Finance

PRTH Move Probability $7.83 +0.00 (+0.1%)

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)
65.6%
Stock touched +5.0% ($8.22) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.9%
$6.51 — $9.15

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-40.7% to -34.4%: 3 occurrences (0.6%) -37.5% -34.4% to -28.0%: 8 occurrences (1.6%) -28.0% to -21.6%: 16 occurrences (3.1%) -21.6% to -15.3%: 34 occurrences (6.7%) -18.5% -15.3% to -8.9%: 62 occurrences (12.2%) -8.9% to -2.5%: 96 occurrences (18.9%) -2.5% to +3.8%: 87 occurrences (17.1%) 0.6% +3.8% to +10.2%: 80 occurrences (15.7%) +10.2% to +16.6%: 55 occurrences (10.8%) +16.6% to +22.9%: 21 occurrences (4.1%) 19.7% +22.9% to +29.3%: 19 occurrences (3.7%) +29.3% to +35.7%: 9 occurrences (1.8%) +35.7% to +42.0%: 2 occurrences (0.4%) 38.8% +42.0% to +48.4%: 7 occurrences (1.4%) +48.4% to +54.7%: 4 occurrences (0.8%) +54.7% to +61.1%: 6 occurrences (1.2%) 57.9%
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) 65.6% 35.8% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.4% Adjusts normal bell curve for real-world skewness (-0.53) and kurtosis (14.22).
Standard Normal (Black-Scholes / GBM) 77.3% 38.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 71.8%
  • Recent 20-Day HV: 2.1%
  • Parkinson Intraday Volatility: 49.9%
  • Vol Trend: Compressed (-97% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +21.4%
  • Bottom 10% Move (10th percentile): -16.4%
  • Max Historical Gain (14d): +61.1%
  • Max Historical Loss (14d): -40.7%