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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 03/14/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
3M Company (NYSE:MMM) 8.4 16.4 58.4
Philip Morris International (NYSE:PM) 6.1 13.4 43.9
T-Mobile US Inc (NASDAQ:TMUS) 8.1 16.5 39.4
AT&T Inc (NYSE:T) 8.6 15.2 42.2
Kinder Morgan Inc (NYSE:KMI) 5.2 16.5 42.4
Netflix Inc (NASDAQ:NFLX) 11.4 24.5 62.2
Gilead Sciences Inc (NASDAQ:GILD) 7.0 14.4 45.2
Bank of New York Mellon Corporation (NYSE:BK) 9.2 17.7 38.6
GE Aerospace (NYSE:GE) 9.0 19.6 60.3
RTX Corporation (NYSE:RTX) 6.3 14.2 36.1
Tesla Inc (NASDAQ:TSLA) 24.7 44.0 127.9
Goldman Sachs Group Inc (NYSE:GS) 10.5 19.1 53.3
Walmart Inc (NYSE:WMT) 8.6 14.2 39.8
Altria Group Inc (NYSE:MO) 6.4 13.5 37.2
Morgan Stanley (NYSE:MS) 12.4 22.1 54.6
NVIDIA Corporation (NASDAQ:NVDA) 16.1 30.9 111.6
Southern Company (NYSE:SO) 7.1 13.8 35.3
NextEra Energy (NYSE:NEE) 9.2 17.2 52.5
Booking Holdings, Inc (NASDAQ:BKNG) 11.7 22.5 54.0
Berkshire Hathaway Cl B (NYSE:BRKB) 5.0 11.7 30.4
Duke Energy Corp (NYSE:DUK) 5.0 11.9 33.0
International Business Machines Corp (NYSE:IBM) 7.8 15.3 51.2
General Motors Company (NYSE:GM) 11.4 23.7 66.6
Apple Inc (NASDAQ:AAPL) 11.7 19.9 47.0
Wells Fargo & Company (NYSE:WFC) 12.0 22.2 56.9
Costco Wholesale Corp (NASDAQ:COST) 11.2 17.5 40.8
Capital One Financial Cp (NYSE:COF) 13.7 25.7 61.2
JPMorgan Chase and Co (NYSE:JPM) 10.4 18.3 47.3
Meta Platforms Inc (NASDAQ:META) 14.6 28.5 69.9
Cisco Systems Inc (NASDAQ:CSCO) 7.1 15.2 36.6
Alphabet Inc (NASDAQ:GOOG) 9.5 18.6 56.7
Citigroup (NYSE:C) 11.6 21.7 55.0
Alphabet Inc Class A (NASDAQ:GOOGL) 9.6 18.6 57.5
Exelon Corporation (NASDAQ:EXC) 6.4 14.7 36.2
American Express Co (NYSE:AXP) 12.0 21.6 49.3
Charter Communications (NASDAQ:CHTR) 11.0 20.6 78.1
AbbVie Inc (NYSE:ABBV) 5.9 13.4 48.0
Oracle Corp (NYSE:ORCL) 12.2 19.9 73.7
Visa Inc (NYSE:V) 6.8 14.5 34.1
Charles Schwab Corp (NYSE:SCHW) 10.3 21.2 52.8
PayPal Holdings Inc (NASDAQ:PYPL) 11.0 25.6 69.7
Coca-Cola Co (NYSE:KO) 5.5 11.6 28.8
Bank Of America Corp (NYSE:BAC) 10.7 19.7 46.4
Amgen Inc (NASDAQ:AMGN) 6.7 14.3 51.1
Amazon.Com Inc (NASDAQ:AMZN) 10.1 20.3 55.7
Metlife Inc (NYSE:MET) 10.0 19.3 44.4
Blackrock Incorporated (NYSE:BLK) 7.6 16.9 39.5
Mastercard Incorporated (NYSE:MA) 7.1 16.3 33.2
American International Group (NYSE:AIG) 6.8 20.2 41.6
