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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 06/13/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Tesla Inc (NASDAQ:TSLA) 20.0 38.8 141.4
Netflix Inc (NASDAQ:NFLX) 10.8 27.0 61.4
Philip Morris International (NYSE:PM) 5.6 12.1 46.8
Oracle Corp (NYSE:ORCL) 19.0 25.0 83.6
Gilead Sciences Inc (NASDAQ:GILD) 7.9 15.3 51.8
International Business Machines Corp (NYSE:IBM) 7.3 15.0 54.4
AT&T Inc (NYSE:T) 6.0 14.0 45.0
Bank of New York Mellon Corporation (NYSE:BK) 5.7 14.2 46.1
GE Aerospace (NYSE:GE) 9.5 20.1 65.7
Capital One Financial Cp (NYSE:COF) 8.3 21.5 75.0
Walmart Inc (NYSE:WMT) 5.3 11.6 46.5
3M Company (NYSE:MMM) 7.6 16.0 65.5
Charter Communications (NASDAQ:CHTR) 8.9 20.0 75.2
Cisco Systems Inc (NASDAQ:CSCO) 6.0 14.5 44.3
Booking Holdings, Inc (NASDAQ:BKNG) 6.5 18.9 55.7
Kinder Morgan Inc (NYSE:KMI) 5.8 14.2 48.9
Goldman Sachs Group Inc (NYSE:GS) 6.1 16.4 63.6
JPMorgan Chase and Co (NYSE:JPM) 5.3 15.1 53.6
RTX Corporation (NYSE:RTX) 6.7 14.4 50.0
Morgan Stanley (NYSE:MS) 6.9 16.3 63.8
Meta Platforms Inc (NASDAQ:META) 9.2 26.0 72.4
Citigroup (NYSE:C) 6.3 17.2 65.0
Altria Group Inc (NYSE:MO) 5.7 12.3 37.4
Visa Inc (NYSE:V) 5.2 14.6 42.4
Blackrock Incorporated (NYSE:BLK) 5.6 14.0 48.9
American Express Co (NYSE:AXP) 7.3 18.6 60.5
Abbott Laboratories (NYSE:ABT) 5.4 12.0 39.5
T-Mobile US Inc (NASDAQ:TMUS) 8.7 17.0 50.7
Wells Fargo & Company (NYSE:WFC) 7.7 18.3 63.1
Mastercard Incorporated (NYSE:MA) 4.8 15.6 40.8
Exelon Corporation (NASDAQ:EXC) 5.5 12.8 38.2
Berkshire Hathaway Cl B (NYSE:BRKB) 4.5 10.1 37.2
Charles Schwab Corp (NYSE:SCHW) 7.1 19.0 57.0
McDonalds Corp (NYSE:MCD) 4.7 10.1 38.4
NVIDIA Corporation (NASDAQ:NVDA) 11.6 28.7 113.0
Walt Disney Company (NYSE:DIS) 8.6 17.8 59.6
Starbucks Corporation (NASDAQ:SBUX) 9.4 18.5 82.1
Emerson Electric Co (NYSE:EMR) 6.3 14.6 60.9
Costco Wholesale Corp (NASDAQ:COST) 6.2 13.0 42.7
Bristol-Myers Squibb Co (NYSE:BMY) 6.2 13.1 60.9
Southern Company (NYSE:SO) 4.7 11.1 36.3
Duke Energy Corp (NYSE:DUK) 4.8 10.7 35.0
American International Group (NYSE:AIG) 6.7 18.4 47.1
AbbVie Inc (NYSE:ABBV) 5.3 12.8 54.6
Bank Of America Corp (NYSE:BAC) 6.2 15.9 54.7
Amazon.Com Inc (NASDAQ:AMZN) 7.3 19.0 65.4
CVS Health Corporation (NYSE:CVS) 7.8 16.8 79.1
Metlife Inc (NYSE:MET) 5.8 17.1 55.9
