Finance

ASRT Move Probability $23.50 +0.01 (+0.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
63.2%
Stock touched +5.0% ($24.67) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.2%
$20.40 — $26.59

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 419 historical windows (2024-09-23 to 2026-06-15). The colored bar indicates the win zone for +5.0%.

-26.7% to -20.6%: 7 occurrences (1.7%) -23.7% -20.6% to -14.5%: 20 occurrences (4.8%) -14.5% to -8.4%: 51 occurrences (12.2%) -8.4% to -2.3%: 101 occurrences (24.1%) -5.4% -2.3% to +3.8%: 94 occurrences (22.4%) +3.8% to +9.9%: 62 occurrences (14.8%) +9.9% to +16.0%: 37 occurrences (8.8%) 12.9% +16.0% to +22.1%: 8 occurrences (1.9%) +22.1% to +28.1%: 16 occurrences (3.8%) +28.1% to +34.2%: 11 occurrences (2.6%) 31.2% +34.2% to +40.3%: 3 occurrences (0.7%) +40.3% to +46.4%: 0 occurrences (0.0%) +46.4% to +52.5%: 1 occurrences (0.2%) 49.5% +52.5% to +58.6%: 1 occurrences (0.2%) +58.6% to +64.7%: 3 occurrences (0.7%) +64.7% to +70.8%: 4 occurrences (1.0%) 67.8%
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) 63.2% 31.5% Model-free reality across 419 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.0% Adjusts normal bell curve for real-world skewness (0.8) and kurtosis (5.74).
Standard Normal (Black-Scholes / GBM) 71.2% 35.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.0%
  • Recent 20-Day HV: 2.4%
  • Parkinson Intraday Volatility: 39.3%
  • Vol Trend: Compressed (-96% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +18.8%
  • Bottom 10% Move (10th percentile): -12.1%
  • Max Historical Gain (14d): +70.8%
  • Max Historical Loss (14d): -26.7%