Finance

AMH Move Probability $30.96 -0.21 (-0.7%)

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)
19.9%
Stock touched +5.0% ($32.51) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
9.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.9%
$29.44 — $32.48

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%.

-9.7% to -8.3%: 3 occurrences (0.6%) -9.0% -8.3% to -7.0%: 9 occurrences (1.8%) -7.0% to -5.6%: 22 occurrences (4.3%) -5.6% to -4.3%: 45 occurrences (8.9%) -4.9% -4.3% to -2.9%: 45 occurrences (8.9%) -2.9% to -1.6%: 82 occurrences (16.1%) -1.6% to -0.2%: 71 occurrences (14.0%) -0.9% -0.2% to +1.1%: 68 occurrences (13.4%) +1.1% to +2.5%: 49 occurrences (9.6%) +2.5% to +3.8%: 45 occurrences (8.9%) 3.1% +3.8% to +5.2%: 25 occurrences (4.9%) +5.2% to +6.5%: 13 occurrences (2.6%) +6.5% to +7.8%: 14 occurrences (2.8%) 7.2% +7.8% to +9.2%: 7 occurrences (1.4%) +9.2% to +10.5%: 6 occurrences (1.2%) +10.5% to +11.9%: 4 occurrences (0.8%) 11.2%
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) 19.9% 9.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.2% Adjusts normal bell curve for real-world skewness (0.14) and kurtosis (2.07).
Standard Normal (Black-Scholes / GBM) 32.0% 16.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 18.9% 8.0% Filters for historical windows that started with volatility similar to current 20-day HV (249 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 20.8%
  • Recent 20-Day HV: 14.8%
  • Parkinson Intraday Volatility: 19.4%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +4.8%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (14d): +11.9%
  • Max Historical Loss (14d): -9.7%