Where could a stock trade a year from now? Quantora estimates daily drift and volatility from roughly three years of returns, then runs 500 Geometric Brownian Motion simulations forward from today's price to build a distribution of outcomes — a median path, a 90% cone, the ending percentiles, and the odds of finishing above where it trades now (or above a target you set). No login, free.
Method: we take daily log returns over roughly the last three years, then use their mean as the daily drift (mu) and their standard deviation as the daily volatility (sigma). From today's price S0, 500 Geometric Brownian Motion paths each step forward as S_t = S_(t−1) × exp((mu − ½sigma²) + sigma × Z), with Z a standard-normal draw (Box–Muller) and a fixed random seed so the results are reproducible. Percentiles and probabilities are read off the 500 simulated ending prices. GBM assumes constant drift and volatility and lognormal returns — real markets have fat tails, regime shifts, and drift is very hard to estimate, so treat this as a rough distribution of possibilities, NOT a forecast. Annualized figures scale drift by 252 and volatility by √252. Educational only - not investment advice.