Finance

FIVN Move Probability $35.31 +1.01 (+2.9%)

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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Touch Probability (First Passage)
67.9%
Stock touched +5.0% ($37.08) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.9%
$30.41 — $40.21

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%.

-33.0% to -27.1%: 7 occurrences (1.4%) -30.0% -27.1% to -21.2%: 14 occurrences (2.8%) -21.2% to -15.2%: 28 occurrences (5.5%) -15.2% to -9.3%: 59 occurrences (11.6%) -12.3% -9.3% to -3.4%: 81 occurrences (15.9%) -3.4% to +2.5%: 99 occurrences (19.5%) +2.5% to +8.4%: 85 occurrences (16.7%) 5.4% +8.4% to +14.3%: 65 occurrences (12.8%) +14.3% to +20.2%: 22 occurrences (4.3%) +20.2% to +26.1%: 11 occurrences (2.2%) 23.2% +26.1% to +32.0%: 20 occurrences (3.9%) +32.0% to +37.9%: 9 occurrences (1.8%) +37.9% to +43.8%: 4 occurrences (0.8%) 40.9% +43.8% to +49.7%: 1 occurrences (0.2%) +49.7% to +55.7%: 1 occurrences (0.2%) +55.7% to +61.6%: 2 occurrences (0.4%) 58.6%
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) 67.9% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.0% Adjusts normal bell curve for real-world skewness (1.07) and kurtosis (5.94).
Standard Normal (Black-Scholes / GBM) 72.5% 36.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.9% 37.3% Filters for historical windows that started with volatility similar to current 20-day HV (332 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.9%
  • Recent 20-Day HV: 62.4%
  • Parkinson Intraday Volatility: 49.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +19.4%
  • Bottom 10% Move (10th percentile): -15.1%
  • Max Historical Gain (14d): +61.6%
  • Max Historical Loss (14d): -33.0%