Finance

ASTE Move Probability $39.56 +0.34 (+0.9%)

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)
54.5%
Stock touched +5.0% ($41.54) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.8%
$35.69 — $43.43

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%.

-25.3% to -22.1%: 7 occurrences (1.4%) -23.7% -22.1% to -19.0%: 9 occurrences (1.8%) -19.0% to -15.8%: 9 occurrences (1.8%) -15.8% to -12.7%: 15 occurrences (3.0%) -14.3% -12.7% to -9.6%: 19 occurrences (3.7%) -9.6% to -6.4%: 44 occurrences (8.7%) -6.4% to -3.3%: 55 occurrences (10.8%) -4.8% -3.3% to -0.1%: 61 occurrences (12.0%) -0.1% to +3.0%: 77 occurrences (15.2%) +3.0% to +6.2%: 78 occurrences (15.4%) 4.6% +6.2% to +9.3%: 40 occurrences (7.9%) +9.3% to +12.4%: 26 occurrences (5.1%) +12.4% to +15.6%: 26 occurrences (5.1%) 14.0% +15.6% to +18.7%: 19 occurrences (3.7%) +18.7% to +21.9%: 15 occurrences (3.0%) +21.9% to +25.0%: 8 occurrences (1.6%) 23.4%
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) 54.5% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.9% Adjusts normal bell curve for real-world skewness (-0.33) and kurtosis (6.91).
Standard Normal (Black-Scholes / GBM) 61.8% 30.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 54.4% 31.9% Filters for historical windows that started with volatility similar to current 20-day HV (307 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.5%
  • Recent 20-Day HV: 30.7%
  • Parkinson Intraday Volatility: 27.0%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +14.6%
  • Bottom 10% Move (10th percentile): -10.8%
  • Max Historical Gain (14d): +25.0%
  • Max Historical Loss (14d): -25.3%