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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 09/12/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Oracle Corp (NYSE:ORCL) 50.1 47.5 102.2
Netflix Inc (NASDAQ:NFLX) 13.2 27.6 62.4
Tesla Inc (NASDAQ:TSLA) 13.6 32.7 136.9
Citigroup (NYSE:C) 6.2 14.4 65.2
GE Aerospace (NYSE:GE) 7.8 17.7 63.7
Goldman Sachs Group Inc (NYSE:GS) 7.5 15.8 64.4
NVIDIA Corporation (NASDAQ:NVDA) 11.7 27.7 105.5
Capital One Financial Cp (NYSE:COF) 7.7 19.3 75.3
Alphabet Inc Class A (NASDAQ:GOOGL) 8.5 17.5 62.1
Morgan Stanley (NYSE:MS) 5.9 14.2 64.1
Alphabet Inc (NASDAQ:GOOG) 8.4 17.4 61.6
Bank of New York Mellon Corporation (NYSE:BK) 5.6 13.0 45.4
Wells Fargo & Company (NYSE:WFC) 7.7 16.3 63.2
Meta Platforms Inc (NASDAQ:META) 9.1 25.8 70.1
JPMorgan Chase and Co (NYSE:JPM) 5.8 13.8 53.0
Charles Schwab Corp (NYSE:SCHW) 9.2 18.7 51.6
Booking Holdings, Inc (NASDAQ:BKNG) 6.9 17.4 55.4
Gilead Sciences Inc (NASDAQ:GILD) 6.7 13.3 52.9
Cisco Systems Inc (NASDAQ:CSCO) 6.0 13.4 45.2
Emerson Electric Co (NYSE:EMR) 6.6 14.6 61.1
AT&T Inc (NYSE:T) 6.0 13.2 44.7
Boeing Co (NYSE:BA) 9.7 21.2 74.1
American Express Co (NYSE:AXP) 6.9 15.5 61.7
CVS Health Corporation (NYSE:CVS) 7.7 16.5 71.8
Walmart Inc (NYSE:WMT) 5.7 11.7 46.7
Walt Disney Company (NYSE:DIS) 6.9 15.6 56.5
Philip Morris International (NYSE:PM) 6.5 13.3 51.2
Kinder Morgan Inc (NYSE:KMI) 5.6 13.2 50.6
General Motors Company (NYSE:GM) 9.5 21.0 72.4
RTX Corporation (NYSE:RTX) 5.8 13.2 51.1
Caterpillar Inc (NYSE:CAT) 7.5 16.2 58.4
Bank Of America Corp (NYSE:BAC) 6.0 14.2 54.5
Blackrock Incorporated (NYSE:BLK) 6.1 13.2 50.9
Amazon.Com Inc (NASDAQ:AMZN) 9.1 19.6 67.2
Intel Corp (NASDAQ:INTC) 9.7 25.6 125.3
International Business Machines Corp (NYSE:IBM) 6.5 13.5 55.3
Altria Group Inc (NYSE:MO) 5.4 12.3 38.3
Microsoft Corp (NASDAQ:MSFT) 6.1 12.7 47.7
T-Mobile US Inc (NASDAQ:TMUS) 6.7 13.8 53.6
3M Company (NYSE:MMM) 6.8 15.0 66.6
Visa Inc (NYSE:V) 5.5 12.2 44.0
Mastercard Incorporated (NYSE:MA) 5.2 13.6 42.8
Abbott Laboratories (NYSE:ABT) 6.0 12.5 42.6
Home Depot Inc (NYSE:HD) 5.5 11.9 44.1
Chevron Corp (NYSE:CVX) 6.1 13.8 48.8
Ford Motor Co (NYSE:F) 10.0 22.3 73.0
Simon Property Group (NYSE:SPG) 5.8 15.8 52.1
Exelon Corporation (NASDAQ:EXC) 4.6 11.4 37.0
Advanced Micro Devices (NASDAQ:AMD) 13.5 28.2 101.3
