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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 04/11/2025

Company Name (Ticker Symbol)VaR over next weekVaR over next monthVaR over next year
Philip Morris International (NYSE:PM) 9.0 15.8 46.5
T-Mobile US Inc (NASDAQ:TMUS) 9.5 18.3 42.8
AT&T Inc (NYSE:T) 8.0 15.1 43.3
Walmart Inc (NYSE:WMT) 12.3 17.9 45.4
Gilead Sciences Inc (NASDAQ:GILD) 7.1 15.1 46.4
Netflix Inc (NASDAQ:NFLX) 12.1 25.1 63.4
Tesla Inc (NASDAQ:TSLA) 31.3 51.9 137.0
3M Company (NYSE:MMM) 14.2 19.7 64.2
Kinder Morgan Inc (NYSE:KMI) 14.0 21.6 47.0
Bank of New York Mellon Corporation (NYSE:BK) 13.9 23.2 45.6
Altria Group Inc (NYSE:MO) 6.7 13.7 38.1
Costco Wholesale Corp (NASDAQ:COST) 10.8 17.3 43.8
UnitedHealth Group Inc (NYSE:UNH) 9.8 17.2 57.7
Southern Company (NYSE:SO) 6.5 13.6 35.7
Berkshire Hathaway Cl B (NYSE:BRKB) 12.1 16.4 35.1
Booking Holdings, Inc (NASDAQ:BKNG) 16.3 26.5 58.9
NVIDIA Corporation (NASDAQ:NVDA) 26.4 36.9 118.1
Charter Communications (NASDAQ:CHTR) 16.8 22.6 72.9
International Business Machines Corp (NYSE:IBM) 11.1 17.9 52.5
RTX Corporation (NYSE:RTX) 10.6 20.4 43.3
Duke Energy Corp (NYSE:DUK) 6.9 13.3 34.1
Exelon Corporation (NASDAQ:EXC) 7.5 15.4 36.8
Goldman Sachs Group Inc (NYSE:GS) 23.6 26.6 62.9
Visa Inc (NYSE:V) 13.2 22.1 40.6
Coca-Cola Co (NYSE:KO) 7.4 13.5 30.9
JPMorgan Chase and Co (NYSE:JPM) 16.6 22.7 54.6
Apple Inc (NASDAQ:AAPL) 24.5 34.7 60.8
Morgan Stanley (NYSE:MS) 17.7 28.7 64.1
American Tower Corp (NYSE:AMT) 9.3 17.9 52.5
Cisco Systems Inc (NASDAQ:CSCO) 16.9 19.3 43.0
GE Aerospace (NYSE:GE) 18.5 29.2 68.6
American Express Co (NYSE:AXP) 20.1 30.5 59.1
McDonalds Corp (NYSE:MCD) 7.5 13.3 38.2
Capital One Financial Cp (NYSE:COF) 29.9 36.6 72.7
Abbott Laboratories (NYSE:ABT) 8.2 15.2 40.0
Blackrock Incorporated (NYSE:BLK) 16.8 27.2 48.7
Wells Fargo & Company (NYSE:WFC) 17.0 27.7 61.8
American International Group (NYSE:AIG) 16.0 24.6 46.3
Oracle Corp (NYSE:ORCL) 20.3 24.2 79.6
Mastercard Incorporated (NYSE:MA) 15.8 23.9 39.3
Colgate-Palmolive Co (NYSE:CL) 7.6 13.4 36.8
Charles Schwab Corp (NYSE:SCHW) 14.3 23.3 57.3
Verizon Communications (NYSE:VZ) 7.8 13.6 43.4
Amgen Inc (NASDAQ:AMGN) 10.1 15.8 51.5
Procter & Gamble Co (NYSE:PG) 7.6 13.0 34.1
Lockheed Martin Corp (NYSE:LMT) 9.4 16.6 42.8
Meta Platforms Inc (NASDAQ:META) 31.9 35.6 70.6
AbbVie Inc (NYSE:ABBV) 12.9 18.2 52.2
