Finance

JBS Move Probability $12.48 -0.22 (-1.8%)

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)
46.5%
Stock touched +5.0% ($13.10) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.9%
$11.49 — $13.47

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 327 historical windows (2025-06-13 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-17.5% to -14.6%: 19 occurrences (5.8%) -16.1% -14.6% to -11.7%: 18 occurrences (5.5%) -11.7% to -8.8%: 20 occurrences (6.1%) -8.8% to -6.0%: 31 occurrences (9.5%) -7.4% -6.0% to -3.1%: 34 occurrences (10.4%) -3.1% to -0.2%: 33 occurrences (10.1%) -0.2% to +2.7%: 44 occurrences (13.5%) 1.3% +2.7% to +5.6%: 43 occurrences (13.1%) +5.6% to +8.5%: 24 occurrences (7.3%) +8.5% to +11.4%: 14 occurrences (4.3%) 9.9% +11.4% to +14.3%: 23 occurrences (7.0%) +14.3% to +17.2%: 10 occurrences (3.1%) +17.2% to +20.0%: 9 occurrences (2.8%) 18.6% +20.0% to +22.9%: 4 occurrences (1.2%) +22.9% to +25.8%: 0 occurrences (0.0%) +25.8% to +28.7%: 1 occurrences (0.3%) 27.3%
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) 46.5% 28.7% Model-free reality across 327 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.6% Adjusts normal bell curve for real-world skewness (0.31) and kurtosis (1.66).
Standard Normal (Black-Scholes / GBM) 53.8% 26.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.6% 22.7% Filters for historical windows that started with volatility similar to current 20-day HV (220 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 33.6%
  • Recent 20-Day HV: 40.4%
  • Parkinson Intraday Volatility: 28.0%
  • Vol Trend: Expanded (+20% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +12.8%
  • Bottom 10% Move (10th percentile): -12.0%
  • Max Historical Gain (14d): +28.7%
  • Max Historical Loss (14d): -17.5%