Finance

ASMB Move Probability $20.71 -0.45 (-2.1%)

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)
63.4%
Stock touched +5.0% ($21.75) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
39.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.63x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.5%
$17.71 — $23.71

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%.

-35.4% to -29.5%: 4 occurrences (0.8%) -32.5% -29.5% to -23.7%: 7 occurrences (1.4%) -23.7% to -17.9%: 24 occurrences (4.7%) -17.9% to -12.1%: 60 occurrences (11.8%) -15.0% -12.1% to -6.3%: 67 occurrences (13.2%) -6.3% to -0.4%: 84 occurrences (16.5%) -0.4% to +5.4%: 66 occurrences (13.0%) 2.5% +5.4% to +11.2%: 67 occurrences (13.2%) +11.2% to +17.0%: 37 occurrences (7.3%) +17.0% to +22.8%: 40 occurrences (7.9%) 19.9% +22.8% to +28.7%: 24 occurrences (4.7%) +28.7% to +34.5%: 14 occurrences (2.8%) +34.5% to +40.3%: 8 occurrences (1.6%) 37.4% +40.3% to +46.1%: 5 occurrences (1.0%) +46.1% to +52.0%: 0 occurrences (0.0%) +52.0% to +57.8%: 1 occurrences (0.2%) 54.9%
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) 63.4% 39.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.0% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (2.49).
Standard Normal (Black-Scholes / GBM) 73.6% 36.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.0% 39.2% Filters for historical windows that started with volatility similar to current 20-day HV (400 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.4%
  • Recent 20-Day HV: 52.4%
  • Parkinson Intraday Volatility: 34.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +23.0%
  • Bottom 10% Move (10th percentile): -15.4%
  • Max Historical Gain (14d): +57.8%
  • Max Historical Loss (14d): -35.4%