US Bancorp (NYSE:USB) 7.7 19.4 56.4
Coca-Cola Co (NYSE:KO) 3.9 9.9 32.1
American Tower Corp (NYSE:AMT) 6.4 14.5 52.9
Microsoft Corp (NASDAQ:MSFT) 6.2 13.7 48.6
PayPal Holdings Inc (NASDAQ:PYPL) 8.8 24.8 71.5
Caterpillar Inc (NYSE:CAT) 7.3 17.0 59.8
Boeing Co (NYSE:BA) 10.6 24.0 76.2
Salesforce Inc (NYSE:CRM) 9.0 22.7 75.2
Honeywell International (NASDAQ:HON) 4.8 12.4 45.9
Johnson & Johnson (NYSE:JNJ) 4.6 9.8 37.3
Linde plc (NASDAQ:LIN) 4.8 12.1 36.2
Medtronic PLC (NYSE:MDT) 5.9 12.9 42.3
Verizon Communications (NYSE:VZ) 5.3 11.6 43.2
Accenture Ltd (NYSE:ACN) 5.8 14.8 51.1
Home Depot Inc (NYSE:HD) 6.3 13.8 44.6
Lockheed Martin Corp (NYSE:LMT) 8.8 14.2 45.8
Simon Property Group (NYSE:SPG) 6.2 20.0 52.7
NextEra Energy (NYSE:NEE) 6.2 15.3 56.7
General Motors Company (NYSE:GM) 9.6 20.5 70.6
Exxon Mobil Corporation (NYSE:XOM) 6.8 15.7 46.4
Lowes Companies Inc (NYSE:LOW) 6.2 15.3 47.2
Mondelez International Inc (NASDAQ:MDLZ) 4.8 10.6 40.0
Alphabet Inc Class A (NASDAQ:GOOGL) 9.1 18.9 62.3
Texas Instruments Inc (NASDAQ:TXN) 8.0 17.3 73.6
Alphabet Inc (NASDAQ:GOOG) 9.2 19.0 61.7
Union Pacific Corp (NYSE:UNP) 5.9 13.0 45.5
Amgen Inc (NASDAQ:AMGN) 6.7 13.7 53.8
General Dynamics Corp (NYSE:GD) 4.7 12.0 42.7
Colgate-Palmolive Co (NYSE:CL) 4.4 10.9 39.1
Procter & Gamble Co (NYSE:PG) 4.9 10.6 36.6
Apple Inc (NASDAQ:AAPL) 7.5 16.5 62.4
Eli Lilly & Company (NYSE:LLY) 8.3 18.0 73.7
Chevron Corp (NYSE:CVX) 6.5 15.1 48.4
Comcast Corp Cl A (NASDAQ:CMCSA) 6.9 15.4 54.8
Fedex Corp (NYSE:FDX) 8.8 20.1 70.0
Pfizer Inc (NYSE:PFE) 7.0 14.7 48.9
Ford Motor Co (NYSE:F) 10.0 23.4 73.6
ConocoPhillips (NYSE:COP) 9.5 20.6 62.7
Adobe Systems Inc (NASDAQ:ADBE) 8.8 21.5 70.9
Pepsico Inc (NASDAQ:PEP) 4.8 10.3 38.3
Kraft Heinz Company (NASDAQ:KHC) 5.3 12.6 44.4
Danaher Corp (NYSE:DHR) 6.3 15.6 57.5
Qualcomm Inc (NASDAQ:QCOM) 9.7 22.1 84.1
Advanced Micro Devices (NASDAQ:AMD) 12.5 27.8 100.5
United Parcel Service Inc (NYSE:UPS) 7.6 17.0 61.6
Walgreens Boots Alliance Inc (NASDAQ:WBA) 6.3 17.1 114.6
Thermo Fischer Scientific Inc (NYSE:TMO) 6.0 15.3 51.3
Target Corporation (NYSE:TGT) 8.6 22.1 81.0
Intel Corp (NASDAQ:INTC) 13.4 26.2 121.6
UnitedHealth Group Inc (NYSE:UNH) 14.0 23.5 87.3
Nike Inc Cl B (NYSE:NKE) 8.9 20.0 79.7
Merck & Co (NYSE:MRK) 7.0 13.6 53.3
Dow Inc (NYSE:DOW) 11.4 22.0 67.0


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.