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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 07/25/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Netflix Inc (NASDAQ:NFLX) 10.7 27.1 62.1
Oracle Corp (NYSE:ORCL) 8.4 18.2 84.7
Gilead Sciences Inc (NASDAQ:GILD) 6.1 13.4 53.0
Bank of New York Mellon Corporation (NYSE:BK) 4.0 11.8 46.5
GE Aerospace (NYSE:GE) 7.5 18.0 65.4
AT&T Inc (NYSE:T) 5.6 13.4 44.9
RTX Corporation (NYSE:RTX) 5.6 12.3 51.1
Charles Schwab Corp (NYSE:SCHW) 7.1 18.0 55.4
Citigroup (NYSE:C) 6.3 16.0 65.9
Cisco Systems Inc (NASDAQ:CSCO) 6.1 13.5 43.9
Goldman Sachs Group Inc (NYSE:GS) 6.7 16.0 64.2
Philip Morris International (NYSE:PM) 7.5 15.0 50.1
Capital One Financial Cp (NYSE:COF) 9.4 20.7 75.7
Meta Platforms Inc (NASDAQ:META) 8.9 25.8 69.2
3M Company (NYSE:MMM) 7.9 15.7 65.1
Booking Holdings, Inc (NASDAQ:BKNG) 7.0 17.6 55.5
JPMorgan Chase and Co (NYSE:JPM) 5.3 14.0 53.4
NVIDIA Corporation (NASDAQ:NVDA) 11.6 27.9 109.6
Wells Fargo & Company (NYSE:WFC) 7.6 17.3 64.3
International Business Machines Corp (NYSE:IBM) 7.2 14.9 54.2
Morgan Stanley (NYSE:MS) 6.4 15.1 63.7
Walmart Inc (NYSE:WMT) 5.1 11.0 45.2
T-Mobile US Inc (NASDAQ:TMUS) 8.2 16.4 53.1
Visa Inc (NYSE:V) 6.2 12.8 43.9
Walt Disney Company (NYSE:DIS) 6.9 15.9 56.4
Blackrock Incorporated (NYSE:BLK) 7.0 14.5 50.5
PayPal Holdings Inc (NASDAQ:PYPL) 10.2 24.0 72.2
Mastercard Incorporated (NYSE:MA) 4.8 13.1 42.7
Tesla Inc (NASDAQ:TSLA) 17.3 35.6 139.4
Emerson Electric Co (NYSE:EMR) 4.3 11.6 60.5
Kinder Morgan Inc (NYSE:KMI) 6.9 14.3 49.9
American Express Co (NYSE:AXP) 8.3 17.2 61.4
Caterpillar Inc (NYSE:CAT) 7.7 16.6 57.8
Boeing Co (NYSE:BA) 7.7 20.3 74.0
Amazon.Com Inc (NASDAQ:AMZN) 6.2 18.0 65.0
Starbucks Corporation (NASDAQ:SBUX) 8.3 17.4 75.3
Exelon Corporation (NASDAQ:EXC) 5.6 12.2 37.8
Altria Group Inc (NYSE:MO) 5.4 12.5 38.4
Abbott Laboratories (NYSE:ABT) 7.0 14.2 43.6
McDonalds Corp (NYSE:MCD) 4.6 9.7 38.0
Southern Company (NYSE:SO) 4.3 10.3 35.5
Medtronic PLC (NYSE:MDT) 5.1 11.0 41.0
Microsoft Corp (NASDAQ:MSFT) 4.8 11.4 47.4
General Motors Company (NYSE:GM) 11.0 22.5 74.3
Bank Of America Corp (NYSE:BAC) 5.7 14.9 54.7
Bristol-Myers Squibb Co (NYSE:BMY) 6.8 13.5 59.6
Duke Energy Corp (NYSE:DUK) 4.4 9.7 34.6
Berkshire Hathaway Cl B (NYSE:BRKB) 3.7 9.4 37.3
Verizon Communications (NYSE:VZ) 5.8 11.7 43.6
