Finance

ALNT Move Probability $97.45 +4.62 (+5.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
71.9%
Stock touched +5.0% ($102.32) at least once during 14 trading days.
Median first touch: Day 4 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
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$85.02 — $109.88

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%.

-24.8% to -20.0%: 1 occurrences (0.2%) -22.4% -20.0% to -15.3%: 19 occurrences (3.7%) -15.3% to -10.5%: 31 occurrences (6.1%) -10.5% to -5.8%: 45 occurrences (8.9%) -8.1% -5.8% to -1.0%: 79 occurrences (15.6%) -1.0% to +3.8%: 78 occurrences (15.4%) +3.8% to +8.5%: 78 occurrences (15.4%) 6.1% +8.5% to +13.3%: 60 occurrences (11.8%) +13.3% to +18.0%: 39 occurrences (7.7%) +18.0% to +22.8%: 16 occurrences (3.1%) 20.4% +22.8% to +27.5%: 17 occurrences (3.3%) +27.5% to +32.3%: 9 occurrences (1.8%) +32.3% to +37.0%: 10 occurrences (2.0%) 34.7% +37.0% to +41.8%: 10 occurrences (2.0%) +41.8% to +46.6%: 10 occurrences (2.0%) +46.6% to +51.3%: 6 occurrences (1.2%) 48.9%
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) 71.9% 45.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.8% Adjusts normal bell curve for real-world skewness (0.3) and kurtosis (3.72).
Standard Normal (Black-Scholes / GBM) 70.2% 35.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.8% 43.3% Filters for historical windows that started with volatility similar to current 20-day HV (342 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.1%
  • Recent 20-Day HV: 46.5%
  • Parkinson Intraday Volatility: 33.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.8%
  • Top 10% Move (90th percentile): +25.3%
  • Bottom 10% Move (10th percentile): -10.4%
  • Max Historical Gain (14d): +51.3%
  • Max Historical Loss (14d): -24.8%