Finance

VEON Move Probability $82.02 +2.28 (+2.9%)

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)
67.9%
Stock touched +5.0% ($86.12) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
41.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.65x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.6%
$72.50 — $91.54

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%.

-27.3% to -23.4%: 6 occurrences (1.2%) -25.4% -23.4% to -19.4%: 1 occurrences (0.2%) -19.4% to -15.4%: 9 occurrences (1.8%) -15.4% to -11.5%: 21 occurrences (4.1%) -13.4% -11.5% to -7.5%: 40 occurrences (7.9%) -7.5% to -3.5%: 45 occurrences (8.9%) -3.5% to +0.5%: 84 occurrences (16.5%) -1.5% +0.5% to +4.4%: 80 occurrences (15.7%) +4.4% to +8.4%: 69 occurrences (13.6%) +8.4% to +12.4%: 59 occurrences (11.6%) 10.4% +12.4% to +16.3%: 48 occurrences (9.4%) +16.3% to +20.3%: 23 occurrences (4.5%) +20.3% to +24.3%: 11 occurrences (2.2%) 22.3% +24.3% to +28.2%: 9 occurrences (1.8%) +28.2% to +32.2%: 2 occurrences (0.4%) +32.2% to +36.2%: 1 occurrences (0.2%) 34.2%
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) 67.9% 41.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.9% Adjusts normal bell curve for real-world skewness (-0.49) and kurtosis (7.47).
Standard Normal (Black-Scholes / GBM) 67.4% 33.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.6% 42.8% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.3%
  • Recent 20-Day HV: 43.4%
  • Parkinson Intraday Volatility: 30.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.1%
  • Top 10% Move (90th percentile): +15.6%
  • Bottom 10% Move (10th percentile): -9.5%
  • Max Historical Gain (14d): +36.2%
  • Max Historical Loss (14d): -27.3%