Finance

AVPT Move Probability $15.73 +0.50 (+3.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
58.5%
Stock touched +5.0% ($16.52) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.7%
$14.05 — $17.41

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%.

-31.1% to -26.0%: 4 occurrences (0.8%) -28.6% -26.0% to -20.9%: 12 occurrences (2.4%) -20.9% to -15.8%: 13 occurrences (2.6%) -15.8% to -10.7%: 38 occurrences (7.5%) -13.2% -10.7% to -5.6%: 46 occurrences (9.1%) -5.6% to -0.5%: 122 occurrences (24.0%) -0.5% to +4.6%: 107 occurrences (21.1%) 2.1% +4.6% to +9.8%: 78 occurrences (15.4%) +9.8% to +14.9%: 41 occurrences (8.1%) +14.9% to +20.0%: 18 occurrences (3.5%) 17.4% +20.0% to +25.1%: 8 occurrences (1.6%) +25.1% to +30.2%: 6 occurrences (1.2%) +30.2% to +35.3%: 10 occurrences (2.0%) 32.7% +35.3% to +40.4%: 1 occurrences (0.2%) +40.4% to +45.5%: 1 occurrences (0.2%) +45.5% to +50.6%: 3 occurrences (0.6%) 48.1%
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) 58.5% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.8% Adjusts normal bell curve for real-world skewness (-0.94) and kurtosis (6.95).
Standard Normal (Black-Scholes / GBM) 64.7% 32.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.6% 28.4% Filters for historical windows that started with volatility similar to current 20-day HV (363 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.2%
  • Recent 20-Day HV: 43.7%
  • Parkinson Intraday Volatility: 34.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +14.0%
  • Bottom 10% Move (10th percentile): -12.0%
  • Max Historical Gain (14d): +50.6%
  • Max Historical Loss (14d): -31.1%