Finance

MNPR Move Probability $72.21 -1.72 (-2.3%)

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)
74.0%
Stock touched +5.0% ($75.82) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.60x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±37.9%
$44.83 — $99.59

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%.

-41.3% to -2.5%: 202 occurrences (39.8%) -21.9% -2.5% to +36.3%: 224 occurrences (44.1%) +36.3% to +75.1%: 51 occurrences (10.0%) +75.1% to +113.8%: 17 occurrences (3.3%) 94.5% +113.8% to +152.6%: 0 occurrences (0.0%) +152.6% to +191.4%: 7 occurrences (1.4%) +191.4% to +230.2%: 5 occurrences (1.0%) 210.8% +230.2% to +269.0%: 1 occurrences (0.2%) +269.0% to +307.7%: 0 occurrences (0.0%) +307.7% to +346.5%: 0 occurrences (0.0%) 327.1% +346.5% to +385.3%: 0 occurrences (0.0%) +385.3% to +424.1%: 0 occurrences (0.0%) +424.1% to +462.9%: 0 occurrences (0.0%) 443.5% +462.9% to +501.6%: 0 occurrences (0.0%) +501.6% to +540.4%: 0 occurrences (0.0%) +540.4% to +579.2%: 1 occurrences (0.2%) 559.8%
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) 74.0% 46.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (8.55) and kurtosis (155.16).
Standard Normal (Black-Scholes / GBM) 89.8% 44.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.2% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (162 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 160.9%
  • Recent 20-Day HV: 51.4%
  • Parkinson Intraday Volatility: 100.4%
  • Vol Trend: Compressed (-68% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.1%
  • Top 10% Move (90th percentile): +54.6%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +579.2%
  • Max Historical Loss (14d): -41.3%