Finance

AMPL Move Probability $16.52 +0.82 (+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)
72.2%
Stock touched +5.0% ($17.35) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.3%
$14.16 — $18.88

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%.

-39.7% to -33.2%: 4 occurrences (0.8%) -36.4% -33.2% to -26.7%: 6 occurrences (1.2%) -26.7% to -20.2%: 17 occurrences (3.3%) -20.2% to -13.6%: 37 occurrences (7.3%) -16.9% -13.6% to -7.1%: 51 occurrences (10.0%) -7.1% to -0.6%: 100 occurrences (19.7%) -0.6% to +5.9%: 115 occurrences (22.6%) 2.6% +5.9% to +12.4%: 77 occurrences (15.2%) +12.4% to +18.9%: 39 occurrences (7.7%) +18.9% to +25.4%: 14 occurrences (2.8%) 22.1% +25.4% to +31.9%: 18 occurrences (3.5%) +31.9% to +38.4%: 11 occurrences (2.2%) +38.4% to +44.9%: 11 occurrences (2.2%) 41.6% +44.9% to +51.4%: 6 occurrences (1.2%) +51.4% to +57.9%: 1 occurrences (0.2%) +57.9% to +64.4%: 1 occurrences (0.2%) 61.1%
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) 72.2% 38.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.5% Adjusts normal bell curve for real-world skewness (0.0) and kurtosis (4.77).
Standard Normal (Black-Scholes / GBM) 73.2% 36.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.0% 32.7% Filters for historical windows that started with volatility similar to current 20-day HV (297 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.5%
  • Recent 20-Day HV: 44.4%
  • Parkinson Intraday Volatility: 48.0%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.5%
  • Top 10% Move (90th percentile): +23.0%
  • Bottom 10% Move (10th percentile): -15.4%
  • Max Historical Gain (14d): +64.4%
  • Max Historical Loss (14d): -39.7%