Finance

ASTS Move Probability $47.01 -4.47 (-8.7%)

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)
84.1%
Stock touched +5.0% ($49.36) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.5%
$35.97 — $58.05

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-38.9% to -29.5%: 11 occurrences (2.2%) -34.2% -29.5% to -20.1%: 53 occurrences (10.4%) -20.1% to -10.7%: 81 occurrences (15.9%) -10.7% to -1.3%: 108 occurrences (21.3%) -6.0% -1.3% to +8.1%: 83 occurrences (16.3%) +8.1% to +17.5%: 57 occurrences (11.2%) +17.5% to +26.9%: 38 occurrences (7.5%) 22.2% +26.9% to +36.3%: 21 occurrences (4.1%) +36.3% to +45.7%: 11 occurrences (2.2%) +45.7% to +55.1%: 11 occurrences (2.2%) 50.4% +55.1% to +64.5%: 8 occurrences (1.6%) +64.5% to +73.9%: 11 occurrences (2.2%) +73.9% to +83.3%: 6 occurrences (1.2%) 78.6% +83.3% to +92.7%: 3 occurrences (0.6%) +92.7% to +102.1%: 3 occurrences (0.6%) +102.1% to +111.5%: 3 occurrences (0.6%) 106.8%
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) 84.1% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.6% Adjusts normal bell curve for real-world skewness (0.18) and kurtosis (0.08).
Standard Normal (Black-Scholes / GBM) 83.5% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.2% 44.1% Filters for historical windows that started with volatility similar to current 20-day HV (313 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.7%
  • Recent 20-Day HV: 80.0%
  • Parkinson Intraday Volatility: 84.8%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +41.5%
  • Bottom 10% Move (10th percentile): -21.4%
  • Max Historical Gain (14d): +111.5%
  • Max Historical Loss (14d): -38.9%