HAIN Move Probability $0.16 -0.05 (-23.0%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
70.7%
Stock touched +5.0% ($0.17) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
22.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.13x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.1%
$0.11 — $0.21
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.
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) | 70.7% | 22.6% | Model-free reality across 509 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 0.2% | Adjusts normal bell curve for real-world skewness (7.29) and kurtosis (137.15). |
| Standard Normal (Black-Scholes / GBM) | 87.9% | 44.0% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 136.3%
- Recent 20-Day HV: 520.4%
- Parkinson Intraday Volatility: 82.3%
- Vol Trend: Expanded (+282% vs baseline)
14-Day Return Quantiles
- Median Return: -6.4%
- Top 10% Move (90th percentile): +16.4%
- Bottom 10% Move (10th percentile): -26.1%
- Max Historical Gain (14d): +354.7%
- Max Historical Loss (14d): -47.6%