Finance

HNST Move Probability $4.86 -0.21 (-4.1%)

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)
62.8%
Stock touched +5.0% ($5.10) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.8%
$4.09 — $5.63

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%.

-36.0% to -26.6%: 5 occurrences (1.0%) -31.3% -26.6% to -17.3%: 26 occurrences (5.1%) -17.3% to -7.9%: 98 occurrences (19.3%) -7.9% to +1.5%: 173 occurrences (34.1%) -3.2% +1.5% to +10.9%: 116 occurrences (22.8%) +10.9% to +20.3%: 39 occurrences (7.7%) +20.3% to +29.7%: 19 occurrences (3.7%) 25.0% +29.7% to +39.1%: 15 occurrences (3.0%) +39.1% to +48.5%: 3 occurrences (0.6%) +48.5% to +57.9%: 0 occurrences (0.0%) 53.2% +57.9% to +67.3%: 2 occurrences (0.4%) +67.3% to +76.7%: 1 occurrences (0.2%) +76.7% to +86.1%: 3 occurrences (0.6%) 81.4% +86.1% to +95.5%: 4 occurrences (0.8%) +95.5% to +104.9%: 2 occurrences (0.4%) +104.9% to +114.3%: 2 occurrences (0.4%) 109.6%
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) 62.8% 31.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.5% Adjusts normal bell curve for real-world skewness (0.13) and kurtosis (19.49).
Standard Normal (Black-Scholes / GBM) 75.7% 37.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.9% 32.2% Filters for historical windows that started with volatility similar to current 20-day HV (90 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 67.0%
  • Recent 20-Day HV: 31.3%
  • Parkinson Intraday Volatility: 48.5%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +20.0%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +114.3%
  • Max Historical Loss (14d): -36.0%