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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 04/05/2024

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 12.7 27.8 90.2
Meta Platforms Inc (NASDAQ:META) 8.9 26.9 68.9
Eli Lilly & Company (NYSE:LLY) 7.6 16.2 55.4
General Electric Co (NYSE:GE) 9.8 22.0 46.8
Netflix Inc (NASDAQ:NFLX) 8.5 18.8 69.4
Amazon.Com Inc (NASDAQ:AMZN) 6.0 18.2 57.8
Advanced Micro Devices (NASDAQ:AMD) 16.1 30.9 92.0
Caterpillar Inc (NYSE:CAT) 6.3 14.8 54.3
Wells Fargo & Company (NYSE:WFC) 5.8 17.4 53.8
American International Group (NYSE:AIG) 6.0 19.8 48.3
JPMorgan Chase and Co (NYSE:JPM) 5.3 14.5 38.5
Salesforce Inc (NYSE:CRM) 10.5 22.8 54.2
Capital One Financial Cp (NYSE:COF) 8.2 21.3 55.9
Microsoft Corp (NASDAQ:MSFT) 5.4 14.7 44.1
Alphabet Inc (NASDAQ:GOOG) 7.8 16.7 54.5
Alphabet Inc Class A (NASDAQ:GOOGL) 7.9 17.0 54.3
Charles Schwab Corp (NYSE:SCHW) 7.8 19.3 77.2
International Business Machines Corp (NYSE:IBM) 5.8 13.7 36.3
Costco Wholesale Corp (NASDAQ:COST) 5.9 13.0 36.3
Qualcomm Inc (NASDAQ:QCOM) 9.7 22.7 59.0
American Express Co (NYSE:AXP) 8.3 19.1 45.9
Booking Holdings, Inc (NASDAQ:BKNG) 9.0 20.0 51.4
Berkshire Hathaway Cl B (NYSE:BRKB) 3.8 10.4 25.7
Simon Property Group (NYSE:SPG) 7.7 23.6 47.8
Emerson Electric Co (NYSE:EMR) 4.3 11.9 43.5
Citigroup (NYSE:C) 6.7 18.2 49.0
Oracle Corp (NYSE:ORCL) 7.2 16.6 62.0
Bank Of America Corp (NYSE:BAC) 6.5 17.0 51.1
Mastercard Incorporated (NYSE:MA) 5.8 15.6 32.3
Linde plc (NASDAQ:LIN) 5.0 12.4 34.9
General Dynamics Corp (NYSE:GD) 4.4 11.9 33.4
Metlife Inc (NYSE:MET) 5.2 16.6 51.5
Bank of New York Mellon Corporation (NYSE:BK) 6.5 15.7 45.5
Goldman Sachs Group Inc (NYSE:GS) 7.0 16.2 44.5
Adobe Systems Inc (NASDAQ:ADBE) 13.0 23.7 68.1
ConocoPhillips (NYSE:COP) 4.0 18.2 50.8
General Motors Company (NYSE:GM) 7.9 19.9 61.4
Union Pacific Corp (NYSE:UNP) 5.7 14.3 41.7
US Bancorp (NYSE:USB) 6.8 18.9 75.5
Walmart Inc (NYSE:WMT) 4.4 11.2 29.9
Visa Inc (NYSE:V) 5.3 13.4 29.3
Home Depot Inc (NYSE:HD) 8.0 15.6 40.5
Blackrock Incorporated (NYSE:BLK) 7.3 16.1 41.0
Fedex Corp (NYSE:FDX) 9.9 21.2 50.9
Walt Disney Company (NYSE:DIS) 7.9 17.7 53.3
Lowes Companies Inc (NYSE:LOW) 7.6 17.6 44.8
Merck & Co (NYSE:MRK) 6.1 12.5 36.2
Colgate-Palmolive Co (NYSE:CL) 4.8 10.6 28.4
Intel Corp (NASDAQ:INTC) 12.8 22.6 77.7
