Finance

UCTT Move Probability $44.42 -7.82 (-15.0%)

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)
76.6%
Stock touched +5.0% ($46.64) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
40.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.7%
$36.10 — $52.74

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-41.4% to -33.6%: 15 occurrences (2.9%) -37.5% -33.6% to -25.8%: 13 occurrences (2.6%) -25.8% to -18.1%: 24 occurrences (4.7%) -18.1% to -10.3%: 41 occurrences (8.1%) -14.2% -10.3% to -2.5%: 91 occurrences (17.9%) -2.5% to +5.3%: 124 occurrences (24.4%) +5.3% to +13.1%: 91 occurrences (17.9%) 9.2% +13.1% to +20.9%: 45 occurrences (8.8%) +20.9% to +28.7%: 28 occurrences (5.5%) +28.7% to +36.4%: 16 occurrences (3.1%) 32.5% +36.4% to +44.2%: 5 occurrences (1.0%) +44.2% to +52.0%: 5 occurrences (1.0%) +52.0% to +59.8%: 6 occurrences (1.2%) 55.9% +59.8% to +67.6%: 1 occurrences (0.2%) +67.6% to +75.4%: 3 occurrences (0.6%) +75.4% to +83.1%: 1 occurrences (0.2%) 79.3%
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) 76.6% 40.3% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.9% Adjusts normal bell curve for real-world skewness (-0.57) and kurtosis (4.68).
Standard Normal (Black-Scholes / GBM) 79.5% 39.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.7% 48.8% Filters for historical windows that started with volatility similar to current 20-day HV (301 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.5%
  • Recent 20-Day HV: 79.9%
  • Parkinson Intraday Volatility: 53.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +23.7%
  • Bottom 10% Move (10th percentile): -18.6%
  • Max Historical Gain (14d): +83.1%
  • Max Historical Loss (14d): -41.4%