Finance

EVGO Move Probability $1.08 -0.02 (-1.4%)

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)
68.9%
Stock touched +5.0% ($1.14) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.35x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.6%
$0.88 — $1.29

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%.

-42.8% to -33.3%: 11 occurrences (2.2%) -38.0% -33.3% to -23.7%: 40 occurrences (7.9%) -23.7% to -14.1%: 76 occurrences (15.0%) -14.1% to -4.6%: 135 occurrences (26.6%) -9.4% -4.6% to +5.0%: 96 occurrences (18.9%) +5.0% to +14.5%: 73 occurrences (14.4%) +14.5% to +24.1%: 43 occurrences (8.5%) 19.3% +24.1% to +33.7%: 15 occurrences (3.0%) +33.7% to +43.2%: 3 occurrences (0.6%) +43.2% to +52.8%: 7 occurrences (1.4%) 48.0% +52.8% to +62.4%: 1 occurrences (0.2%) +62.4% to +71.9%: 0 occurrences (0.0%) +71.9% to +81.5%: 2 occurrences (0.4%) 76.7% +81.5% to +91.0%: 1 occurrences (0.2%) +91.0% to +100.6%: 2 occurrences (0.4%) +100.6% to +110.2%: 3 occurrences (0.6%) 105.4%
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) 68.9% 29.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.4% Adjusts normal bell curve for real-world skewness (1.7) and kurtosis (19.87).
Standard Normal (Black-Scholes / GBM) 79.3% 39.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.5% 29.4% Filters for historical windows that started with volatility similar to current 20-day HV (377 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.8%
  • Recent 20-Day HV: 62.4%
  • Parkinson Intraday Volatility: 66.6%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.1%
  • Top 10% Move (90th percentile): +19.6%
  • Bottom 10% Move (10th percentile): -23.2%
  • Max Historical Gain (14d): +110.2%
  • Max Historical Loss (14d): -42.8%