Finance

AXTI Move Probability $51.53 -7.71 (-13.0%)

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)
44.4%
Stock touched +5.0% ($54.11) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
24.3%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.9%
$47.44 — $55.63

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-30.6% to -26.8%: 1 occurrences (0.2%) -28.7% -26.8% to -23.0%: 1 occurrences (0.2%) -23.0% to -19.3%: 1 occurrences (0.2%) -19.3% to -15.5%: 7 occurrences (1.3%) -17.4% -15.5% to -11.7%: 17 occurrences (3.3%) -11.7% to -7.9%: 26 occurrences (5.0%) -7.9% to -4.1%: 68 occurrences (13.0%) -6.0% -4.1% to -0.3%: 109 occurrences (20.9%) -0.3% to +3.4%: 125 occurrences (23.9%) +3.4% to +7.2%: 78 occurrences (14.9%) 5.3% +7.2% to +11.0%: 37 occurrences (7.1%) +11.0% to +14.8%: 19 occurrences (3.6%) +14.8% to +18.6%: 17 occurrences (3.3%) 16.7% +18.6% to +22.4%: 10 occurrences (1.9%) +22.4% to +26.1%: 3 occurrences (0.6%) +26.1% to +29.9%: 3 occurrences (0.6%) 28.0%
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) 44.4% 24.3% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.0% Adjusts normal bell curve for real-world skewness (-0.02) and kurtosis (1.39).
Standard Normal (Black-Scholes / GBM) 53.9% 26.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.6% 22.6% Filters for historical windows that started with volatility similar to current 20-day HV (305 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 126.0%
  • Recent 20-Day HV: 107.8%
  • Parkinson Intraday Volatility: 102.7%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +10.6%
  • Bottom 10% Move (10th percentile): -8.1%
  • Max Historical Gain (1d): +29.9%
  • Max Historical Loss (1d): -30.6%