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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 01/17/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
NVIDIA Corporation (NASDAQ:NVDA) 14.0 29.1 99.1
Tesla Inc (NASDAQ:TSLA) 18.5 37.6 119.5
GE Aerospace (NYSE:GE) 7.4 18.4 57.7
Netflix Inc (NASDAQ:NFLX) 10.0 21.1 56.8
American Express Co (NYSE:AXP) 7.5 18.5 46.9
Kinder Morgan Inc (NYSE:KMI) 5.8 16.1 36.5
Walmart Inc (NYSE:WMT) 5.2 11.7 33.7
Meta Platforms Inc (NASDAQ:META) 11.5 26.5 68.2
Goldman Sachs Group Inc (NYSE:GS) 10.4 18.7 50.6
Wells Fargo & Company (NYSE:WFC) 9.1 19.9 55.8
Morgan Stanley (NYSE:MS) 8.5 18.0 52.1
3M Company (NYSE:MMM) 6.5 15.5 61.0
Citigroup (NYSE:C) 9.4 20.2 52.1
JPMorgan Chase and Co (NYSE:JPM) 4.9 15.5 44.0
PayPal Holdings Inc (NASDAQ:PYPL) 11.6 25.9 66.7
Bank of New York Mellon Corporation (NYSE:BK) 8.1 16.5 37.1
Capital One Financial Cp (NYSE:COF) 9.5 23.3 57.5
Oracle Corp (NYSE:ORCL) 7.9 17.5 65.4
Amazon.Com Inc (NASDAQ:AMZN) 7.9 19.4 53.4
Bank Of America Corp (NYSE:BAC) 6.6 17.2 45.1
General Motors Company (NYSE:GM) 9.3 21.8 63.2
RTX Corporation (NYSE:RTX) 5.2 13.4 34.7
Booking Holdings, Inc (NASDAQ:BKNG) 7.4 18.5 50.5
Alphabet Inc Class A (NASDAQ:GOOGL) 7.8 17.2 54.0
Caterpillar Inc (NYSE:CAT) 7.6 16.3 51.0
Alphabet Inc (NASDAQ:GOOG) 7.8 17.2 53.5
Costco Wholesale Corp (NASDAQ:COST) 4.7 13.0 37.9
AT&T Inc (NYSE:T) 5.5 14.1 39.9
International Business Machines Corp (NYSE:IBM) 5.9 13.9 43.9
Emerson Electric Co (NYSE:EMR) 7.2 15.8 49.7
T-Mobile US Inc (NASDAQ:TMUS) 6.2 14.5 33.6
Berkshire Hathaway Cl B (NYSE:BRKB) 4.9 11.3 28.1
Philip Morris International (NYSE:PM) 6.0 13.1 38.8
Metlife Inc (NYSE:MET) 5.7 17.2 42.1
Blackrock Incorporated (NYSE:BLK) 9.0 17.6 37.5
Altria Group Inc (NYSE:MO) 5.3 12.9 36.9
Apple Inc (NASDAQ:AAPL) 9.9 18.2 43.8
Mastercard Incorporated (NYSE:MA) 6.0 15.4 31.0
Simon Property Group (NYSE:SPG) 6.1 23.1 42.5
NextEra Energy (NYSE:NEE) 8.2 16.8 50.5
Southern Company (NYSE:SO) 5.2 12.7 33.4
Charles Schwab Corp (NYSE:SCHW) 7.7 19.4 53.1
Visa Inc (NYSE:V) 5.0 13.1 32.2
Cisco Systems Inc (NASDAQ:CSCO) 5.5 14.8 33.8
Lowes Companies Inc (NYSE:LOW) 5.4 16.0 43.1
Salesforce Inc (NYSE:CRM) 8.1 22.6 71.6
US Bancorp (NYSE:USB) 14.3 22.3 52.4
Texas Instruments Inc (NASDAQ:TXN) 9.4 18.2 53.2
Walt Disney Company (NYSE:DIS) 6.1 16.8 48.7
