Hoadley Trading & Investment Tools:  Stock Price Distribution Analysis
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Stock price (base case) at day 400
Stock PriceProbability of being belowProbability of being above
42.300.0130.987
51.730.0570.943
61.150.1470.853
70.580.2770.723
80.000.4240.576
94.140.6280.372
108.270.7800.220
122.410.8770.123
136.550.9350.065
150.680.9660.034
164.820.9830.017
178.960.9910.009
Median:
84.970.5000.500
Lognormal Stock Price Distribution
Stock Price:
Base
Case		 Comparison Case
Volatility: % %
Days:
Expected return:  Help % %


Show comparison case:
Analysis Base Case Comparison Case
Median stock price at end of period 84.97 81.77
Mean stock price at end of period  89.27 89.27
Standard deviation of mean stock price 28.74 39.08
Geometric annual return (mean) 5.50% 2.00%
Standard deviation of geometric return 28.7% 38.2%
The Excel add-in  will plot skewed & fat-tailed distributions
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