Accenture Ltd (NYSE:ACN) 11.3 19.1 44.7
Danaher Corp (NYSE:DHR) 6.5 14.3 45.0
T-Mobile US Inc (NASDAQ:TMUS) 4.0 12.9 33.1
Amgen Inc (NASDAQ:AMGN) 7.2 13.9 42.5
Morgan Stanley (NYSE:MS) 6.8 16.3 49.6
Comcast Corp Cl A (NASDAQ:CMCSA) 7.0 15.0 45.3
Abbott Laboratories (NYSE:ABT) 6.6 13.7 38.3
3M Company (NYSE:MMM) 8.8 16.3 55.6
Medtronic PLC (NYSE:MDT) 6.0 13.0 38.7
AbbVie Inc (NYSE:ABBV) 12.4 15.8 38.1
Verizon Communications (NYSE:VZ) 3.9 10.5 46.0
Kinder Morgan Inc (NYSE:KMI) 4.0 14.9 33.2
Exxon Mobil Corporation (NYSE:XOM) 4.0 14.6 45.6
Ford Motor Co (NYSE:F) 10.7 22.9 66.8
Procter & Gamble Co (NYSE:PG) 5.8 11.3 28.4
Target Corporation (NYSE:TGT) 11.9 23.0 60.5
Honeywell International (NASDAQ:HON) 5.7 13.3 33.6
Apple Inc (NASDAQ:AAPL) 6.9 16.3 38.3
RTX Corporation (NYSE:RTX) 3.6 13.5 44.6
Thermo Fischer Scientific Inc (NYSE:TMO) 6.0 14.6 42.1
Southern Company (NYSE:SO) 5.0 12.6 35.5
Duke Energy Corp (NYSE:DUK) 4.3 11.3 35.1
CVS Health Corporation (NYSE:CVS) 9.3 16.5 49.3
Mondelez International Inc (NASDAQ:MDLZ) 5.6 11.5 33.3
Johnson & Johnson (NYSE:JNJ) 4.9 10.3 30.5
Kraft Heinz Company (NASDAQ:KHC) 7.4 17.5 33.6
Coca-Cola Co (NYSE:KO) 4.2 9.9 24.7
Chevron Corp (NYSE:CVX) 4.2 15.7 42.0
McDonalds Corp (NYSE:MCD) 5.9 12.3 27.8
Altria Group Inc (NYSE:MO) 6.6 13.9 36.5
Cisco Systems Inc (NASDAQ:CSCO) 6.9 15.5 38.6
American Tower Corp (NYSE:AMT) 6.6 15.0 50.0
Lockheed Martin Corp (NYSE:LMT) 5.4 13.0 33.9
Pepsico Inc (NASDAQ:PEP) 4.6 10.6 29.8
Texas Instruments Inc (NASDAQ:TXN) 7.1 16.2 45.1
UnitedHealth Group Inc (NYSE:UNH) 10.3 17.7 41.8
Philip Morris International (NYSE:PM) 5.3 12.8 32.6
Exelon Corporation (NASDAQ:EXC) 4.8 13.6 41.7
AT&T Inc (NYSE:T) 5.2 14.1 51.2
PayPal Holdings Inc (NASDAQ:PYPL) 8.5 23.9 74.9
Tesla Inc (NASDAQ:TSLA) 14.0 32.8 95.5
Boeing Co (NYSE:BA) 9.0 23.5 58.6
Gilead Sciences Inc (NASDAQ:GILD) 5.0 12.0 42.9
Starbucks Corporation (NASDAQ:SBUX) 7.4 16.1 42.2
NextEra Energy (NYSE:NEE) 6.4 15.2 53.8
United Parcel Service Inc (NYSE:UPS) 7.9 16.9 49.4
Charter Communications (NASDAQ:CHTR) 8.3 18.9 70.5
Bristol-Myers Squibb Co (NYSE:BMY) 6.0 12.2 37.6
Nike Inc Cl B (NYSE:NKE) 9.2 18.3 53.7
Pfizer Inc (NYSE:PFE) 6.0 14.2 45.4
Walgreens Boots Alliance Inc (NASDAQ:WBA) 13.0 20.8 70.2


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.