Finance

ACMR Move Probability $54.64 -0.27 (-0.5%)

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)
81.1%
Stock touched +5.0% ($57.37) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
51.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.59x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.0%
$44.24 — $65.04

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%.

-38.4% to -32.1%: 6 occurrences (1.2%) -35.3% -32.1% to -25.7%: 22 occurrences (4.3%) -25.7% to -19.3%: 29 occurrences (5.7%) -19.3% to -12.9%: 44 occurrences (8.7%) -16.1% -12.9% to -6.5%: 42 occurrences (8.3%) -6.5% to -0.2%: 45 occurrences (8.9%) -0.2% to +6.2%: 73 occurrences (14.4%) 3.0% +6.2% to +12.6%: 73 occurrences (14.4%) +12.6% to +19.0%: 62 occurrences (12.2%) +19.0% to +25.4%: 36 occurrences (7.1%) 22.2% +25.4% to +31.7%: 34 occurrences (6.7%) +31.7% to +38.1%: 18 occurrences (3.5%) +38.1% to +44.5%: 12 occurrences (2.4%) 41.3% +44.5% to +50.9%: 7 occurrences (1.4%) +50.9% to +57.3%: 3 occurrences (0.6%) +57.3% to +63.6%: 2 occurrences (0.4%) 60.4%
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) 81.1% 51.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.9% Adjusts normal bell curve for real-world skewness (-0.0) and kurtosis (2.53).
Standard Normal (Black-Scholes / GBM) 79.8% 39.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.9% 57.3% Filters for historical windows that started with volatility similar to current 20-day HV (321 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.7%
  • Recent 20-Day HV: 68.2%
  • Parkinson Intraday Volatility: 56.4%
  • Vol Trend: Compressed (-16% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.4%
  • Top 10% Move (90th percentile): +29.2%
  • Bottom 10% Move (10th percentile): -20.5%
  • Max Historical Gain (14d): +63.6%
  • Max Historical Loss (14d): -38.4%