Johnson & Johnson (NYSE:JNJ) 4.4 9.6 37.7
AbbVie Inc (NYSE:ABBV) 6.3 13.1 54.7
Costco Wholesale Corp (NASDAQ:COST) 4.7 11.2 42.4
American Tower Corp (NYSE:AMT) 5.7 12.6 51.6
Advanced Micro Devices (NASDAQ:AMD) 12.2 27.2 101.4
Mondelez International Inc (NASDAQ:MDLZ) 5.1 10.6 40.6
General Dynamics Corp (NYSE:GD) 8.7 14.1 43.8
Simon Property Group (NYSE:SPG) 5.3 18.2 52.2
Coca-Cola Co (NYSE:KO) 4.2 9.1 32.6
Alphabet Inc Class A (NASDAQ:GOOGL) 7.9 16.5 60.1
Alphabet Inc (NASDAQ:GOOG) 7.7 16.3 59.5
Linde plc (NASDAQ:LIN) 4.3 11.0 35.0
Salesforce Inc (NYSE:CRM) 8.6 21.8 61.9
CVS Health Corporation (NYSE:CVS) 10.4 17.1 71.1
Metlife Inc (NYSE:MET) 6.2 15.4 55.5
Home Depot Inc (NYSE:HD) 6.0 12.6 44.1
American International Group (NYSE:AIG) 6.9 17.0 47.2
Nike Inc Cl B (NYSE:NKE) 9.2 19.5 85.1
Walgreens Boots Alliance Inc (NASDAQ:WBA) 0.8 15.5 111.6
Honeywell International (NASDAQ:HON) 9.8 15.2 47.6
US Bancorp (NYSE:USB) 6.7 17.7 56.2
Chevron Corp (NYSE:CVX) 6.4 14.5 48.7
NextEra Energy (NYSE:NEE) 9.3 17.0 58.0
Exxon Mobil Corporation (NYSE:XOM) 6.7 14.9 46.8
Charter Communications (NASDAQ:CHTR) 15.0 35.9 84.6
Lowes Companies Inc (NYSE:LOW) 7.4 15.0 47.8
Apple Inc (NASDAQ:AAPL) 5.1 14.0 61.3
Procter & Gamble Co (NYSE:PG) 4.8 9.9 37.1
Union Pacific Corp (NYSE:UNP) 8.2 14.1 44.9
Texas Instruments Inc (NASDAQ:TXN) 15.9 23.4 77.3
Eli Lilly & Company (NYSE:LLY) 7.9 17.7 73.1
Amgen Inc (NASDAQ:AMGN) 6.3 13.4 51.0
Colgate-Palmolive Co (NYSE:CL) 4.5 9.9 39.3
Comcast Corp Cl A (NASDAQ:CMCSA) 7.3 15.3 54.5
Kraft Heinz Company (NASDAQ:KHC) 7.7 13.8 44.8
Thermo Fischer Scientific Inc (NYSE:TMO) 14.5 18.7 56.8
Pepsico Inc (NASDAQ:PEP) 6.0 12.1 40.8
Accenture Ltd (NYSE:ACN) 8.0 15.5 53.5
ConocoPhillips (NYSE:COP) 8.0 18.2 63.5
Pfizer Inc (NYSE:PFE) 6.9 14.6 46.8
Lockheed Martin Corp (NYSE:LMT) 6.6 13.1 51.4
Ford Motor Co (NYSE:F) 10.1 22.9 73.8
Qualcomm Inc (NASDAQ:QCOM) 8.8 21.1 81.7
United Parcel Service Inc (NYSE:UPS) 7.7 16.5 61.9
Fedex Corp (NYSE:FDX) 9.0 19.8 71.2
Danaher Corp (NYSE:DHR) 8.2 15.6 58.7
Target Corporation (NYSE:TGT) 10.3 21.1 80.4
Merck & Co (NYSE:MRK) 5.9 12.7 54.4
Adobe Systems Inc (NASDAQ:ADBE) 8.7 20.0 70.7
Intel Corp (NASDAQ:INTC) 13.1 28.2 122.8
UnitedHealth Group Inc (NYSE:UNH) 10.5 19.3 88.8
Dow Inc (NYSE:DOW) 18.9 36.1 79.4


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.