Finance

BEPC Move Probability $29.52 +0.96 (+3.3%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
50.6%
Stock touched +5.0% ($30.99) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
28.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.3%
$27.06 — $31.97

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-16.8% to -14.5%: 8 occurrences (1.6%) -15.6% -14.5% to -12.2%: 8 occurrences (1.6%) -12.2% to -10.0%: 22 occurrences (4.3%) -10.0% to -7.7%: 41 occurrences (8.1%) -8.8% -7.7% to -5.4%: 47 occurrences (9.3%) -5.4% to -3.1%: 40 occurrences (7.9%) -3.1% to -0.8%: 66 occurrences (13.0%) -2.0% -0.8% to +1.4%: 45 occurrences (8.9%) +1.4% to +3.7%: 61 occurrences (12.0%) +3.7% to +6.0%: 48 occurrences (9.4%) 4.8% +6.0% to +8.3%: 52 occurrences (10.2%) +8.3% to +10.5%: 35 occurrences (6.9%) +10.5% to +12.8%: 21 occurrences (4.1%) 11.7% +12.8% to +15.1%: 6 occurrences (1.2%) +15.1% to +17.4%: 4 occurrences (0.8%) +17.4% to +19.6%: 4 occurrences (0.8%) 18.5%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 50.6% 28.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.8% Adjusts normal bell curve for real-world skewness (-0.41) and kurtosis (4.34).
Standard Normal (Black-Scholes / GBM) 55.7% 27.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.5% 27.0% Filters for historical windows that started with volatility similar to current 20-day HV (381 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.3%
  • Recent 20-Day HV: 29.5%
  • Parkinson Intraday Volatility: 28.1%
  • Vol Trend: Compressed (-16% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +9.6%
  • Bottom 10% Move (10th percentile): -9.1%
  • Max Historical Gain (14d): +19.6%
  • Max Historical Loss (14d): -16.8%