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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 05/30/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 15.3 35.1 138.6
Netflix Inc (NASDAQ:NFLX) 10.9 23.3 64.4
Philip Morris International (NYSE:PM) 5.5 13.1 47.3
Gilead Sciences Inc (NASDAQ:GILD) 9.1 16.7 51.5
AT&T Inc (NYSE:T) 5.9 14.5 45.0
International Business Machines Corp (NYSE:IBM) 6.4 14.6 54.4
Bank of New York Mellon Corporation (NYSE:BK) 6.1 15.7 46.6
Walmart Inc (NYSE:WMT) 5.1 12.2 46.5
3M Company (NYSE:MMM) 7.3 16.3 65.2
Kinder Morgan Inc (NYSE:KMI) 5.7 16.0 49.2
Charter Communications (NASDAQ:CHTR) 10.4 20.7 75.3
GE Aerospace (NYSE:GE) 7.4 19.5 67.1
Booking Holdings, Inc (NASDAQ:BKNG) 6.2 18.1 55.8
T-Mobile US Inc (NASDAQ:TMUS) 9.1 17.6 50.0
Capital One Financial Cp (NYSE:COF) 9.8 23.6 75.1
Cisco Systems Inc (NASDAQ:CSCO) 5.8 14.8 44.1
Meta Platforms Inc (NASDAQ:META) 9.5 26.7 72.6
Visa Inc (NYSE:V) 5.4 13.3 41.4
Altria Group Inc (NYSE:MO) 5.5 13.1 37.4
Oracle Corp (NYSE:ORCL) 8.4 19.0 79.5
JPMorgan Chase and Co (NYSE:JPM) 5.9 16.0 55.3
Mastercard Incorporated (NYSE:MA) 5.4 15.3 40.0
Abbott Laboratories (NYSE:ABT) 5.8 13.4 40.2
Goldman Sachs Group Inc (NYSE:GS) 7.3 17.9 64.3
Morgan Stanley (NYSE:MS) 7.7 18.5 64.9
RTX Corporation (NYSE:RTX) 8.1 16.5 49.3
Costco Wholesale Corp (NASDAQ:COST) 5.0 13.2 42.1
Blackrock Incorporated (NYSE:BLK) 6.7 15.6 49.5
Wells Fargo & Company (NYSE:WFC) 7.6 19.2 63.2
Charles Schwab Corp (NYSE:SCHW) 7.6 19.7 57.4
Berkshire Hathaway Cl B (NYSE:BRKB) 4.6 11.3 37.3
American Express Co (NYSE:AXP) 7.9 18.9 61.2
McDonalds Corp (NYSE:MCD) 4.2 11.1 38.4
Citigroup (NYSE:C) 7.6 19.1 65.8
AbbVie Inc (NYSE:ABBV) 6.7 13.9 55.0
CVS Health Corporation (NYSE:CVS) 7.6 17.6 79.3
Bristol-Myers Squibb Co (NYSE:BMY) 6.9 13.7 61.0
Exelon Corporation (NASDAQ:EXC) 5.8 14.2 38.5
NVIDIA Corporation (NASDAQ:NVDA) 11.5 29.8 115.6
Boeing Co (NYSE:BA) 8.3 23.1 75.5
Coca-Cola Co (NYSE:KO) 4.8 10.7 32.2
Duke Energy Corp (NYSE:DUK) 5.8 12.3 35.7
Southern Company (NYSE:SO) 5.7 13.0 37.0
American Tower Corp (NYSE:AMT) 7.4 15.9 54.3
General Motors Company (NYSE:GM) 8.7 21.2 70.2
Honeywell International (NASDAQ:HON) 5.6 13.9 46.1
PayPal Holdings Inc (NASDAQ:PYPL) 9.1 24.6 71.0
Amazon.Com Inc (NASDAQ:AMZN) 7.9 19.5 65.5
Bank Of America Corp (NYSE:BAC) 6.8 17.8 56.0
