Finance

IPAR Move Probability $113.14 -2.95 (-2.5%)

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)
46.9%
Stock touched +5.0% ($118.79) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
26.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.4%
$104.74 — $121.53

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%.

-18.7% to -16.1%: 2 occurrences (0.4%) -17.4% -16.1% to -13.5%: 5 occurrences (1.0%) -13.5% to -10.9%: 31 occurrences (6.1%) -10.9% to -8.3%: 40 occurrences (7.9%) -9.6% -8.3% to -5.7%: 47 occurrences (9.3%) -5.7% to -3.0%: 62 occurrences (12.2%) -3.0% to -0.4%: 69 occurrences (13.6%) -1.7% -0.4% to +2.2%: 53 occurrences (10.4%) +2.2% to +4.8%: 61 occurrences (12.0%) +4.8% to +7.4%: 45 occurrences (8.9%) 6.1% +7.4% to +10.0%: 39 occurrences (7.7%) +10.0% to +12.6%: 16 occurrences (3.1%) +12.6% to +15.3%: 9 occurrences (1.8%) 13.9% +15.3% to +17.9%: 15 occurrences (3.0%) +17.9% to +20.5%: 11 occurrences (2.2%) +20.5% to +23.1%: 3 occurrences (0.6%) 21.8%
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) 46.9% 26.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.1% Adjusts normal bell curve for real-world skewness (-0.24) and kurtosis (1.96).
Standard Normal (Black-Scholes / GBM) 51.1% 25.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.8% 20.3% Filters for historical windows that started with volatility similar to current 20-day HV (306 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.5%
  • Recent 20-Day HV: 24.7%
  • Parkinson Intraday Volatility: 23.6%
  • Vol Trend: Compressed (-22% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +10.2%
  • Bottom 10% Move (10th percentile): -10.1%
  • Max Historical Gain (14d): +23.1%
  • Max Historical Loss (14d): -18.7%