Finance

UAA Move Probability $4.67 -0.22 (-4.5%)

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)
59.3%
Stock touched +5.0% ($4.90) at least once during 14 trading days.
Median first touch: Day 3 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
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.1%
$4.05 — $5.28

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%.

-33.2% to -28.8%: 4 occurrences (0.8%) -31.0% -28.8% to -24.4%: 9 occurrences (1.8%) -24.4% to -20.0%: 22 occurrences (4.3%) -20.0% to -15.6%: 26 occurrences (5.1%) -17.8% -15.6% to -11.2%: 36 occurrences (7.1%) -11.2% to -6.8%: 41 occurrences (8.1%) -6.8% to -2.4%: 81 occurrences (15.9%) -4.6% -2.4% to +2.0%: 95 occurrences (18.7%) +2.0% to +6.4%: 64 occurrences (12.6%) +6.4% to +10.8%: 48 occurrences (9.4%) 8.6% +10.8% to +15.2%: 42 occurrences (8.3%) +15.2% to +19.6%: 14 occurrences (2.8%) +19.6% to +24.0%: 11 occurrences (2.2%) 21.8% +24.0% to +28.4%: 8 occurrences (1.6%) +28.4% to +32.8%: 5 occurrences (1.0%) +32.8% to +37.2%: 2 occurrences (0.4%) 35.0%
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) 59.3% 29.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.9% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (11.01).
Standard Normal (Black-Scholes / GBM) 71.0% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 54.8% 27.9% Filters for historical windows that started with volatility similar to current 20-day HV (330 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.7%
  • Recent 20-Day HV: 38.8%
  • Parkinson Intraday Volatility: 43.4%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +13.8%
  • Bottom 10% Move (10th percentile): -17.1%
  • Max Historical Gain (14d): +37.2%
  • Max Historical Loss (14d): -33.2%