Finance

ACHR Move Probability $3.86 -0.11 (-2.8%)

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)
74.6%
Stock touched +5.0% ($4.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
39.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.5%
$3.07 — $4.65

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 -27.3%: 12 occurrences (2.4%) -33.0% -27.3% to -15.7%: 64 occurrences (12.6%) -15.7% to -4.2%: 144 occurrences (28.3%) -4.2% to +7.3%: 117 occurrences (23.0%) 1.5% +7.3% to +18.8%: 83 occurrences (16.3%) +18.8% to +30.3%: 40 occurrences (7.9%) +30.3% to +41.8%: 24 occurrences (4.7%) 36.1% +41.8% to +53.4%: 8 occurrences (1.6%) +53.4% to +64.9%: 7 occurrences (1.4%) +64.9% to +76.4%: 0 occurrences (0.0%) 70.6% +76.4% to +87.9%: 4 occurrences (0.8%) +87.9% to +99.4%: 0 occurrences (0.0%) +99.4% to +110.9%: 1 occurrences (0.2%) 105.2% +110.9% to +122.5%: 0 occurrences (0.0%) +122.5% to +134.0%: 3 occurrences (0.6%) +134.0% to +145.5%: 1 occurrences (0.2%) 139.7%
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) 74.6% 39.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.4% Adjusts normal bell curve for real-world skewness (0.31) and kurtosis (2.18).
Standard Normal (Black-Scholes / GBM) 81.2% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.3% 39.7% Filters for historical windows that started with volatility similar to current 20-day HV (224 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.1%
  • Recent 20-Day HV: 57.4%
  • Parkinson Intraday Volatility: 74.4%
  • Vol Trend: Compressed (-34% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +28.5%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +145.5%
  • Max Historical Loss (14d): -38.8%