Finance

AHR Move Probability $52.88 -1.48 (-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)
48.0%
Stock touched +5.0% ($55.52) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
30.1%
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%)
±6.3%
$49.55 — $56.21

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%.

-11.4% to -9.5%: 7 occurrences (1.4%) -10.4% -9.5% to -7.6%: 15 occurrences (3.0%) -7.6% to -5.7%: 19 occurrences (3.7%) -5.7% to -3.8%: 34 occurrences (6.7%) -4.8% -3.8% to -1.9%: 42 occurrences (8.3%) -1.9% to -0.0%: 59 occurrences (11.6%) -0.0% to +1.8%: 71 occurrences (14.0%) 0.9% +1.8% to +3.7%: 67 occurrences (13.2%) +3.7% to +5.6%: 58 occurrences (11.4%) +5.6% to +7.5%: 47 occurrences (9.3%) 6.6% +7.5% to +9.4%: 29 occurrences (5.7%) +9.4% to +11.3%: 24 occurrences (4.7%) +11.3% to +13.2%: 16 occurrences (3.1%) 12.2% +13.2% to +15.1%: 6 occurrences (1.2%) +15.1% to +16.9%: 9 occurrences (1.8%) +16.9% to +18.8%: 5 occurrences (1.0%) 17.9%
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) 48.0% 30.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.0% Adjusts normal bell curve for real-world skewness (-0.02) and kurtosis (1.83).
Standard Normal (Black-Scholes / GBM) 43.9% 21.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.1% 31.2% Filters for historical windows that started with volatility similar to current 20-day HV (375 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 26.7%
  • Recent 20-Day HV: 25.6%
  • Parkinson Intraday Volatility: 24.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.1%
  • Top 10% Move (90th percentile): +9.9%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (14d): +18.8%
  • Max Historical Loss (14d): -11.4%