Finance

HNRG Move Probability $11.44 +0.11 (+1.0%)

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

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Touch Probability (First Passage)
76.6%
Stock touched +5.0% ($12.01) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
33.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.29x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.4%
$9.56 — $13.32

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%.

-22.8% to -18.2%: 12 occurrences (2.4%) -20.5% -18.2% to -13.6%: 32 occurrences (6.3%) -13.6% to -9.1%: 78 occurrences (15.4%) -9.1% to -4.5%: 56 occurrences (11.0%) -6.8% -4.5% to +0.1%: 72 occurrences (14.2%) +0.1% to +4.7%: 83 occurrences (16.3%) +4.7% to +9.2%: 52 occurrences (10.2%) 6.9% +9.2% to +13.8%: 35 occurrences (6.9%) +13.8% to +18.4%: 33 occurrences (6.5%) +18.4% to +22.9%: 17 occurrences (3.3%) 20.7% +22.9% to +27.5%: 11 occurrences (2.2%) +27.5% to +32.1%: 9 occurrences (1.8%) +32.1% to +36.7%: 6 occurrences (1.2%) 34.4% +36.7% to +41.2%: 4 occurrences (0.8%) +41.2% to +45.8%: 5 occurrences (1.0%) +45.8% to +50.4%: 3 occurrences (0.6%) 48.1%
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) 76.6% 33.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.5% Adjusts normal bell curve for real-world skewness (-0.3) and kurtosis (8.91).
Standard Normal (Black-Scholes / GBM) 76.7% 38.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.5% 36.0% Filters for historical windows that started with volatility similar to current 20-day HV (322 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 69.7%
  • Recent 20-Day HV: 74.3%
  • Parkinson Intraday Volatility: 54.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +18.7%
  • Bottom 10% Move (10th percentile): -13.2%
  • Max Historical Gain (14d): +50.4%
  • Max Historical Loss (14d): -22.8%