Finance

MNOV Move Probability $1.41 +0.04 (+2.9%)

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)
43.1%
Stock touched +5.0% ($1.48) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
24.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.4%
$1.17 — $1.65

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%.

-53.6% to -41.4%: 7 occurrences (1.4%) -47.5% -41.4% to -29.2%: 2 occurrences (0.4%) -29.2% to -17.0%: 19 occurrences (3.7%) -17.0% to -4.8%: 157 occurrences (30.9%) -10.9% -4.8% to +7.4%: 222 occurrences (43.7%) +7.4% to +19.6%: 50 occurrences (9.8%) +19.6% to +31.8%: 35 occurrences (6.9%) 25.7% +31.8% to +44.1%: 7 occurrences (1.4%) +44.1% to +56.3%: 0 occurrences (0.0%) +56.3% to +68.5%: 4 occurrences (0.8%) 62.4% +68.5% to +80.7%: 0 occurrences (0.0%) +80.7% to +92.9%: 0 occurrences (0.0%) +92.9% to +105.1%: 2 occurrences (0.4%) 99.0% +105.1% to +117.3%: 0 occurrences (0.0%) +117.3% to +129.5%: 1 occurrences (0.2%) +129.5% to +141.8%: 2 occurrences (0.4%) 135.6%
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) 43.1% 24.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.8% Adjusts normal bell curve for real-world skewness (2.79) and kurtosis (25.61).
Standard Normal (Black-Scholes / GBM) 77.9% 38.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.5% 15.5% Filters for historical windows that started with volatility similar to current 20-day HV (103 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 73.7%
  • Recent 20-Day HV: 97.7%
  • Parkinson Intraday Volatility: 37.6%
  • Vol Trend: Expanded (+33% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.5%
  • Top 10% Move (90th percentile): +19.0%
  • Bottom 10% Move (10th percentile): -13.3%
  • Max Historical Gain (14d): +141.8%
  • Max Historical Loss (14d): -53.6%