Finance

AMD Move Probability $512.78 +8.53 (+1.7%)

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)
69.6%
Stock touched +5.0% ($538.42) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
41.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.5%
$438.42 — $587.14

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%.

-26.3% to -20.6%: 5 occurrences (1.0%) -23.5% -20.6% to -14.9%: 25 occurrences (4.9%) -14.9% to -9.1%: 58 occurrences (11.4%) -9.1% to -3.4%: 90 occurrences (17.8%) -6.3% -3.4% to +2.4%: 95 occurrences (18.7%) +2.4% to +8.1%: 64 occurrences (12.6%) +8.1% to +13.8%: 63 occurrences (12.4%) 11.0% +13.8% to +19.6%: 39 occurrences (7.7%) +19.6% to +25.3%: 24 occurrences (4.7%) +25.3% to +31.0%: 9 occurrences (1.8%) 28.2% +31.0% to +36.8%: 7 occurrences (1.4%) +36.8% to +42.5%: 9 occurrences (1.8%) +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) 69.6% 41.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.4% Adjusts normal bell curve for real-world skewness (0.55) and kurtosis (4.83).
Standard Normal (Black-Scholes / GBM) 73.7% 36.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.3% 40.4% Filters for historical windows that started with volatility similar to current 20-day HV (329 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.5%
  • Recent 20-Day HV: 47.5%
  • Parkinson Intraday Volatility: 43.3%
  • Vol Trend: Compressed (-23% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +24.1%
  • Bottom 10% Move (10th percentile): -11.7%
  • Max Historical Gain (14d): +65.5%
  • Max Historical Loss (14d): -26.3%