Finance

SBUX Move Probability $99.06 -0.30 (-0.3%)

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)
43.9%
Stock touched +5.0% ($104.01) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
21.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.1%
$92.05 — $106.07

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%.

-19.7% to -17.1%: 4 occurrences (0.8%) -18.4% -17.1% to -14.6%: 5 occurrences (1.0%) -14.6% to -12.1%: 16 occurrences (3.1%) -12.1% to -9.6%: 22 occurrences (4.3%) -10.8% -9.6% to -7.1%: 22 occurrences (4.3%) -7.1% to -4.5%: 27 occurrences (5.3%) -4.5% to -2.0%: 55 occurrences (10.8%) -3.3% -2.0% to +0.5%: 94 occurrences (18.5%) +0.5% to +3.0%: 102 occurrences (20.1%) +3.0% to +5.5%: 69 occurrences (13.6%) 4.3% +5.5% to +8.1%: 47 occurrences (9.3%) +8.1% to +10.6%: 22 occurrences (4.3%) +10.6% to +13.1%: 3 occurrences (0.6%) 11.8% +13.1% to +15.6%: 11 occurrences (2.2%) +15.6% to +18.1%: 6 occurrences (1.2%) +18.1% to +20.6%: 3 occurrences (0.6%) 19.4%
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) 43.9% 21.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.7% Adjusts normal bell curve for real-world skewness (0.01) and kurtosis (6.2).
Standard Normal (Black-Scholes / GBM) 49.0% 24.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.7% 20.3% Filters for historical windows that started with volatility similar to current 20-day HV (380 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 30.0%
  • Recent 20-Day HV: 24.2%
  • Parkinson Intraday Volatility: 25.8%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +7.4%
  • Bottom 10% Move (10th percentile): -8.8%
  • Max Historical Gain (14d): +20.6%
  • Max Historical Loss (14d): -19.7%