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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 09/05/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Netflix Inc (NASDAQ:NFLX) 9.2 20.5 62.2
GE Aerospace (NYSE:GE) 7.2 17.6 64.8
Oracle Corp (NYSE:ORCL) 9.1 19.1 84.0
Tesla Inc (NASDAQ:TSLA) 13.4 31.7 136.6
Citigroup (NYSE:C) 6.5 15.4 65.6
NVIDIA Corporation (NASDAQ:NVDA) 12.8 28.9 106.6
Bank of New York Mellon Corporation (NYSE:BK) 5.3 13.9 45.6
Capital One Financial Cp (NYSE:COF) 8.3 20.0 75.4
Goldman Sachs Group Inc (NYSE:GS) 7.8 16.0 64.4
Alphabet Inc Class A (NASDAQ:GOOGL) 8.7 18.0 62.3
Morgan Stanley (NYSE:MS) 6.5 15.2 64.2
Alphabet Inc (NASDAQ:GOOG) 8.7 17.8 61.7
Meta Platforms Inc (NASDAQ:META) 9.6 25.9 71.1
AT&T Inc (NYSE:T) 5.8 13.2 44.9
Booking Holdings, Inc (NASDAQ:BKNG) 6.6 17.5 55.8
Gilead Sciences Inc (NASDAQ:GILD) 6.2 13.3 52.8
Boeing Co (NYSE:BA) 8.7 20.1 74.2
Charles Schwab Corp (NYSE:SCHW) 7.3 19.9 53.2
Wells Fargo & Company (NYSE:WFC) 7.4 17.2 63.3
Cisco Systems Inc (NASDAQ:CSCO) 5.4 13.3 45.4
JPMorgan Chase and Co (NYSE:JPM) 5.2 14.8 53.2
Walt Disney Company (NYSE:DIS) 6.8 15.6 56.9
Amazon.Com Inc (NASDAQ:AMZN) 9.0 19.7 67.3
Walmart Inc (NYSE:WMT) 5.7 11.8 46.3
RTX Corporation (NYSE:RTX) 5.3 12.2 50.7
Emerson Electric Co (NYSE:EMR) 7.2 15.2 60.9
CVS Health Corporation (NYSE:CVS) 7.6 16.4 71.4
Philip Morris International (NYSE:PM) 6.7 13.6 51.3
American Express Co (NYSE:AXP) 6.7 15.3 61.8
T-Mobile US Inc (NASDAQ:TMUS) 6.3 13.1 53.3
Caterpillar Inc (NYSE:CAT) 7.6 16.3 58.4
Blackrock Incorporated (NYSE:BLK) 6.2 13.5 50.8
International Business Machines Corp (NYSE:IBM) 6.5 13.5 55.0
Kinder Morgan Inc (NYSE:KMI) 5.0 13.0 50.8
Visa Inc (NYSE:V) 5.0 11.9 44.0
Altria Group Inc (NYSE:MO) 5.3 12.3 38.6
Bank Of America Corp (NYSE:BAC) 5.8 14.5 54.6
Intel Corp (NASDAQ:INTC) 12.0 25.7 125.7
Mastercard Incorporated (NYSE:MA) 4.1 13.4 42.8
Microsoft Corp (NASDAQ:MSFT) 5.8 13.6 47.7
General Motors Company (NYSE:GM) 9.3 20.9 73.7
3M Company (NYSE:MMM) 7.3 15.3 66.3
Abbott Laboratories (NYSE:ABT) 6.0 12.5 43.3
Home Depot Inc (NYSE:HD) 5.6 11.9 44.0
Exelon Corporation (NASDAQ:EXC) 4.9 11.6 37.3
Simon Property Group (NYSE:SPG) 5.1 15.2 52.2
Advanced Micro Devices (NASDAQ:AMD) 12.6 29.1 103.1
McDonalds Corp (NYSE:MCD) 3.9 8.9 37.3
