Finance

HUMA Move Probability $0.41 +0.01 (+1.3%)

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% ($0.43) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.63x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.7%
$0.30 — $0.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-65.3% to -53.1%: 6 occurrences (1.2%) -59.2% -53.1% to -41.0%: 20 occurrences (4.1%) -41.0% to -28.8%: 30 occurrences (6.2%) -28.8% to -16.7%: 87 occurrences (17.9%) -22.8% -16.7% to -4.6%: 121 occurrences (24.8%) -4.6% to +7.6%: 101 occurrences (20.7%) +7.6% to +19.7%: 67 occurrences (13.8%) 13.6% +19.7% to +31.8%: 22 occurrences (4.5%) +31.8% to +44.0%: 9 occurrences (1.8%) +44.0% to +56.1%: 12 occurrences (2.5%) 50.0% +56.1% to +68.2%: 3 occurrences (0.6%) +68.2% to +80.4%: 2 occurrences (0.4%) +80.4% to +92.5%: 1 occurrences (0.2%) 86.4% +92.5% to +104.7%: 3 occurrences (0.6%) +104.7% to +116.8%: 1 occurrences (0.2%) +116.8% to +128.9%: 2 occurrences (0.4%) 122.9%
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) 76.6% 29.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.5% Adjusts normal bell curve for real-world skewness (-0.15) and kurtosis (5.95).
Standard Normal (Black-Scholes / GBM) 85.5% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 80.8% 35.2% Filters for historical windows that started with volatility similar to current 20-day HV (281 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 113.2%
  • Recent 20-Day HV: 101.3%
  • Parkinson Intraday Volatility: 95.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -6.8%
  • Top 10% Move (90th percentile): +21.8%
  • Bottom 10% Move (10th percentile): -30.4%
  • Max Historical Gain (14d): +128.9%
  • Max Historical Loss (14d): -65.3%