Finance

MNST Move Probability $46.63 -0.43 (-0.9%)

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)
45.3%
Stock touched +5.0% ($48.96) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
23.4%
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%)
±5.8%
$43.91 — $49.35

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%.

-14.6% to -12.6%: 2 occurrences (0.4%) -13.6% -12.6% to -10.6%: 0 occurrences (0.0%) -10.6% to -8.6%: 10 occurrences (2.0%) -8.6% to -6.6%: 17 occurrences (3.3%) -7.6% -6.6% to -4.6%: 41 occurrences (8.1%) -4.6% to -2.6%: 37 occurrences (7.3%) -2.6% to -0.6%: 66 occurrences (13.0%) -1.6% -0.6% to +1.4%: 61 occurrences (12.0%) +1.4% to +3.4%: 81 occurrences (15.9%) +3.4% to +5.4%: 84 occurrences (16.5%) 4.4% +5.4% to +7.4%: 47 occurrences (9.3%) +7.4% to +9.4%: 27 occurrences (5.3%) +9.4% to +11.4%: 11 occurrences (2.2%) 10.4% +11.4% to +13.4%: 14 occurrences (2.8%) +13.4% to +15.4%: 5 occurrences (1.0%) +15.4% to +17.4%: 5 occurrences (1.0%) 16.4%
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) 45.3% 23.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.9% Adjusts normal bell curve for real-world skewness (0.77) and kurtosis (9.25).
Standard Normal (Black-Scholes / GBM) 40.4% 20.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.8% 24.2% Filters for historical windows that started with volatility similar to current 20-day HV (421 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 24.8%
  • Recent 20-Day HV: 24.8%
  • Parkinson Intraday Volatility: 19.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +8.1%
  • Bottom 10% Move (10th percentile): -5.4%
  • Max Historical Gain (14d): +17.4%
  • Max Historical Loss (14d): -14.6%