ:PEP) 5.0 10.1 42.8
Procter & Gamble Co (NYSE:PG) 4.8 9.7 35.9
Mondelez International Inc (NASDAQ:MDLZ) 5.3 10.6 42.0
Lowes Companies Inc (NYSE:LOW) 6.8 14.9 45.6
PayPal Holdings Inc (NASDAQ:PYPL) 12.1 24.9 73.4
Salesforce Inc (NYSE:CRM) 14.1 22.3 63.3
American Tower Corp (NYSE:AMT) 6.7 14.0 50.7
Pfizer Inc (NYSE:PFE) 7.2 14.6 51.2
Bristol-Myers Squibb Co (NYSE:BMY) 6.0 12.9 56.4
ConocoPhillips (NYSE:COP) 8.2 18.1 65.2
Nike Inc Cl B (NYSE:NKE) 9.4 19.4 75.4
Lockheed Martin Corp (NYSE:LMT) 6.0 12.5 51.1
Colgate-Palmolive Co (NYSE:CL) 5.0 10.0 39.8
Danaher Corp (NYSE:DHR) 6.9 15.4 61.3
Charter Communications (NASDAQ:CHTR) 12.6 21.3 79.9
Merck & Co (NYSE:MRK) 5.7 12.8 54.7
Kraft Heinz Company (NASDAQ:KHC) 6.1 12.8 46.9
Comcast Corp Cl A (NASDAQ:CMCSA) 7.3 14.7 53.8
Adobe Systems Inc (NASDAQ:ADBE) 9.5 20.1 66.6
Accenture Ltd (NYSE:ACN) 8.7 16.1 55.1
United Parcel Service Inc (NYSE:UPS) 7.8 16.8 60.9
UnitedHealth Group Inc (NYSE:UNH) 11.9 23.5 94.5
Target Corporation (NYSE:TGT) 9.6 21.0 78.1
Dow Inc (NYSE:DOW) 14.1 27.8 86.0


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.