Finance

EUBG Move Probability $0.25 -0.02 (-6.7%)

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)
39.9%
Stock touched +5.0% ($0.26) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
17.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.26x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±36.0%
$0.16 — $0.34

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-79.8% to -64.6%: 1 occurrences (0.2%) -72.2% -64.6% to -49.4%: 4 occurrences (0.8%) -49.4% to -34.2%: 20 occurrences (4.1%) -34.2% to -19.0%: 73 occurrences (15.0%) -26.6% -19.0% to -3.9%: 101 occurrences (20.8%) -3.9% to +11.3%: 229 occurrences (47.1%) +11.3% to +26.5%: 36 occurrences (7.4%) 18.9% +26.5% to +41.7%: 9 occurrences (1.9%) +41.7% to +56.9%: 6 occurrences (1.2%) +56.9% to +72.1%: 4 occurrences (0.8%) 64.5% +72.1% to +87.3%: 1 occurrences (0.2%) +87.3% to +102.5%: 0 occurrences (0.0%) +102.5% to +117.7%: 0 occurrences (0.0%) 110.1% +117.7% to +132.9%: 0 occurrences (0.0%) +132.9% to +148.1%: 0 occurrences (0.0%) +148.1% to +163.3%: 2 occurrences (0.4%) 155.7%
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) 39.9% 17.7% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.6% Adjusts normal bell curve for real-world skewness (-0.04) and kurtosis (45.39).
Standard Normal (Black-Scholes / GBM) 89.2% 44.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 40.7% 18.6% Filters for historical windows that started with volatility similar to current 20-day HV (113 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 152.9%
  • Recent 20-Day HV: 80.6%
  • Parkinson Intraday Volatility: 141.0%
  • Vol Trend: Compressed (-47% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.5%
  • Top 10% Move (90th percentile): +13.3%
  • Bottom 10% Move (10th percentile): -25.6%
  • Max Historical Gain (14d): +163.3%
  • Max Historical Loss (14d): -79.8%