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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 06/06/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Netflix Inc (NASDAQ:NFLX) 10.6 22.8 64.2
Gilead Sciences Inc (NASDAQ:GILD) 8.0 15.8 51.3
Philip Morris International (NYSE:PM) 5.5 12.6 47.2
Tesla Inc (NASDAQ:TSLA) 23.0 42.0 141.2
International Business Machines Corp (NYSE:IBM) 6.6 14.3 54.2
GE Aerospace (NYSE:GE) 6.6 18.8 67.0
Bank of New York Mellon Corporation (NYSE:BK) 6.0 14.0 46.3
AT&T Inc (NYSE:T) 6.6 14.3 45.0
Booking Holdings, Inc (NASDAQ:BKNG) 6.0 17.7 55.5
3M Company (NYSE:MMM) 7.4 16.1 65.2
Capital One Financial Cp (NYSE:COF) 9.0 21.9 75.2
Walmart Inc (NYSE:WMT) 5.7 11.9 46.5
Meta Platforms Inc (NASDAQ:META) 11.4 26.9 72.9
Oracle Corp (NYSE:ORCL) 7.9 18.1 79.5
Kinder Morgan Inc (NYSE:KMI) 6.1 15.0 49.3
Charter Communications (NASDAQ:CHTR) 8.0 19.7 74.9
Cisco Systems Inc (NASDAQ:CSCO) 5.3 14.4 44.0
T-Mobile US Inc (NASDAQ:TMUS) 8.5 16.7 50.1
Morgan Stanley (NYSE:MS) 7.0 16.3 63.8
Visa Inc (NYSE:V) 4.7 12.3 41.3
Goldman Sachs Group Inc (NYSE:GS) 6.4 17.0 63.8
JPMorgan Chase and Co (NYSE:JPM) 6.2 15.4 53.9
Mastercard Incorporated (NYSE:MA) 4.6 14.2 39.9
Wells Fargo & Company (NYSE:WFC) 7.4 17.4 63.3
Abbott Laboratories (NYSE:ABT) 5.4 13.0 40.0
RTX Corporation (NYSE:RTX) 7.1 15.3 49.3
Citigroup (NYSE:C) 6.8 16.9 65.4
American Express Co (NYSE:AXP) 7.7 17.0 61.3
Altria Group Inc (NYSE:MO) 5.6 12.6 37.4
Blackrock Incorporated (NYSE:BLK) 5.9 14.4 48.9
Costco Wholesale Corp (NASDAQ:COST) 7.2 13.8 42.6
Charles Schwab Corp (NYSE:SCHW) 7.7 18.8 57.1
NVIDIA Corporation (NASDAQ:NVDA) 12.3 28.6 115.2
Berkshire Hathaway Cl B (NYSE:BRKB) 4.8 10.8 37.2
Amazon.Com Inc (NASDAQ:AMZN) 6.6 18.9 65.5
AbbVie Inc (NYSE:ABBV) 5.6 13.0 54.7
McDonalds Corp (NYSE:MCD) 4.3 10.5 38.4
Salesforce Inc (NYSE:CRM) 10.1 22.9 75.0
Bristol-Myers Squibb Co (NYSE:BMY) 6.0 13.1 60.7
PayPal Holdings Inc (NASDAQ:PYPL) 9.0 23.9 71.0
Emerson Electric Co (NYSE:EMR) 7.5 15.7 60.9
US Bancorp (NYSE:USB) 7.2 19.1 56.7
Exelon Corporation (NASDAQ:EXC) 5.6 13.1 38.3
American International Group (NYSE:AIG) 5.1 18.7 46.9
Metlife Inc (NYSE:MET) 6.0 16.7 55.9
Bank Of America Corp (NYSE:BAC) 6.3 16.1 55.3
Microsoft Corp (NASDAQ:MSFT) 6.7 14.2 48.8
Home Depot Inc (NYSE:HD) 5.9 13.3 44.3
Boeing Co (NYSE:BA) 8.0 22.2 75.4
