Finance

FRHC Move Probability $172.77 -0.33 (-0.2%)

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)
57.9%
Stock touched +5.0% ($181.41) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
35.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.1%
$155.36 — $190.18

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%.

-18.7% to -15.8%: 12 occurrences (2.4%) -17.3% -15.8% to -12.9%: 15 occurrences (3.0%) -12.9% to -10.0%: 24 occurrences (4.7%) -10.0% to -7.1%: 32 occurrences (6.3%) -8.5% -7.1% to -4.2%: 58 occurrences (11.4%) -4.2% to -1.3%: 63 occurrences (12.4%) -1.3% to +1.6%: 51 occurrences (10.0%) 0.2% +1.6% to +4.5%: 62 occurrences (12.2%) +4.5% to +7.4%: 50 occurrences (9.8%) +7.4% to +10.3%: 34 occurrences (6.7%) 8.9% +10.3% to +13.2%: 41 occurrences (8.1%) +13.2% to +16.1%: 22 occurrences (4.3%) +16.1% to +19.0%: 18 occurrences (3.5%) 17.6% +19.0% to +21.9%: 12 occurrences (2.4%) +21.9% to +24.8%: 9 occurrences (1.8%) +24.8% to +27.8%: 5 occurrences (1.0%) 26.3%
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) 57.9% 35.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.2% Adjusts normal bell curve for real-world skewness (0.55) and kurtosis (5.33).
Standard Normal (Black-Scholes / GBM) 62.8% 31.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.9% 27.3% Filters for historical windows that started with volatility similar to current 20-day HV (297 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.7%
  • Recent 20-Day HV: 32.0%
  • Parkinson Intraday Volatility: 27.5%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +15.1%
  • Bottom 10% Move (10th percentile): -9.9%
  • Max Historical Gain (14d): +27.8%
  • Max Historical Loss (14d): -18.7%