Home Depot Inc (NYSE:HD) 6.2 14.4 44.7
Verizon Communications (NYSE:VZ) 5.0 11.9 44.4
Simon Property Group (NYSE:SPG) 8.2 23.8 53.2
Metlife Inc (NYSE:MET) 7.0 18.0 56.0
Walt Disney Company (NYSE:DIS) 9.6 19.4 59.6
US Bancorp (NYSE:USB) 7.5 19.6 57.0
American International Group (NYSE:AIG) 5.8 20.0 46.8
Linde plc (NASDAQ:LIN) 5.0 12.3 36.0
Starbucks Corporation (NASDAQ:SBUX) 8.7 19.0 81.4
Johnson & Johnson (NYSE:JNJ) 4.4 10.4 37.7
Microsoft Corp (NASDAQ:MSFT) 6.5 15.0 49.1
Emerson Electric Co (NYSE:EMR) 7.9 16.9 60.8
Accenture Ltd (NYSE:ACN) 6.5 14.8 51.4
Apple Inc (NASDAQ:AAPL) 8.7 17.7 62.9
Lockheed Martin Corp (NYSE:LMT) 6.2 14.1 44.4
Lowes Companies Inc (NYSE:LOW) 6.8 16.5 47.2
Procter & Gamble Co (NYSE:PG) 4.2 10.8 36.3
Medtronic PLC (NYSE:MDT) 6.9 14.2 42.4
Colgate-Palmolive Co (NYSE:CL) 4.6 10.5 38.6
Caterpillar Inc (NYSE:CAT) 7.5 17.5 59.8
Mondelez International Inc (NASDAQ:MDLZ) 4.8 11.1 40.3
Salesforce Inc (NYSE:CRM) 11.4 23.2 76.1
Alphabet Inc Class A (NASDAQ:GOOGL) 8.4 17.9 62.1
Alphabet Inc (NASDAQ:GOOG) 8.5 17.9 61.5
Union Pacific Corp (NYSE:UNP) 5.8 14.1 45.5
Amgen Inc (NASDAQ:AMGN) 7.2 14.5 53.9
General Dynamics Corp (NYSE:GD) 5.9 13.3 42.7
Texas Instruments Inc (NASDAQ:TXN) 9.5 18.6 73.7
Eli Lilly & Company (NYSE:LLY) 8.4 18.6 73.4
NextEra Energy (NYSE:NEE) 10.2 17.9 57.0
Comcast Corp Cl A (NASDAQ:CMCSA) 7.1 15.8 54.7
Exxon Mobil Corporation (NYSE:XOM) 6.8 16.0 45.7
Ford Motor Co (NYSE:F) 9.7 24.0 74.5
Fedex Corp (NYSE:FDX) 8.8 21.0 69.9
Adobe Systems Inc (NASDAQ:ADBE) 8.5 20.9 70.2
Chevron Corp (NYSE:CVX) 6.4 17.3 48.2
Pfizer Inc (NYSE:PFE) 7.5 15.3 48.9
Kraft Heinz Company (NASDAQ:KHC) 7.3 14.8 44.7
Pepsico Inc (NASDAQ:PEP) 4.7 11.0 38.6
Danaher Corp (NYSE:DHR) 7.8 16.1 58.6
Walgreens Boots Alliance Inc (NASDAQ:WBA) 7.0 18.3 115.3
ConocoPhillips (NYSE:COP) 9.7 21.7 61.7
United Parcel Service Inc (NYSE:UPS) 7.7 17.4 61.7
Thermo Fischer Scientific Inc (NYSE:TMO) 7.5 15.7 51.9
Qualcomm Inc (NASDAQ:QCOM) 9.0 22.6 84.1
Nike Inc Cl B (NYSE:NKE) 9.9 20.4 79.5
Advanced Micro Devices (NASDAQ:AMD) 12.4 28.2 101.2
Target Corporation (NYSE:TGT) 10.1 22.5 79.9
Intel Corp (NASDAQ:INTC) 9.6 26.6 120.5
Merck & Co (NYSE:MRK) 7.2 14.0 52.7
UnitedHealth Group Inc (NYSE:UNH) 21.1 31.0 87.9
Dow Inc (NYSE:DOW) 11.6 23.4 65.9


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.