Finance

WHR Move Probability $26.54 -1.52 (-5.4%)

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)
55.5%
Stock touched +5.0% ($27.87) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
25.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.2%
$23.57 — $29.51

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%.

-34.5% to -30.7%: 8 occurrences (1.6%) -32.6% -30.7% to -26.9%: 4 occurrences (0.8%) -26.9% to -23.1%: 9 occurrences (1.8%) -23.1% to -19.3%: 23 occurrences (4.5%) -21.2% -19.3% to -15.5%: 21 occurrences (4.1%) -15.5% to -11.6%: 37 occurrences (7.3%) -11.6% to -7.8%: 67 occurrences (13.2%) -9.7% -7.8% to -4.0%: 58 occurrences (11.4%) -4.0% to -0.2%: 64 occurrences (12.6%) -0.2% to +3.6%: 71 occurrences (14.0%) 1.7% +3.6% to +7.4%: 44 occurrences (8.7%) +7.4% to +11.3%: 34 occurrences (6.7%) +11.3% to +15.1%: 27 occurrences (5.3%) 13.2% +15.1% to +18.9%: 24 occurrences (4.7%) +18.9% to +22.7%: 11 occurrences (2.2%) +22.7% to +26.5%: 6 occurrences (1.2%) 24.6%
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) 55.5% 25.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.4% Adjusts normal bell curve for real-world skewness (-0.62) and kurtosis (5.27).
Standard Normal (Black-Scholes / GBM) 66.3% 33.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.3% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (358 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 47.4%
  • Recent 20-Day HV: 43.8%
  • Parkinson Intraday Volatility: 35.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +13.3%
  • Bottom 10% Move (10th percentile): -18.1%
  • Max Historical Gain (14d): +26.5%
  • Max Historical Loss (14d): -34.5%