Finance

UBER Move Probability $66.61 +1.38 (+2.1%)

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)
49.6%
Stock touched +5.0% ($69.94) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.9%
$60.70 — $72.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-17.9% to -15.3%: 6 occurrences (1.2%) -16.6% -15.3% to -12.6%: 14 occurrences (2.8%) -12.6% to -10.0%: 25 occurrences (4.9%) -10.0% to -7.4%: 44 occurrences (8.7%) -8.7% -7.4% to -4.7%: 57 occurrences (11.2%) -4.7% to -2.1%: 74 occurrences (14.6%) -2.1% to +0.6%: 72 occurrences (14.2%) -0.7% +0.6% to +3.2%: 67 occurrences (13.2%) +3.2% to +5.9%: 44 occurrences (8.7%) +5.9% to +8.5%: 36 occurrences (7.1%) 7.2% +8.5% to +11.2%: 26 occurrences (5.1%) +11.2% to +13.8%: 13 occurrences (2.6%) +13.8% to +16.5%: 15 occurrences (3.0%) 15.1% +16.5% to +19.1%: 8 occurrences (1.6%) +19.1% to +21.8%: 4 occurrences (0.8%) +21.8% to +24.4%: 3 occurrences (0.6%) 23.1%
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) 49.6% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.5% Adjusts normal bell curve for real-world skewness (0.15) and kurtosis (3.08).
Standard Normal (Black-Scholes / GBM) 58.2% 29.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.1% 20.5% Filters for historical windows that started with volatility similar to current 20-day HV (307 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.6%
  • Recent 20-Day HV: 27.8%
  • Parkinson Intraday Volatility: 31.9%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +10.2%
  • Bottom 10% Move (10th percentile): -9.2%
  • Max Historical Gain (14d): +24.4%
  • Max Historical Loss (14d): -17.9%