Finance

VERI Move Probability $0.57 -0.01 (-2.5%)

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)
71.9%
Stock touched +5.0% ($0.60) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
30.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.34x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.6%
$0.42 — $0.73

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%.

-60.1% to -48.7%: 8 occurrences (1.6%) -54.4% -48.7% to -37.4%: 12 occurrences (2.4%) -37.4% to -26.0%: 47 occurrences (9.3%) -26.0% to -14.6%: 117 occurrences (23.0%) -20.3% -14.6% to -3.3%: 116 occurrences (22.8%) -3.3% to +8.1%: 66 occurrences (13.0%) +8.1% to +19.5%: 34 occurrences (6.7%) 13.8% +19.5% to +30.9%: 46 occurrences (9.1%) +30.9% to +42.2%: 26 occurrences (5.1%) +42.2% to +53.6%: 12 occurrences (2.4%) 47.9% +53.6% to +65.0%: 12 occurrences (2.4%) +65.0% to +76.3%: 4 occurrences (0.8%) +76.3% to +87.7%: 1 occurrences (0.2%) 82.0% +87.7% to +99.1%: 2 occurrences (0.4%) +99.1% to +110.5%: 3 occurrences (0.6%) +110.5% to +121.8%: 2 occurrences (0.4%) 116.1%
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) 71.9% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.3% Adjusts normal bell curve for real-world skewness (0.12) and kurtosis (8.33).
Standard Normal (Black-Scholes / GBM) 86.0% 43.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.6% 49.3% Filters for historical windows that started with volatility similar to current 20-day HV (146 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 117.0%
  • Recent 20-Day HV: 190.5%
  • Parkinson Intraday Volatility: 88.1%
  • Vol Trend: Expanded (+63% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.9%
  • Top 10% Move (90th percentile): +34.7%
  • Bottom 10% Move (10th percentile): -28.7%
  • Max Historical Gain (14d): +121.8%
  • Max Historical Loss (14d): -60.1%