Finance

BRKR Move Probability $59.09 +3.15 (+5.6%)

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)
67.7%
Stock touched +5.0% ($62.04) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
34.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.99x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.0%
$51.43 — $66.75

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%.

-27.4% to -23.0%: 5 occurrences (1.0%) -25.2% -23.0% to -18.6%: 9 occurrences (1.8%) -18.6% to -14.2%: 32 occurrences (6.3%) -14.2% to -9.8%: 51 occurrences (10.0%) -12.0% -9.8% to -5.4%: 83 occurrences (16.3%) -5.4% to -1.0%: 69 occurrences (13.6%) -1.0% to +3.4%: 69 occurrences (13.6%) 1.2% +3.4% to +7.8%: 59 occurrences (11.6%) +7.8% to +12.2%: 60 occurrences (11.8%) +12.2% to +16.6%: 28 occurrences (5.5%) 14.4% +16.6% to +21.0%: 19 occurrences (3.7%) +21.0% to +25.3%: 15 occurrences (3.0%) +25.3% to +29.7%: 2 occurrences (0.4%) 27.5% +29.7% to +34.1%: 3 occurrences (0.6%) +34.1% to +38.5%: 3 occurrences (0.6%) +38.5% to +42.9%: 1 occurrences (0.2%) 40.7%
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) 67.7% 34.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.3% Adjusts normal bell curve for real-world skewness (-0.64) and kurtosis (5.62).
Standard Normal (Black-Scholes / GBM) 70.7% 35.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.9% 36.7% Filters for historical windows that started with volatility similar to current 20-day HV (392 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.0%
  • Recent 20-Day HV: 49.9%
  • Parkinson Intraday Volatility: 42.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +14.9%
  • Bottom 10% Move (10th percentile): -13.4%
  • Max Historical Gain (14d): +42.9%
  • Max Historical Loss (14d): -27.4%