Finance

RANI Move Probability $0.61 -0.05 (-7.1%)

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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Touch Probability (First Passage)
64.6%
Stock touched +5.0% ($0.64) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
25.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.56x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±33.0%
$0.41 — $0.81

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%.

-58.1% to -26.0%: 41 occurrences (8.1%) -42.0% -26.0% to +6.0%: 344 occurrences (67.7%) +6.0% to +38.1%: 108 occurrences (21.3%) +38.1% to +70.2%: 1 occurrences (0.2%) 54.1% +70.2% to +102.2%: 0 occurrences (0.0%) +102.2% to +134.3%: 0 occurrences (0.0%) +134.3% to +166.4%: 0 occurrences (0.0%) 150.3% +166.4% to +198.4%: 0 occurrences (0.0%) +198.4% to +230.5%: 1 occurrences (0.2%) +230.5% to +262.5%: 3 occurrences (0.6%) 246.5% +262.5% to +294.6%: 2 occurrences (0.4%) +294.6% to +326.7%: 1 occurrences (0.2%) +326.7% to +358.7%: 2 occurrences (0.4%) 342.7% +358.7% to +390.8%: 2 occurrences (0.4%) +390.8% to +422.9%: 1 occurrences (0.2%) +422.9% to +454.9%: 2 occurrences (0.4%) 438.9%
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) 64.6% 25.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.0% Adjusts normal bell curve for real-world skewness (5.49) and kurtosis (79.0).
Standard Normal (Black-Scholes / GBM) 88.2% 44.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.8% 24.8% Filters for historical windows that started with volatility similar to current 20-day HV (250 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 140.0%
  • Recent 20-Day HV: 60.0%
  • Parkinson Intraday Volatility: 90.5%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.9%
  • Top 10% Move (90th percentile): +18.1%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +454.9%
  • Max Historical Loss (14d): -58.1%