Are stress tests safe?

Stress tests are generally safe, provided you do them in moderation and monitor the results carefully. Although there is a theoretical risk of burning up the CPU, in practice computers are designed to shut down automatically before they reach this point.

That said, it's best not to over-push things by putting unnecessarily huge amounts of stress on your system. Your computer's lifespan could be reduced by several years if you regularly expose it to high temperatures. This is why it is best to test your computer when it is brand new, and then approximately once a year.