NextEra Energy (NYSE:NEE) 12.6 19.7 54.5
Citigroup (NYSE:C) 20.2 31.4 63.7
Simon Property Group (NYSE:SPG) 20.5 32.5 51.2
Honeywell International (NASDAQ:HON) 16.3 21.2 43.9
Alphabet Inc (NASDAQ:GOOG) 14.2 23.0 60.1
Johnson & Johnson (NYSE:JNJ) 6.5 11.5 36.5
Home Depot Inc (NYSE:HD) 10.2 17.8 44.6
Bristol-Myers Squibb Co (NYSE:BMY) 11.2 16.9 58.2
Medtronic PLC (NYSE:MDT) 9.1 17.0 41.5
Alphabet Inc Class A (NASDAQ:GOOGL) 14.2 22.7 60.6
Mondelez International Inc (NASDAQ:MDLZ) 6.9 12.9 38.8
Amazon.Com Inc (NASDAQ:AMZN) 22.5 29.9 62.5
Starbucks Corporation (NASDAQ:SBUX) 20.3 25.1 78.4
General Motors Company (NYSE:GM) 14.9 27.0 69.7
Metlife Inc (NYSE:MET) 23.1 27.4 53.8
Bank Of America Corp (NYSE:BAC) 17.6 27.0 54.5
Linde plc (NASDAQ:LIN) 13.1 21.0 35.3
CVS Health Corporation (NYSE:CVS) 9.5 17.8 77.7
Eli Lilly & Company (NYSE:LLY) 12.5 20.5 62.8
General Dynamics Corp (NYSE:GD) 12.8 18.7 41.7
PayPal Holdings Inc (NASDAQ:PYPL) 22.0 32.2 71.1
Lowes Companies Inc (NYSE:LOW) 11.2 19.6 46.1
Union Pacific Corp (NYSE:UNP) 13.0 18.1 43.2
Microsoft Corp (NASDAQ:MSFT) 11.6 21.1 46.5
US Bancorp (NYSE:USB) 19.7 25.2 56.5
Boeing Co (NYSE:BA) 24.7 38.2 74.9
Emerson Electric Co (NYSE:EMR) 15.4 28.4 57.9
Accenture Ltd (NYSE:ACN) 13.3 22.6 54.3
Texas Instruments Inc (NASDAQ:TXN) 26.7 36.5 70.1
Pepsico Inc (NASDAQ:PEP) 7.6 13.2 36.8
Salesforce Inc (NYSE:CRM) 18.4 25.4 75.2
Comcast Corp Cl A (NASDAQ:CMCSA) 13.6 18.3 54.0
Exxon Mobil Corporation (NYSE:XOM) 13.2 24.4 44.7
Chevron Corp (NYSE:CVX) 19.1 28.2 46.9
Pfizer Inc (NYSE:PFE) 11.0 18.0 47.0
Qualcomm Inc (NASDAQ:QCOM) 26.8 32.6 82.6
Kraft Heinz Company (NASDAQ:KHC) 10.5 17.3 42.7
Caterpillar Inc (NYSE:CAT) 16.4 23.4 58.4
Fedex Corp (NYSE:FDX) 20.4 26.4 69.4
Danaher Corp (NYSE:DHR) 18.9 22.9 54.2
Thermo Fischer Scientific Inc (NYSE:TMO) 18.0 22.6 47.4
Walt Disney Company (NYSE:DIS) 19.1 29.1 55.7
Adobe Systems Inc (NASDAQ:ADBE) 14.8 24.2 76.0
Ford Motor Co (NYSE:F) 18.2 27.6 75.4
United Parcel Service Inc (NYSE:UPS) 13.9 19.2 61.9
ConocoPhillips (NYSE:COP) 23.4 39.4 60.1
Merck & Co (NYSE:MRK) 10.2 17.3 49.0
Nike Inc Cl B (NYSE:NKE) 18.5 27.1 77.5
Walgreens Boots Alliance Inc (NASDAQ:WBA) 14.0 27.8 118.2
Advanced Micro Devices (NASDAQ:AMD) 29.2 45.4 104.1
Target Corporation (NYSE:TGT) 19.5 23.7 80.6
Intel Corp (NASDAQ:INTC) 34.5 32.7 120.4
Dow Inc (NYSE:DOW) 23.8 41.3 62.8


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.