Lowes Companies Inc (NYSE:LOW) 6.9 14.9 47.1
Costco Wholesale Corp (NASDAQ:COST) 5.0 11.6 42.0
General Dynamics Corp (NYSE:GD) 4.4 11.1 43.3
Apple Inc (NASDAQ:AAPL) 6.4 15.1 60.7
AbbVie Inc (NYSE:ABBV) 5.1 12.4 54.4
Ford Motor Co (NYSE:F) 9.7 22.1 73.2
Johnson & Johnson (NYSE:JNJ) 4.4 9.6 38.0
Chevron Corp (NYSE:CVX) 5.9 14.2 49.2
US Bancorp (NYSE:USB) 6.8 17.2 56.4
Berkshire Hathaway Cl B (NYSE:BRKB) 3.8 9.4 37.8
Honeywell International (NASDAQ:HON) 5.4 12.1 47.8
Medtronic PLC (NYSE:MDT) 5.6 11.8 41.9
American International Group (NYSE:AIG) 5.1 16.6 47.6
Duke Energy Corp (NYSE:DUK) 4.8 10.2 34.6
Verizon Communications (NYSE:VZ) 4.7 11.1 43.3
Southern Company (NYSE:SO) 4.6 10.4 35.4
Metlife Inc (NYSE:MET) 5.4 15.7 56.9
Salesforce Inc (NYSE:CRM) 15.0 22.7 62.8
Linde plc (NASDAQ:LIN) 4.5 11.0 34.8
Qualcomm Inc (NASDAQ:QCOM) 8.7 20.8 80.8
PayPal Holdings Inc (NASDAQ:PYPL) 9.1 23.4 73.7
Exxon Mobil Corporation (NYSE:XOM) 5.6 13.8 46.9
Bristol-Myers Squibb Co (NYSE:BMY) 5.9 12.8 60.7
Texas Instruments Inc (NASDAQ:TXN) 9.4 17.6 78.7
Coca-Cola Co (NYSE:KO) 4.3 9.2 33.1
Procter & Gamble Co (NYSE:PG) 4.3 9.0 37.3
Starbucks Corporation (NASDAQ:SBUX) 7.8 17.3 76.0
Nike Inc Cl B (NYSE:NKE) 9.1 19.4 75.1
NextEra Energy (NYSE:NEE) 7.5 15.3 55.2
Pfizer Inc (NYSE:PFE) 6.1 13.9 48.0
Union Pacific Corp (NYSE:UNP) 5.7 12.9 45.1
American Tower Corp (NYSE:AMT) 7.5 15.2 52.0
Comcast Corp Cl A (NASDAQ:CMCSA) 6.7 14.7 54.7
Amgen Inc (NASDAQ:AMGN) 6.1 13.3 51.9
Mondelez International Inc (NASDAQ:MDLZ) 5.1 10.6 42.0
ConocoPhillips (NYSE:COP) 7.4 17.9 64.3
Pepsico Inc (NASDAQ:PEP) 4.6 10.0 41.4
Lockheed Martin Corp (NYSE:LMT) 6.4 12.9 52.1
Thermo Fischer Scientific Inc (NYSE:TMO) 6.1 14.6 57.9
Colgate-Palmolive Co (NYSE:CL) 4.5 9.9 40.0
Fedex Corp (NYSE:FDX) 8.7 19.1 67.8
Kraft Heinz Company (NASDAQ:KHC) 9.2 14.9 47.6
Eli Lilly & Company (NYSE:LLY) 8.4 18.4 80.6
Danaher Corp (NYSE:DHR) 7.3 15.3 59.2
Charter Communications (NASDAQ:CHTR) 8.5 20.6 84.9
Accenture Ltd (NYSE:ACN) 7.6 15.0 53.1
Merck & Co (NYSE:MRK) 5.7 12.6 54.7
United Parcel Service Inc (NYSE:UPS) 7.7 16.8 65.1
Target Corporation (NYSE:TGT) 8.6 20.9 81.1
Adobe Systems Inc (NASDAQ:ADBE) 9.6 20.2 67.0
UnitedHealth Group Inc (NYSE:UNH) 16.2 32.0 93.3
Dow Inc (NYSE:DOW) 15.7 30.8 83.4


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.