Finance

AVNT Move Probability $40.72 +0.38 (+0.9%)

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)
49.8%
Stock touched +5.0% ($42.76) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
27.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.8%
$37.13 — $44.31

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%.

-28.6% to -25.1%: 2 occurrences (0.4%) -26.8% -25.1% to -21.6%: 1 occurrences (0.2%) -21.6% to -18.1%: 18 occurrences (3.5%) -18.1% to -14.7%: 16 occurrences (3.1%) -16.4% -14.7% to -11.2%: 16 occurrences (3.1%) -11.2% to -7.7%: 31 occurrences (6.1%) -7.7% to -4.2%: 69 occurrences (13.6%) -6.0% -4.2% to -0.7%: 79 occurrences (15.6%) -0.7% to +2.8%: 101 occurrences (19.9%) +2.8% to +6.2%: 54 occurrences (10.6%) 4.5% +6.2% to +9.7%: 49 occurrences (9.6%) +9.7% to +13.2%: 33 occurrences (6.5%) +13.2% to +16.7%: 13 occurrences (2.6%) 14.9% +16.7% to +20.2%: 14 occurrences (2.8%) +20.2% to +23.6%: 8 occurrences (1.6%) +23.6% to +27.1%: 4 occurrences (0.8%) 25.4%
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) 49.8% 27.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.3% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (6.12).
Standard Normal (Black-Scholes / GBM) 58.0% 29.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.2% 26.0% Filters for historical windows that started with volatility similar to current 20-day HV (400 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.4%
  • Recent 20-Day HV: 36.1%
  • Parkinson Intraday Volatility: 27.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +12.3%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +27.1%
  • Max Historical Loss (14d): -28.6%