Finance

GERN Move Probability $1.15 -0.09 (-7.7%)

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)
63.4%
Stock touched +5.0% ($1.20) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
26.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.42x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.3%
$0.98 — $1.31

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%.

-28.8% to -24.2%: 4 occurrences (0.8%) -26.5% -24.2% to -19.5%: 11 occurrences (2.2%) -19.5% to -14.8%: 38 occurrences (7.5%) -14.8% to -10.1%: 87 occurrences (17.1%) -12.4% -10.1% to -5.4%: 89 occurrences (17.5%) -5.4% to -0.7%: 74 occurrences (14.6%) -0.7% to +4.0%: 61 occurrences (12.0%) 1.7% +4.0% to +8.7%: 52 occurrences (10.2%) +8.7% to +13.4%: 31 occurrences (6.1%) +13.4% to +18.1%: 25 occurrences (4.9%) 15.7% +18.1% to +22.8%: 17 occurrences (3.3%) +22.8% to +27.5%: 6 occurrences (1.2%) +27.5% to +32.2%: 9 occurrences (1.8%) 29.8% +32.2% to +36.9%: 1 occurrences (0.2%) +36.9% to +41.5%: 2 occurrences (0.4%) +41.5% to +46.2%: 1 occurrences (0.2%) 43.9%
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) 63.4% 26.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.9% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (1.63).
Standard Normal (Black-Scholes / GBM) 73.3% 36.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.5% 26.7% Filters for historical windows that started with volatility similar to current 20-day HV (247 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.7%
  • Recent 20-Day HV: 41.4%
  • Parkinson Intraday Volatility: 56.7%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +14.9%
  • Bottom 10% Move (10th percentile): -14.8%
  • Max Historical Gain (14d): +46.2%
  • Max Historical Loss (14d): -28.8%