Finance

ABCL Move Probability $12.24 +0.54 (+4.6%)

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)
79.9%
Stock touched +5.0% ($12.85) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.71x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.5%
$9.98 — $14.50

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%.

-38.8% to -29.1%: 17 occurrences (3.3%) -33.9% -29.1% to -19.3%: 37 occurrences (7.3%) -19.3% to -9.5%: 50 occurrences (9.8%) -9.5% to +0.2%: 108 occurrences (21.3%) -4.7% +0.2% to +10.0%: 102 occurrences (20.1%) +10.0% to +19.7%: 89 occurrences (17.5%) +19.7% to +29.5%: 47 occurrences (9.3%) 24.6% +29.5% to +39.2%: 20 occurrences (3.9%) +39.2% to +49.0%: 8 occurrences (1.6%) +49.0% to +58.7%: 11 occurrences (2.2%) 53.9% +58.7% to +68.5%: 5 occurrences (1.0%) +68.5% to +78.3%: 3 occurrences (0.6%) +78.3% to +88.0%: 3 occurrences (0.6%) 83.1% +88.0% to +97.8%: 1 occurrences (0.2%) +97.8% to +107.5%: 3 occurrences (0.6%) +107.5% to +117.3%: 4 occurrences (0.8%) 112.4%
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) 79.9% 46.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.4% Adjusts normal bell curve for real-world skewness (0.73) and kurtosis (3.09).
Standard Normal (Black-Scholes / GBM) 79.2% 39.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.7% 44.0% Filters for historical windows that started with volatility similar to current 20-day HV (352 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.4%
  • Recent 20-Day HV: 66.4%
  • Parkinson Intraday Volatility: 67.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.6%
  • Top 10% Move (90th percentile): +31.5%
  • Bottom 10% Move (10th percentile): -19.5%
  • Max Historical Gain (14d): +117.3%
  • Max Historical Loss (14d): -38.8%