Finance

UHAL Move Probability $56.00 -0.39 (-0.7%)

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)
37.0%
Stock touched +5.0% ($58.80) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
20.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.2%
$51.95 — $60.05

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%.

-18.6% to -15.8%: 2 occurrences (0.4%) -17.2% -15.8% to -13.0%: 8 occurrences (1.6%) -13.0% to -10.2%: 21 occurrences (4.1%) -10.2% to -7.4%: 46 occurrences (9.1%) -8.8% -7.4% to -4.6%: 74 occurrences (14.6%) -4.6% to -1.8%: 90 occurrences (17.7%) -1.8% to +1.0%: 85 occurrences (16.7%) -0.4% +1.0% to +3.8%: 55 occurrences (10.8%) +3.8% to +6.6%: 45 occurrences (8.9%) +6.6% to +9.4%: 35 occurrences (6.9%) 8.0% +9.4% to +12.2%: 17 occurrences (3.3%) +12.2% to +15.0%: 11 occurrences (2.2%) +15.0% to +17.8%: 10 occurrences (2.0%) 16.4% +17.8% to +20.6%: 2 occurrences (0.4%) +20.6% to +23.4%: 6 occurrences (1.2%) +23.4% to +26.2%: 1 occurrences (0.2%) 24.8%
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) 37.0% 20.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.3% Adjusts normal bell curve for real-world skewness (-0.39) and kurtosis (13.89).
Standard Normal (Black-Scholes / GBM) 50.0% 25.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 30.3% 14.9% Filters for historical windows that started with volatility similar to current 20-day HV (356 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 30.7%
  • Recent 20-Day HV: 23.1%
  • Parkinson Intraday Volatility: 18.9%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +8.9%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (14d): +26.2%
  • Max Historical Loss (14d): -18.6%