Finance

AMD Move Probability $478.68 -26.52 (-5.2%)

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)
69.3%
Stock touched +5.0% ($502.61) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
41.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.8%
$407.85 — $549.51

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%.

-26.3% to -20.6%: 6 occurrences (1.2%) -23.5% -20.6% to -14.9%: 29 occurrences (5.7%) -14.9% to -9.1%: 64 occurrences (12.6%) -9.1% to -3.4%: 87 occurrences (17.1%) -6.3% -3.4% to +2.4%: 90 occurrences (17.7%) +2.4% to +8.1%: 56 occurrences (11.0%) +8.1% to +13.8%: 60 occurrences (11.8%) 11.0% +13.8% to +19.6%: 38 occurrences (7.5%) +19.6% to +25.3%: 26 occurrences (5.1%) +25.3% to +31.0%: 13 occurrences (2.6%) 28.2% +31.0% to +36.8%: 10 occurrences (2.0%) +36.8% to +42.5%: 10 occurrences (2.0%) +42.5% to +48.3%: 12 occurrences (2.4%) 45.4% +48.3% to +54.0%: 4 occurrences (0.8%) +54.0% to +59.7%: 1 occurrences (0.2%) +59.7% to +65.5%: 2 occurrences (0.4%) 62.6%
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) 69.3% 41.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.5% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (4.47).
Standard Normal (Black-Scholes / GBM) 74.2% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.1% 38.5% Filters for historical windows that started with volatility similar to current 20-day HV (286 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.8%
  • Recent 20-Day HV: 70.1%
  • Parkinson Intraday Volatility: 43.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +25.3%
  • Bottom 10% Move (10th percentile): -12.6%
  • Max Historical Gain (14d): +65.5%
  • Max Historical Loss (14d): -26.3%