Finance

KKR Move Probability $89.87 +0.67 (+0.8%)

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)
54.3%
Stock touched +5.0% ($94.36) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
28.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.9%
$81.02 — $98.72

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%.

-24.5% to -21.4%: 3 occurrences (0.6%) -22.9% -21.4% to -18.3%: 10 occurrences (2.0%) -18.3% to -15.2%: 18 occurrences (3.5%) -15.2% to -12.2%: 30 occurrences (5.9%) -13.7% -12.2% to -9.1%: 41 occurrences (8.1%) -9.1% to -6.0%: 41 occurrences (8.1%) -6.0% to -2.9%: 51 occurrences (10.0%) -4.5% -2.9% to +0.1%: 74 occurrences (14.6%) +0.1% to +3.2%: 70 occurrences (13.8%) +3.2% to +6.3%: 48 occurrences (9.4%) 4.8% +6.3% to +9.4%: 48 occurrences (9.4%) +9.4% to +12.4%: 37 occurrences (7.3%) +12.4% to +15.5%: 19 occurrences (3.7%) 14.0% +15.5% to +18.6%: 9 occurrences (1.8%) +18.6% to +21.7%: 6 occurrences (1.2%) +21.7% to +24.7%: 3 occurrences (0.6%) 23.2%
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) 54.3% 28.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.0% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (6.18).
Standard Normal (Black-Scholes / GBM) 62.0% 31.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.9% 30.3% Filters for historical windows that started with volatility similar to current 20-day HV (340 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.8%
  • Recent 20-Day HV: 29.9%
  • Parkinson Intraday Volatility: 33.8%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +11.0%
  • Bottom 10% Move (10th percentile): -13.1%
  • Max Historical Gain (14d): +24.7%
  • Max Historical Loss (14d): -24.5%