Finance

ALAB Move Probability $229.32 -29.40 (-11.4%)

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)
83.5%
Stock touched +5.0% ($240.79) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.7%
$177.37 — $281.27

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-41.0% to -33.3%: 10 occurrences (2.0%) -37.1% -33.3% to -25.5%: 20 occurrences (3.9%) -25.5% to -17.8%: 50 occurrences (9.8%) -17.8% to -10.1%: 53 occurrences (10.4%) -14.0% -10.1% to -2.4%: 73 occurrences (14.4%) -2.4% to +5.3%: 71 occurrences (14.0%) +5.3% to +13.0%: 56 occurrences (11.0%) 9.2% +13.0% to +20.8%: 30 occurrences (5.9%) +20.8% to +28.5%: 42 occurrences (8.3%) +28.5% to +36.2%: 37 occurrences (7.3%) 32.3% +36.2% to +43.9%: 24 occurrences (4.7%) +43.9% to +51.6%: 18 occurrences (3.5%) +51.6% to +59.3%: 10 occurrences (2.0%) 55.5% +59.3% to +67.1%: 4 occurrences (0.8%) +67.1% to +74.8%: 4 occurrences (0.8%) +74.8% to +82.5%: 6 occurrences (1.2%) 78.6%
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) 83.5% 46.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.7% Adjusts normal bell curve for real-world skewness (-0.04) and kurtosis (3.99).
Standard Normal (Black-Scholes / GBM) 82.9% 41.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 88.0% 51.1% Filters for historical windows that started with volatility similar to current 20-day HV (409 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 96.1%
  • Recent 20-Day HV: 98.2%
  • Parkinson Intraday Volatility: 71.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.8%
  • Top 10% Move (90th percentile): +39.5%
  • Bottom 10% Move (10th percentile): -21.8%
  • Max Historical Gain (14d): +82.5%
  • Max Historical Loss (14d): -41.0%