Finance

ADNT Move Probability $17.12 -0.47 (-2.7%)

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)
61.6%
Stock touched +5.0% ($17.98) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
25.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.41x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.7%
$15.11 — $19.13

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%.

-27.7% to -24.1%: 4 occurrences (0.8%) -25.9% -24.1% to -20.5%: 6 occurrences (1.2%) -20.5% to -16.9%: 22 occurrences (4.3%) -16.9% to -13.2%: 23 occurrences (4.5%) -15.1% -13.2% to -9.6%: 35 occurrences (6.9%) -9.6% to -6.0%: 51 occurrences (10.0%) -6.0% to -2.4%: 71 occurrences (14.0%) -4.2% -2.4% to +1.3%: 91 occurrences (17.9%) +1.3% to +4.9%: 74 occurrences (14.6%) +4.9% to +8.5%: 40 occurrences (7.9%) 6.7% +8.5% to +12.1%: 16 occurrences (3.1%) +12.1% to +15.8%: 19 occurrences (3.7%) +15.8% to +19.4%: 19 occurrences (3.7%) 17.6% +19.4% to +23.0%: 19 occurrences (3.7%) +23.0% to +26.6%: 14 occurrences (2.8%) +26.6% to +30.2%: 4 occurrences (0.8%) 28.4%
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) 61.6% 25.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.2% Adjusts normal bell curve for real-world skewness (-0.15) and kurtosis (3.72).
Standard Normal (Black-Scholes / GBM) 67.8% 33.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.1% 21.1% Filters for historical windows that started with volatility similar to current 20-day HV (350 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.8%
  • Recent 20-Day HV: 40.5%
  • Parkinson Intraday Volatility: 37.0%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +16.4%
  • Bottom 10% Move (10th percentile): -13.9%
  • Max Historical Gain (14d): +30.2%
  • Max Historical Loss (14d): -27.7%