Lowes Companies Inc (NYSE:LOW) 7.0 14.9 47.2
AbbVie Inc (NYSE:ABBV) 6.1 13.0 54.3
American International Group (NYSE:AIG) 6.5 15.7 46.6
US Bancorp (NYSE:USB) 6.7 17.1 55.7
Metlife Inc (NYSE:MET) 6.1 14.8 56.9
Costco Wholesale Corp (NASDAQ:COST) 5.3 11.8 42.2
General Dynamics Corp (NYSE:GD) 4.7 11.4 43.3
Berkshire Hathaway Cl B (NYSE:BRKB) 4.3 9.5 37.7
Johnson & Johnson (NYSE:JNJ) 5.2 9.6 37.4
Apple Inc (NASDAQ:AAPL) 7.8 16.2 60.9
Honeywell International (NASDAQ:HON) 5.6 12.4 47.9
McDonalds Corp (NYSE:MCD) 4.4 9.6 37.2
Duke Energy Corp (NYSE:DUK) 4.5 9.8 34.6
Linde plc (NASDAQ:LIN) 4.3 10.8 35.0
Medtronic PLC (NYSE:MDT) 5.5 11.7 41.4
Southern Company (NYSE:SO) 4.4 10.2 35.4
Exxon Mobil Corporation (NYSE:XOM) 5.8 13.4 46.7
Verizon Communications (NYSE:VZ) 5.3 11.4 41.9
Qualcomm Inc (NASDAQ:QCOM) 8.5 20.7 78.5
Salesforce Inc (NYSE:CRM) 9.8 21.8 63.0
PayPal Holdings Inc (NASDAQ:PYPL) 10.3 23.8 73.7
Bristol-Myers Squibb Co (NYSE:BMY) 5.7 13.0 60.3
Coca-Cola Co (NYSE:KO) 4.0 9.0 33.1
Nike Inc Cl B (NYSE:NKE) 8.8 19.2 74.9
Texas Instruments Inc (NASDAQ:TXN) 8.0 16.8 77.9
ConocoPhillips (NYSE:COP) 7.7 17.8 64.4
Procter & Gamble Co (NYSE:PG) 4.3 9.1 37.2
Starbucks Corporation (NASDAQ:SBUX) 7.7 17.3 74.8
NextEra Energy (NYSE:NEE) 6.8 14.7 55.2
Union Pacific Corp (NYSE:UNP) 5.7 12.8 45.1
Comcast Corp Cl A (NASDAQ:CMCSA) 6.8 14.7 54.3
Amgen Inc (NASDAQ:AMGN) 6.4 13.4 52.0
Eli Lilly & Company (NYSE:LLY) 8.5 18.0 79.5
Mondelez International Inc (NASDAQ:MDLZ) 5.2 10.6 41.9
Lockheed Martin Corp (NYSE:LMT) 6.2 12.8 51.2
Charter Communications (NASDAQ:CHTR) 7.8 20.6 84.5
Fedex Corp (NYSE:FDX) 8.5 19.1 67.7
Pepsico Inc (NASDAQ:PEP) 5.1 10.0 41.5
American Tower Corp (NYSE:AMT) 7.3 15.2 52.1
Pfizer Inc (NYSE:PFE) 6.0 14.8 48.4
Colgate-Palmolive Co (NYSE:CL) 5.2 9.9 39.9
Thermo Fischer Scientific Inc (NYSE:TMO) 7.5 15.6 58.1
Kraft Heinz Company (NASDAQ:KHC) 7.0 13.3 47.2
Merck & Co (NYSE:MRK) 6.2 12.7 54.9
Danaher Corp (NYSE:DHR) 7.1 15.7 58.3
Accenture Ltd (NYSE:ACN) 8.4 17.0 53.6
United Parcel Service Inc (NYSE:UPS) 7.4 16.7 60.8
Adobe Systems Inc (NASDAQ:ADBE) 9.8 20.5 67.1
Target Corporation (NYSE:TGT) 8.5 21.1 81.1
UnitedHealth Group Inc (NYSE:UNH) 16.4 32.3 94.3
Dow Inc (NYSE:DOW) 15.1 29.7 83.9


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.