The following graph plots the year-to-date performance of the stock for 2011 compared to the probability calculated by a random walk model.
Initial Value*: $9.9
Hist. Volatility: 2.12%
Annual Drift: 7%
Final Value*: $8.2
Percentile: 31%
The high to date and low to date prices of the stock plotted against a random walk model for 2011 (what's this?).
© 2005, 2016, The Research Foundation of State University of New York, http://www.textbiz.org