Finance

ABAT Move Probability $1.45 -0.01 (-0.7%)

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)
74.4%
Stock touched +5.0% ($1.52) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.0%
$1.03 — $1.87

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%.

-62.7% to -41.5%: 6 occurrences (1.2%) -52.1% -41.5% to -20.2%: 72 occurrences (14.2%) -20.2% to +1.0%: 210 occurrences (41.3%) +1.0% to +22.3%: 129 occurrences (25.4%) 11.6% +22.3% to +43.5%: 44 occurrences (8.7%) +43.5% to +64.8%: 14 occurrences (2.8%) +64.8% to +86.0%: 9 occurrences (1.8%) 75.4% +86.0% to +107.3%: 5 occurrences (1.0%) +107.3% to +128.5%: 8 occurrences (1.6%) +128.5% to +149.8%: 3 occurrences (0.6%) 139.1% +149.8% to +171.0%: 3 occurrences (0.6%) +171.0% to +192.3%: 2 occurrences (0.4%) +192.3% to +213.5%: 1 occurrences (0.2%) 202.9% +213.5% to +234.8%: 0 occurrences (0.0%) +234.8% to +256.0%: 1 occurrences (0.2%) +256.0% to +277.3%: 1 occurrences (0.2%) 266.6%
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) 74.4% 38.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.3% Adjusts normal bell curve for real-world skewness (1.08) and kurtosis (11.02).
Standard Normal (Black-Scholes / GBM) 86.7% 43.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.6% 59.4% Filters for historical windows that started with volatility similar to current 20-day HV (64 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 123.2%
  • Recent 20-Day HV: 47.0%
  • Parkinson Intraday Volatility: 99.4%
  • Vol Trend: Compressed (-62% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +38.0%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +277.3%
  • Max Historical Loss (14d): -62.7%