Qualcomm Inc (NASDAQ:QCOM) 9.6 22.7 72.4
Exxon Mobil Corporation (NYSE:XOM) 5.4 15.3 37.5
Eli Lilly & Company (NYSE:LLY) 10.1 20.1 59.1
Home Depot Inc (NYSE:HD) 5.8 14.1 39.6
Fedex Corp (NYSE:FDX) 8.0 20.6 61.1
Duke Energy Corp (NYSE:DUK) 5.2 11.9 31.8
Chevron Corp (NYSE:CVX) 5.2 16.4 37.2
Bristol-Myers Squibb Co (NYSE:BMY) 5.5 12.5 53.2
American International Group (NYSE:AIG) 6.2 19.7 39.0
Honeywell International (NASDAQ:HON) 5.1 13.2 34.4
Exelon Corporation (NASDAQ:EXC) 6.8 14.7 40.6
Microsoft Corp (NASDAQ:MSFT) 6.3 15.1 38.4
Colgate-Palmolive Co (NYSE:CL) 4.6 10.4 30.4
Procter & Gamble Co (NYSE:PG) 4.8 10.6 30.6
Lockheed Martin Corp (NYSE:LMT) 6.2 13.6 33.3
Linde plc (NASDAQ:LIN) 4.6 12.0 30.4
General Dynamics Corp (NYSE:GD) 4.5 12.4 34.1
Gilead Sciences Inc (NASDAQ:GILD) 5.7 13.2 47.2
Danaher Corp (NYSE:DHR) 6.0 14.6 42.6
AbbVie Inc (NYSE:ABBV) 6.6 13.9 46.4
Coca-Cola Co (NYSE:KO) 4.0 10.0 25.0
Thermo Fischer Scientific Inc (NYSE:TMO) 6.1 14.6 39.1
Starbucks Corporation (NASDAQ:SBUX) 7.1 17.7 67.7
Medtronic PLC (NYSE:MDT) 6.4 13.6 35.6
Verizon Communications (NYSE:VZ) 5.5 11.8 41.3
Accenture Ltd (NYSE:ACN) 7.1 15.1 46.8
Abbott Laboratories (NYSE:ABT) 6.0 13.4 34.6
Union Pacific Corp (NYSE:UNP) 6.0 14.3 37.0
ConocoPhillips (NYSE:COP) 5.1 18.9 43.1
Charter Communications (NASDAQ:CHTR) 8.3 19.8 78.4
UnitedHealth Group Inc (NYSE:UNH) 10.4 18.2 53.4
McDonalds Corp (NYSE:MCD) 5.0 11.3 34.2
Target Corporation (NYSE:TGT) 9.9 22.7 72.5
Pfizer Inc (NYSE:PFE) 5.6 14.2 47.8
American Tower Corp (NYSE:AMT) 8.5 16.9 48.6
Johnson & Johnson (NYSE:JNJ) 5.0 10.3 30.2
Ford Motor Co (NYSE:F) 9.0 23.5 71.5
Amgen Inc (NASDAQ:AMGN) 6.1 13.9 48.9
Pepsico Inc (NASDAQ:PEP) 5.2 11.1 32.5
Comcast Corp Cl A (NASDAQ:CMCSA) 6.5 15.1 46.1
Boeing Co (NYSE:BA) 8.0 23.2 65.5
United Parcel Service Inc (NYSE:UPS) 7.9 16.9 51.5
Merck & Co (NYSE:MRK) 5.4 12.7 41.2
Mondelez International Inc (NASDAQ:MDLZ) 6.2 11.9 34.3
Dow Inc (NYSE:DOW) 6.5 16.3 40.0
Kraft Heinz Company (NASDAQ:KHC) 6.3 14.4 38.4
Advanced Micro Devices (NASDAQ:AMD) 12.8 27.9 93.3
Adobe Systems Inc (NASDAQ:ADBE) 9.3 20.8 71.0
Nike Inc Cl B (NYSE:NKE) 8.7 18.9 67.1
CVS Health Corporation (NYSE:CVS) 9.6 18.3 72.1
Walgreens Boots Alliance Inc (NASDAQ:WBA) 24.6 44.7 112.7
Intel Corp (NASDAQ:INTC) 9.8 26.8 102.7


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.