Finance

UTZ Move Probability $14.33 +0.02 (+0.1%)

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)
44.3%
Stock touched +5.0% ($15.05) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
18.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.45x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$12.35 — $16.31

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%.

-24.7% to -17.1%: 17 occurrences (3.3%) -20.9% -17.1% to -9.5%: 53 occurrences (10.4%) -9.5% to -2.0%: 135 occurrences (26.6%) -2.0% to +5.6%: 218 occurrences (42.9%) 1.8% +5.6% to +13.2%: 64 occurrences (12.6%) +13.2% to +20.7%: 7 occurrences (1.4%) +20.7% to +28.3%: 0 occurrences (0.0%) 24.5% +28.3% to +35.9%: 0 occurrences (0.0%) +35.9% to +43.4%: 0 occurrences (0.0%) +43.4% to +51.0%: 0 occurrences (0.0%) 47.2% +51.0% to +58.6%: 0 occurrences (0.0%) +58.6% to +66.2%: 0 occurrences (0.0%) +66.2% to +73.7%: 4 occurrences (0.8%) 69.9% +73.7% to +81.3%: 2 occurrences (0.4%) +81.3% to +88.9%: 3 occurrences (0.6%) +88.9% to +96.4%: 5 occurrences (1.0%) 92.6%
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) 44.3% 18.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (9.44) and kurtosis (172.2).
Standard Normal (Black-Scholes / GBM) 72.3% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.5%
  • Recent 20-Day HV: 1.0%
  • Parkinson Intraday Volatility: 31.1%
  • Vol Trend: Compressed (-98% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +7.6%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +96.4%
  • Max Historical Loss (14d): -24.7%