Finance

ASTH Move Probability $37.31 -1.28 (-3.3%)

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)
65.7%
Stock touched +5.0% ($39.18) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.87x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.6%
$31.50 — $43.13

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%.

-38.0% to -32.8%: 6 occurrences (1.2%) -35.4% -32.8% to -27.5%: 20 occurrences (3.9%) -27.5% to -22.3%: 24 occurrences (4.7%) -22.3% to -17.1%: 28 occurrences (5.5%) -19.7% -17.1% to -11.9%: 27 occurrences (5.3%) -11.9% to -6.7%: 48 occurrences (9.4%) -6.7% to -1.5%: 83 occurrences (16.3%) -4.1% -1.5% to +3.7%: 67 occurrences (13.2%) +3.7% to +8.9%: 66 occurrences (13.0%) +8.9% to +14.1%: 42 occurrences (8.3%) 11.5% +14.1% to +19.3%: 34 occurrences (6.7%) +19.3% to +24.5%: 33 occurrences (6.5%) +24.5% to +29.7%: 15 occurrences (3.0%) 27.1% +29.7% to +35.0%: 8 occurrences (1.6%) +35.0% to +40.2%: 4 occurrences (0.8%) +40.2% to +45.4%: 3 occurrences (0.6%) 42.8%
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) 65.7% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.7% Adjusts normal bell curve for real-world skewness (-1.16) and kurtosis (17.64).
Standard Normal (Black-Scholes / GBM) 75.4% 37.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.0% 34.1% Filters for historical windows that started with volatility similar to current 20-day HV (305 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 66.1%
  • Recent 20-Day HV: 43.3%
  • Parkinson Intraday Volatility: 44.1%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +20.9%
  • Bottom 10% Move (10th percentile): -21.9%
  • Max Historical Gain (14d): +45.4%
  • Max Historical Loss (14d): -38.0%