Hoadley Trading & Investment Tools:  Stock Price Probability Calculator
Current stock price:  - -
Upper boundary price:   Lower boundary:
Calendar days: Volatility: (>1%) % pa
Expected return on stock: Help % pa Dividend yield:   % pa
Hours/trading day: Trading days/year:
Probability functions  are available in the Finance Add-in for Excel

Probability AnalysisAt period endAt any time during the period
MeasureAt end of day 100Assuming continuous monitoring of pricesPrices monitored hourly each trading dayPrices monitored once per trading dayPrices monitored once per week
Probability of price being above upper boundary price28.66%55.83%54.03%51.31%46.15%
Probability of price being below lower boundary price23.74%48.76%47.01%44.39%39.47%
Probability of price touching either boundary price-93.83%92.12%89.11%82.16%
Probability of price touching neither boundary price-6.17%7.88%10.89%17.84%
Probability of price touching both boundary prices-10.75%8.93%6.59%3.45%
Probability of price being between boundary prices47.60%100.00%---
Median price at end of period50.34----
Mean price at end of period50.97----
Standard deviation of mean price 8.05----
Geometric growth pa (mean)2.50%----
Standard deviation of growth57.3%----

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