Verizon Communications (NYSE:VZ) 11.2 15.7 42.2
Medtronic PLC (NYSE:MDT) 6.7 14.0 38.9
Bristol-Myers Squibb Co (NYSE:BMY) 7.3 14.1 55.8
Eli Lilly & Company (NYSE:LLY) 11.5 19.6 61.2
Lockheed Martin Corp (NYSE:LMT) 7.0 14.3 39.2
Simon Property Group (NYSE:SPG) 12.5 26.1 43.4
Starbucks Corporation (NASDAQ:SBUX) 9.8 19.3 70.9
Honeywell International (NASDAQ:HON) 6.0 13.8 37.2
Abbott Laboratories (NYSE:ABT) 7.1 14.7 38.6
Procter & Gamble Co (NYSE:PG) 6.0 11.5 31.6
Chevron Corp (NYSE:CVX) 7.0 17.8 38.7
American Tower Corp (NYSE:AMT) 6.9 15.3 51.1
Exxon Mobil Corporation (NYSE:XOM) 7.3 17.3 39.7
McDonalds Corp (NYSE:MCD) 7.8 13.3 36.9
Emerson Electric Co (NYSE:EMR) 10.9 20.7 52.5
Colgate-Palmolive Co (NYSE:CL) 8.4 13.8 34.9
Texas Instruments Inc (NASDAQ:TXN) 9.5 18.3 57.3
Caterpillar Inc (NYSE:CAT) 8.2 17.8 52.3
Johnson & Johnson (NYSE:JNJ) 4.7 10.1 31.7
UnitedHealth Group Inc (NYSE:UNH) 7.5 15.8 56.1
US Bancorp (NYSE:USB) 10.4 20.8 50.3
Linde plc (NASDAQ:LIN) 5.7 12.9 29.7
General Dynamics Corp (NYSE:GD) 7.6 14.2 37.8
Fedex Corp (NYSE:FDX) 8.8 20.8 60.0
Union Pacific Corp (NYSE:UNP) 7.9 15.2 38.9
Home Depot Inc (NYSE:HD) 10.1 17.5 41.6
Microsoft Corp (NASDAQ:MSFT) 7.9 16.6 42.3
Lowes Companies Inc (NYSE:LOW) 9.6 18.3 44.1
Pfizer Inc (NYSE:PFE) 6.3 14.6 44.8
Salesforce Inc (NYSE:CRM) 14.3 24.3 71.9
Qualcomm Inc (NASDAQ:QCOM) 9.6 23.0 73.8
Pepsico Inc (NASDAQ:PEP) 6.6 12.3 35.9
Mondelez International Inc (NASDAQ:MDLZ) 7.3 12.9 37.7
Boeing Co (NYSE:BA) 12.8 26.5 64.4
Walt Disney Company (NYSE:DIS) 9.4 19.3 50.1
Thermo Fischer Scientific Inc (NYSE:TMO) 6.5 15.4 41.7
Kraft Heinz Company (NASDAQ:KHC) 7.9 15.2 41.7
CVS Health Corporation (NYSE:CVS) 7.9 17.5 76.3
ConocoPhillips (NYSE:COP) 10.7 23.5 47.3
Accenture Ltd (NYSE:ACN) 10.1 18.0 48.7
Danaher Corp (NYSE:DHR) 7.1 15.9 47.6
Comcast Corp Cl A (NASDAQ:CMCSA) 8.9 16.3 52.1
Ford Motor Co (NYSE:F) 10.8 24.4 72.7
Merck & Co (NYSE:MRK) 6.2 13.0 45.4
United Parcel Service Inc (NYSE:UPS) 7.9 17.4 59.1
Nike Inc Cl B (NYSE:NKE) 10.5 20.2 66.2
Adobe Systems Inc (NASDAQ:ADBE) 23.7 31.1 75.4
Dow Inc (NYSE:DOW) 10.2 20.5 45.6
Target Corporation (NYSE:TGT) 13.2 22.5 74.5
Intel Corp (NASDAQ:INTC) 35.4 32.3 113.1
Walgreens Boots Alliance Inc (NASDAQ:WBA) 20.0 38.1 119.5
Advanced Micro Devices (NASDAQ:AMD) 12.8 28.1 91.2


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.