Finance

PRHI Move Probability $8.26 +0.42 (+5.4%)

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)
57.2%
Stock touched +5.0% ($8.67) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.72x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.0%
$6.19 — $10.33

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-50.9% to -37.8%: 5 occurrences (1.0%) -44.4% -37.8% to -24.8%: 23 occurrences (4.5%) -24.8% to -11.7%: 78 occurrences (15.4%) -11.7% to +1.3%: 181 occurrences (35.7%) -5.2% +1.3% to +14.4%: 116 occurrences (22.9%) +14.4% to +27.4%: 68 occurrences (13.4%) +27.4% to +40.5%: 12 occurrences (2.4%) 33.9% +40.5% to +53.5%: 5 occurrences (1.0%) +53.5% to +66.6%: 9 occurrences (1.8%) +66.6% to +79.6%: 6 occurrences (1.2%) 73.1% +79.6% to +92.7%: 0 occurrences (0.0%) +92.7% to +105.7%: 0 occurrences (0.0%) +105.7% to +118.8%: 1 occurrences (0.2%) 112.2% +118.8% to +131.8%: 2 occurrences (0.4%) +131.8% to +144.9%: 0 occurrences (0.0%) +144.9% to +157.9%: 1 occurrences (0.2%) 151.4%
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) 57.2% 33.3% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.9% Adjusts normal bell curve for real-world skewness (1.63) and kurtosis (13.49).
Standard Normal (Black-Scholes / GBM) 84.5% 42.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.4% 23.2% Filters for historical windows that started with volatility similar to current 20-day HV (177 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 106.1%
  • Recent 20-Day HV: 61.2%
  • Parkinson Intraday Volatility: 52.6%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +21.0%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +157.9%
  • Max Historical Loss (14d): -50.9%