Finance

AEVA Move Probability $10.63 +0.37 (+3.6%)

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)
83.7%
Stock touched +5.0% ($11.16) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
45.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.9%
$7.88 — $13.38

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%.

-61.5% to -46.6%: 5 occurrences (1.0%) -54.0% -46.6% to -31.7%: 43 occurrences (8.5%) -31.7% to -16.8%: 63 occurrences (12.4%) -16.8% to -1.9%: 115 occurrences (22.6%) -9.3% -1.9% to +13.0%: 104 occurrences (20.5%) +13.0% to +27.9%: 70 occurrences (13.8%) +27.9% to +42.8%: 37 occurrences (7.3%) 35.4% +42.8% to +57.7%: 25 occurrences (4.9%) +57.7% to +72.7%: 13 occurrences (2.6%) +72.7% to +87.6%: 11 occurrences (2.2%) 80.1% +87.6% to +102.5%: 6 occurrences (1.2%) +102.5% to +117.4%: 7 occurrences (1.4%) +117.4% to +132.3%: 0 occurrences (0.0%) 124.8% +132.3% to +147.2%: 3 occurrences (0.6%) +147.2% to +162.1%: 2 occurrences (0.4%) +162.1% to +177.0%: 4 occurrences (0.8%) 169.5%
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) 83.7% 45.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.8% Adjusts normal bell curve for real-world skewness (0.35) and kurtosis (1.88).
Standard Normal (Black-Scholes / GBM) 85.0% 42.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 83.2% 38.1% Filters for historical windows that started with volatility similar to current 20-day HV (226 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 109.8%
  • Recent 20-Day HV: 73.8%
  • Parkinson Intraday Volatility: 87.0%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.1%
  • Top 10% Move (90th percentile): +51.7%
  • Bottom 10% Move (10th percentile): -30.0%
  • Max Historical Gain (14d): +177.0%
  • Max Historical Loss (14d): -61.5%