Coca-Cola Co (NYSE:KO) 4.5 10.1 32.2
Honeywell International (NASDAQ:HON) 4.9 13.0 45.9
Accenture Ltd (NYSE:ACN) 6.3 14.2 50.9
Walt Disney Company (NYSE:DIS) 8.5 18.1 59.4
Duke Energy Corp (NYSE:DUK) 5.4 11.6 35.4
Linde plc (NASDAQ:LIN) 4.7 11.8 36.0
Southern Company (NYSE:SO) 5.3 12.0 36.9
Starbucks Corporation (NASDAQ:SBUX) 8.5 18.9 81.7
Caterpillar Inc (NYSE:CAT) 7.1 17.2 59.8
Simon Property Group (NYSE:SPG) 6.5 22.1 52.7
American Tower Corp (NYSE:AMT) 6.9 15.2 52.8
CVS Health Corporation (NYSE:CVS) 7.6 17.0 79.0
Verizon Communications (NYSE:VZ) 5.0 11.6 44.3
Medtronic PLC (NYSE:MDT) 6.4 13.5 42.3
Apple Inc (NASDAQ:AAPL) 7.7 16.5 62.3
Johnson & Johnson (NYSE:JNJ) 4.2 10.0 37.4
General Motors Company (NYSE:GM) 10.0 21.2 70.9
Lowes Companies Inc (NYSE:LOW) 6.2 14.9 46.9
Lockheed Martin Corp (NYSE:LMT) 5.9 13.0 44.5
Alphabet Inc Class A (NASDAQ:GOOGL) 9.6 19.3 62.3
Alphabet Inc (NASDAQ:GOOG) 9.6 19.3 61.7
Texas Instruments Inc (NASDAQ:TXN) 8.3 17.2 73.5
Procter & Gamble Co (NYSE:PG) 5.2 10.5 36.5
Union Pacific Corp (NYSE:UNP) 5.6 13.9 45.5
Mondelez International Inc (NASDAQ:MDLZ) 4.7 10.6 40.1
Colgate-Palmolive Co (NYSE:CL) 4.9 10.2 38.7
Amgen Inc (NASDAQ:AMGN) 6.1 13.7 53.8
NextEra Energy (NYSE:NEE) 8.0 16.4 57.0
General Dynamics Corp (NYSE:GD) 5.0 12.4 42.7
Adobe Systems Inc (NASDAQ:ADBE) 8.8 20.2 70.3
Exxon Mobil Corporation (NYSE:XOM) 6.3 15.7 45.9
Eli Lilly & Company (NYSE:LLY) 9.1 18.4 73.5
Chevron Corp (NYSE:CVX) 6.7 16.1 48.4
Fedex Corp (NYSE:FDX) 8.1 20.3 69.8
Comcast Corp Cl A (NASDAQ:CMCSA) 6.7 15.4 54.6
Ford Motor Co (NYSE:F) 10.7 24.0 74.3
Pfizer Inc (NYSE:PFE) 6.2 14.3 48.7
ConocoPhillips (NYSE:COP) 9.3 20.8 62.0
Kraft Heinz Company (NASDAQ:KHC) 5.7 13.0 44.5
Pepsico Inc (NASDAQ:PEP) 4.5 10.2 38.6
Danaher Corp (NYSE:DHR) 6.5 15.4 58.6
Qualcomm Inc (NASDAQ:QCOM) 8.8 21.9 83.8
Advanced Micro Devices (NASDAQ:AMD) 12.4 27.7 101.1
United Parcel Service Inc (NYSE:UPS) 8.4 17.4 61.5
Thermo Fischer Scientific Inc (NYSE:TMO) 6.6 15.1 51.7
Walgreens Boots Alliance Inc (NASDAQ:WBA) 6.6 17.8 114.8
Intel Corp (NASDAQ:INTC) 10.0 25.5 120.1
Nike Inc Cl B (NYSE:NKE) 8.6 19.2 79.2
Target Corporation (NYSE:TGT) 9.1 22.0 80.3
Merck & Co (NYSE:MRK) 6.7 13.7 53.0
UnitedHealth Group Inc (NYSE:UNH) 16.1 25.8 87.4
Dow Inc (NYSE:DOW) 12.9 24.7 66.2


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.