Finance

ADMA Move Probability $11.01 -0.23 (-2.1%)

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)
59.8%
Stock touched +5.0% ($11.56) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.14x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.3%
$9.54 — $12.47

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%.

-46.2% to -40.5%: 6 occurrences (1.2%) -43.3% -40.5% to -34.8%: 3 occurrences (0.6%) -34.8% to -29.1%: 4 occurrences (0.8%) -29.1% to -23.4%: 5 occurrences (1.0%) -26.3% -23.4% to -17.8%: 18 occurrences (3.5%) -17.8% to -12.1%: 39 occurrences (7.7%) -12.1% to -6.4%: 85 occurrences (16.7%) -9.2% -6.4% to -0.7%: 117 occurrences (23.0%) -0.7% to +5.0%: 89 occurrences (17.5%) +5.0% to +10.7%: 50 occurrences (9.8%) 7.8% +10.7% to +16.4%: 41 occurrences (8.1%) +16.4% to +22.0%: 26 occurrences (5.1%) +22.0% to +27.7%: 12 occurrences (2.4%) 24.9% +27.7% to +33.4%: 6 occurrences (1.2%) +33.4% to +39.1%: 5 occurrences (1.0%) +39.1% to +44.8%: 2 occurrences (0.4%) 41.9%
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) 59.8% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.2% Adjusts normal bell curve for real-world skewness (-0.65) and kurtosis (6.06).
Standard Normal (Black-Scholes / GBM) 71.3% 35.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.4% 24.6% Filters for historical windows that started with volatility similar to current 20-day HV (317 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.3%
  • Recent 20-Day HV: 40.2%
  • Parkinson Intraday Volatility: 49.3%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.8%
  • Top 10% Move (90th percentile): +16.0%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +44.8%
  • Max Historical Loss (14d): -46.2%