Finance

JBHT Move Probability $236.74 -36.40 (-13.3%)

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)
52.1%
Stock touched +5.0% ($248.58) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.7%
$216.08 — $257.40

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-17.2% to -14.5%: 2 occurrences (0.4%) -15.8% -14.5% to -11.7%: 10 occurrences (2.0%) -11.7% to -8.9%: 19 occurrences (3.7%) -8.9% to -6.1%: 42 occurrences (8.3%) -7.5% -6.1% to -3.3%: 64 occurrences (12.6%) -3.3% to -0.5%: 85 occurrences (16.8%) -0.5% to +2.3%: 81 occurrences (16.0%) 0.9% +2.3% to +5.1%: 68 occurrences (13.4%) +5.1% to +7.9%: 40 occurrences (7.9%) +7.9% to +10.7%: 32 occurrences (6.3%) 9.3% +10.7% to +13.4%: 24 occurrences (4.7%) +13.4% to +16.2%: 15 occurrences (3.0%) +16.2% to +19.0%: 9 occurrences (1.8%) 17.6% +19.0% to +21.8%: 6 occurrences (1.2%) +21.8% to +24.6%: 6 occurrences (1.2%) +24.6% to +27.4%: 4 occurrences (0.8%) 26.0%
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) 52.1% 27.0% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.8% Adjusts normal bell curve for real-world skewness (0.67) and kurtosis (14.16).
Standard Normal (Black-Scholes / GBM) 57.6% 28.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.3% 34.4% Filters for historical windows that started with volatility similar to current 20-day HV (96 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.0%
  • Recent 20-Day HV: 60.1%
  • Parkinson Intraday Volatility: 26.1%
  • Vol Trend: Expanded (+62% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +11.9%
  • Bottom 10% Move (10th percentile): -7.8%
  • Max Historical Gain (14d): +27.4%
  • Max Historical Loss (14d): -17.2%