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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
5.2%
Stock touched +5.0% ($94.36) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
1.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.70x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.6%
$87.50 — $92.24

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-15.3% to -13.3%: 1 occurrences (0.2%) -14.3% -13.3% to -11.3%: 0 occurrences (0.0%) -11.3% to -9.3%: 2 occurrences (0.4%) -9.3% to -7.3%: 4 occurrences (0.8%) -8.3% -7.3% to -5.3%: 8 occurrences (1.5%) -5.3% to -3.3%: 22 occurrences (4.2%) -3.3% to -1.3%: 96 occurrences (18.4%) -2.3% -1.3% to +0.8%: 210 occurrences (40.3%) +0.8% to +2.8%: 120 occurrences (23.0%) +2.8% to +4.8%: 47 occurrences (9.0%) 3.8% +4.8% to +6.8%: 7 occurrences (1.3%) +6.8% to +8.8%: 2 occurrences (0.4%) +8.8% to +10.8%: 1 occurrences (0.2%) 9.8% +10.8% to +12.8%: 0 occurrences (0.0%) +12.8% to +14.8%: 0 occurrences (0.0%) +14.8% to +16.8%: 1 occurrences (0.2%) 15.8%
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) 5.2% 1.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.2% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (6.18).
Standard Normal (Black-Scholes / GBM) 6.4% 3.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 4.5% 2.0% Filters for historical windows that started with volatility similar to current 20-day HV (353 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)

1-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +2.9%
  • Bottom 10% Move (10th percentile): -2.7%
  • Max Historical Gain (1d): +16.8%
  • Max Historical Loss (1d): -15.3%