Finance

AVGO Move Probability $327.38 +1.23 (+0.4%)

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)
67.5%
Stock touched +5.0% ($343.75) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.1%
$287.86 — $366.90

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-24.6% to -19.8%: 8 occurrences (1.6%) -22.2% -19.8% to -15.1%: 9 occurrences (1.8%) -15.1% to -10.3%: 34 occurrences (6.7%) -10.3% to -5.5%: 64 occurrences (12.6%) -7.9% -5.5% to -0.8%: 104 occurrences (20.5%) -0.8% to +4.0%: 104 occurrences (20.5%) +4.0% to +8.7%: 72 occurrences (14.2%) 6.4% +8.7% to +13.5%: 45 occurrences (8.9%) +13.5% to +18.3%: 24 occurrences (4.7%) +18.3% to +23.0%: 12 occurrences (2.4%) 20.6% +23.0% to +27.8%: 9 occurrences (1.8%) +27.8% to +32.5%: 7 occurrences (1.4%) +32.5% to +37.3%: 11 occurrences (2.2%) 34.9% +37.3% to +42.1%: 2 occurrences (0.4%) +42.1% to +46.8%: 2 occurrences (0.4%) +46.8% to +51.6%: 1 occurrences (0.2%) 49.2%
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) 67.5% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.7% Adjusts normal bell curve for real-world skewness (0.29) and kurtosis (7.86).
Standard Normal (Black-Scholes / GBM) 68.6% 34.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.8% 35.4% Filters for historical windows that started with volatility similar to current 20-day HV (367 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.2%
  • Recent 20-Day HV: 44.9%
  • Parkinson Intraday Volatility: 36.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +16.5%
  • Bottom 10% Move (10th percentile): -10.1%
  • Max Historical Gain (14d): +51.6%
  • Max Historical Loss (14d): -24.6%