Finance

ATER Move Probability $0.58 +0.01 (+2.2%)

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)
71.3%
Stock touched +5.0% ($0.61) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.1%
$0.44 — $0.72

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-70.1% to -59.9%: 10 occurrences (2.0%) -65.0% -59.9% to -49.7%: 4 occurrences (0.8%) -49.7% to -39.5%: 1 occurrences (0.2%) -39.5% to -29.3%: 7 occurrences (1.4%) -34.4% -29.3% to -19.2%: 40 occurrences (7.9%) -19.2% to -9.0%: 133 occurrences (26.1%) -9.0% to +1.2%: 115 occurrences (22.6%) -3.9% +1.2% to +11.4%: 97 occurrences (19.1%) +11.4% to +21.6%: 53 occurrences (10.4%) +21.6% to +31.8%: 23 occurrences (4.5%) 26.7% +31.8% to +42.0%: 3 occurrences (0.6%) +42.0% to +52.2%: 2 occurrences (0.4%) +52.2% to +62.4%: 9 occurrences (1.8%) 57.3% +62.4% to +72.6%: 6 occurrences (1.2%) +72.6% to +82.8%: 3 occurrences (0.6%) +82.8% to +93.0%: 3 occurrences (0.6%) 87.9%
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) 71.3% 31.0% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.0% Adjusts normal bell curve for real-world skewness (-0.25) and kurtosis (20.5).
Standard Normal (Black-Scholes / GBM) 83.9% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.3% 30.9% Filters for historical windows that started with volatility similar to current 20-day HV (230 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.2%
  • Recent 20-Day HV: 63.5%
  • Parkinson Intraday Volatility: 65.6%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.9%
  • Top 10% Move (90th percentile): +20.8%
  • Bottom 10% Move (10th percentile): -20.9%
  • Max Historical Gain (14d): +93.0%
  • Max Historical Loss (14d): -70.1%