Finance

AMBQ Move Probability $52.39 +1.49 (+2.9%)

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)
73.3%
Stock touched +5.0% ($55.01) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$42.14 — $62.64

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 296 historical windows (2025-07-30 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-33.4% to -23.9%: 10 occurrences (3.4%) -28.6% -23.9% to -14.4%: 44 occurrences (14.9%) -14.4% to -4.9%: 67 occurrences (22.6%) -4.9% to +4.6%: 64 occurrences (21.6%) -0.2% +4.6% to +14.1%: 43 occurrences (14.5%) +14.1% to +23.5%: 33 occurrences (11.1%) +23.5% to +33.0%: 17 occurrences (5.7%) 28.3% +33.0% to +42.5%: 2 occurrences (0.7%) +42.5% to +52.0%: 2 occurrences (0.7%) +52.0% to +61.5%: 0 occurrences (0.0%) 56.7% +61.5% to +70.9%: 0 occurrences (0.0%) +70.9% to +80.4%: 1 occurrences (0.3%) +80.4% to +89.9%: 2 occurrences (0.7%) 85.2% +89.9% to +99.4%: 2 occurrences (0.7%) +99.4% to +108.9%: 8 occurrences (2.7%) +108.9% to +118.3%: 1 occurrences (0.3%) 113.6%
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) 73.3% 37.2% Model-free reality across 296 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (1.19) and kurtosis (8.95).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.9% 35.8% Filters for historical windows that started with volatility similar to current 20-day HV (134 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.0%
  • Recent 20-Day HV: 54.2%
  • Parkinson Intraday Volatility: 57.1%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +26.1%
  • Bottom 10% Move (10th percentile): -17.8%
  • Max Historical Gain (14d): +118.3%
  • Max Historical Loss (14d): -33.4%