Finance

ALHC Move Probability $8.70 -1.71 (-16.5%)

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)
68.8%
Stock touched +5.0% ($9.13) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.9%
$7.40 — $9.99

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-37.5% to -31.4%: 9 occurrences (1.8%) -34.5% -31.4% to -25.3%: 8 occurrences (1.6%) -25.3% to -19.2%: 13 occurrences (2.6%) -19.2% to -13.1%: 35 occurrences (6.9%) -16.2% -13.1% to -7.0%: 72 occurrences (14.2%) -7.0% to -0.9%: 104 occurrences (20.5%) -0.9% to +5.2%: 82 occurrences (16.2%) 2.1% +5.2% to +11.3%: 55 occurrences (10.8%) +11.3% to +17.4%: 45 occurrences (8.9%) +17.4% to +23.5%: 38 occurrences (7.5%) 20.4% +23.5% to +29.6%: 25 occurrences (4.9%) +29.6% to +35.7%: 13 occurrences (2.6%) +35.7% to +41.8%: 1 occurrences (0.2%) 38.7% +41.8% to +47.9%: 1 occurrences (0.2%) +47.9% to +54.0%: 4 occurrences (0.8%) +54.0% to +60.1%: 2 occurrences (0.4%) 57.0%
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) 68.8% 36.5% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.3% Adjusts normal bell curve for real-world skewness (-0.51) and kurtosis (8.43).
Standard Normal (Black-Scholes / GBM) 74.4% 37.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.0% 34.8% Filters for historical windows that started with volatility similar to current 20-day HV (132 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.3%
  • Recent 20-Day HV: 100.9%
  • Parkinson Intraday Volatility: 52.8%
  • Vol Trend: Expanded (+59% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +22.1%
  • Bottom 10% Move (10th percentile): -14.5%
  • Max Historical Gain (14d): +60.1%
  • Max Historical Loss (14d): -37.5%