Finance

ENTG Move Probability $128.25 -19.45 (-13.2%)

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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Touch Probability (First Passage)
68.2%
Stock touched +5.0% ($134.66) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.7%
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%)
±14.8%
$109.21 — $147.29

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-37.2% to -32.4%: 3 occurrences (0.6%) -34.8% -32.4% to -27.5%: 2 occurrences (0.4%) -27.5% to -22.6%: 10 occurrences (2.0%) -22.6% to -17.8%: 21 occurrences (4.1%) -20.2% -17.8% to -12.9%: 26 occurrences (5.1%) -12.9% to -8.1%: 54 occurrences (10.6%) -8.1% to -3.2%: 78 occurrences (15.3%) -5.6% -3.2% to +1.7%: 78 occurrences (15.3%) +1.7% to +6.5%: 59 occurrences (11.6%) +6.5% to +11.4%: 56 occurrences (11.0%) 9.0% +11.4% to +16.3%: 52 occurrences (10.2%) +16.3% to +21.1%: 25 occurrences (4.9%) +21.1% to +26.0%: 17 occurrences (3.3%) 23.6% +26.0% to +30.8%: 15 occurrences (2.9%) +30.8% to +35.7%: 6 occurrences (1.2%) +35.7% to +40.6%: 7 occurrences (1.4%) 38.1%
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) 68.2% 37.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.4% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (3.56).
Standard Normal (Black-Scholes / GBM) 74.2% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.0% 48.4% Filters for historical windows that started with volatility similar to current 20-day HV (304 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.0%
  • Recent 20-Day HV: 69.2%
  • Parkinson Intraday Volatility: 45.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +19.9%
  • Bottom 10% Move (10th percentile): -15.4%
  • Max Historical Gain (14d): +40.6%
  • Max Historical Loss (14d): -37.2%