Finance

RHI Move Probability $46.09 +8.41 (+22.3%)

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)
47.5%
Stock touched +5.0% ($48.39) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
23.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.7%
$40.70 — $51.48

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-29.9% to -25.7%: 2 occurrences (0.4%) -27.8% -25.7% to -21.5%: 4 occurrences (0.8%) -21.5% to -17.3%: 13 occurrences (2.5%) -17.3% to -13.1%: 33 occurrences (6.5%) -15.2% -13.1% to -8.9%: 48 occurrences (9.4%) -8.9% to -4.7%: 80 occurrences (15.7%) -4.7% to -0.6%: 94 occurrences (18.4%) -2.7% -0.6% to +3.6%: 94 occurrences (18.4%) +3.6% to +7.8%: 60 occurrences (11.8%) +7.8% to +12.0%: 33 occurrences (6.5%) 9.9% +12.0% to +16.2%: 21 occurrences (4.1%) +16.2% to +20.4%: 11 occurrences (2.2%) +20.4% to +24.6%: 10 occurrences (2.0%) 22.5% +24.6% to +28.8%: 2 occurrences (0.4%) +28.8% to +32.9%: 2 occurrences (0.4%) +32.9% to +37.1%: 3 occurrences (0.6%) 35.0%
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) 47.5% 23.1% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.9% Adjusts normal bell curve for real-world skewness (1.68) and kurtosis (11.05).
Standard Normal (Black-Scholes / GBM) 67.7% 33.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.7% 42.2% Filters for historical windows that started with volatility similar to current 20-day HV (109 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.7%
  • Recent 20-Day HV: 85.0%
  • Parkinson Intraday Volatility: 36.1%
  • Vol Trend: Expanded (+71% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +11.4%
  • Bottom 10% Move (10th percentile): -13.3%
  • Max Historical Gain (14d): +37.1%
  • Max Historical Loss (14d): -29.9%