Finance

AVGO Move Probability $339.40 +0.10 (+0.0%)

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)
69.6%
Stock touched +5.0% ($356.37) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.3%
$297.82 — $380.98

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). 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%: 10 occurrences (2.0%) -15.1% to -10.3%: 33 occurrences (6.5%) -10.3% to -5.5%: 57 occurrences (11.2%) -7.9% -5.5% to -0.8%: 89 occurrences (17.6%) -0.8% to +4.0%: 107 occurrences (21.1%) +4.0% to +8.7%: 83 occurrences (16.4%) 6.4% +8.7% to +13.5%: 46 occurrences (9.1%) +13.5% to +18.3%: 28 occurrences (5.5%) +18.3% to +23.0%: 13 occurrences (2.6%) 20.6% +23.0% to +27.8%: 9 occurrences (1.8%) +27.8% to +32.5%: 8 occurrences (1.6%) +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) 69.6% 36.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.7% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (7.55).
Standard Normal (Black-Scholes / GBM) 69.0% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.6% 41.3% Filters for historical windows that started with volatility similar to current 20-day HV (283 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 52.0%
  • Recent 20-Day HV: 34.6%
  • Parkinson Intraday Volatility: 37.6%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +16.9%
  • Bottom 10% Move (10th percentile): -10.1%
  • Max Historical Gain (14d): +51.6%
  • Max Historical Loss (14d): -24.6%