Finance

KMB Move Probability $106.65 -1.66 (-1.5%)

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)
0.8%
Stock touched +5.0% ($111.98) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
0.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
4.00x
You are 4.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±1.5%
$105.02 — $108.28

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%.

-14.6% to -13.3%: 1 occurrences (0.2%) -13.9% -13.3% to -12.0%: 0 occurrences (0.0%) -12.0% to -10.7%: 0 occurrences (0.0%) -10.7% to -9.4%: 0 occurrences (0.0%) -10.0% -9.4% to -8.1%: 0 occurrences (0.0%) -8.1% to -6.8%: 0 occurrences (0.0%) -6.8% to -5.5%: 0 occurrences (0.0%) -6.1% -5.5% to -4.2%: 3 occurrences (0.6%) -4.2% to -2.8%: 10 occurrences (1.9%) -2.8% to -1.5%: 46 occurrences (8.8%) -2.2% -1.5% to -0.2%: 159 occurrences (30.5%) -0.2% to +1.1%: 202 occurrences (38.8%) +1.1% to +2.4%: 82 occurrences (15.7%) 1.7% +2.4% to +3.7%: 13 occurrences (2.5%) +3.7% to +5.0%: 4 occurrences (0.8%) +5.0% to +6.3%: 1 occurrences (0.2%) 5.6%
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) 0.8% 0.2% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (-2.1) and kurtosis (21.52).
Standard Normal (Black-Scholes / GBM) 0.1% 0.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.9% 0.3% 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: 24.3%
  • Recent 20-Day HV: 26.2%
  • Parkinson Intraday Volatility: 18.4%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +1.5%
  • Bottom 10% Move (10th percentile): -1.6%
  • Max Historical Gain (1d): +6.3%
  • Max Historical Loss (1d): -14.6%