Finance

PAHC Move Probability $39.25 +0.40 (+1.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.0%
Stock touched +5.0% ($41.21) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
40.2%
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%)
±12.2%
$34.45 — $44.05

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%.

-43.9% to -38.4%: 4 occurrences (0.8%) -41.2% -38.4% to -32.9%: 6 occurrences (1.2%) -32.9% to -27.4%: 3 occurrences (0.6%) -27.4% to -21.9%: 8 occurrences (1.6%) -24.7% -21.9% to -16.4%: 8 occurrences (1.6%) -16.4% to -10.9%: 14 occurrences (2.8%) -10.9% to -5.4%: 74 occurrences (14.6%) -8.2% -5.4% to +0.1%: 107 occurrences (21.1%) +0.1% to +5.6%: 87 occurrences (17.1%) +5.6% to +11.1%: 95 occurrences (18.7%) 8.3% +11.1% to +16.5%: 40 occurrences (7.9%) +16.5% to +22.0%: 15 occurrences (3.0%) +22.0% to +27.5%: 19 occurrences (3.7%) 24.8% +27.5% to +33.0%: 23 occurrences (4.5%) +33.0% to +38.5%: 3 occurrences (0.6%) +38.5% to +44.0%: 2 occurrences (0.4%) 41.3%
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) 65.0% 40.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.7% Adjusts normal bell curve for real-world skewness (-0.65) and kurtosis (18.09).
Standard Normal (Black-Scholes / GBM) 69.0% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.0% 49.8% Filters for historical windows that started with volatility similar to current 20-day HV (217 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.9%
  • Recent 20-Day HV: 29.3%
  • Parkinson Intraday Volatility: 33.1%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.8%
  • Top 10% Move (90th percentile): +19.9%
  • Bottom 10% Move (10th percentile): -10.0%
  • Max Historical Gain (14d): +44.0%
  • Max Historical Loss (14d): -43.9%