Finance

AGRO Move Probability $9.46 -0.08 (-0.9%)

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)
52.2%
Stock touched +5.0% ($9.93) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.28x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.2%
$8.49 — $10.43

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%.

-27.5% to -21.8%: 10 occurrences (2.0%) -24.6% -21.8% to -16.1%: 16 occurrences (3.1%) -16.1% to -10.3%: 36 occurrences (7.1%) -10.3% to -4.6%: 80 occurrences (15.7%) -7.5% -4.6% to +1.1%: 154 occurrences (30.3%) +1.1% to +6.9%: 118 occurrences (23.2%) +6.9% to +12.6%: 49 occurrences (9.6%) 9.7% +12.6% to +18.3%: 17 occurrences (3.3%) +18.3% to +24.0%: 9 occurrences (1.8%) +24.0% to +29.8%: 3 occurrences (0.6%) 26.9% +29.8% to +35.5%: 2 occurrences (0.4%) +35.5% to +41.2%: 6 occurrences (1.2%) +41.2% to +47.0%: 3 occurrences (0.6%) 44.1% +47.0% to +52.7%: 3 occurrences (0.6%) +52.7% to +58.4%: 1 occurrences (0.2%) +58.4% to +64.1%: 1 occurrences (0.2%) 61.3%
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) 52.2% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.2% Adjusts normal bell curve for real-world skewness (0.03) and kurtosis (4.56).
Standard Normal (Black-Scholes / GBM) 63.3% 31.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.0% 20.5% Filters for historical windows that started with volatility similar to current 20-day HV (259 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.4%
  • Recent 20-Day HV: 37.8%
  • Parkinson Intraday Volatility: 32.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +11.7%
  • Bottom 10% Move (10th percentile): -11.9%
  • Max Historical Gain (14d): +64.1%
  • Max Historical Loss (14d): -27.5%