Finance

KORE Move Probability $9.26 +0.00 (+0.0%)

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)
47.7%
Stock touched +5.0% ($9.72) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.42x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.2%
$7.58 — $10.94

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 442 historical windows (2024-09-23 to 2026-07-20). The colored bar indicates the win zone for +5.0%.

-39.7% to -28.5%: 9 occurrences (2.0%) -34.1% -28.5% to -17.3%: 7 occurrences (1.6%) -17.3% to -6.2%: 58 occurrences (13.1%) -6.2% to +5.0%: 215 occurrences (48.6%) -0.6% +5.0% to +16.1%: 75 occurrences (17.0%) +16.1% to +27.3%: 37 occurrences (8.4%) +27.3% to +38.4%: 12 occurrences (2.7%) 32.8% +38.4% to +49.6%: 5 occurrences (1.1%) +49.6% to +60.7%: 1 occurrences (0.2%) +60.7% to +71.9%: 3 occurrences (0.7%) 66.3% +71.9% to +83.0%: 13 occurrences (2.9%) +83.0% to +94.2%: 3 occurrences (0.7%) +94.2% to +105.3%: 2 occurrences (0.5%) 99.8% +105.3% to +116.5%: 1 occurrences (0.2%) +116.5% to +127.7%: 0 occurrences (0.0%) +127.7% to +138.8%: 1 occurrences (0.2%) 133.2%
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) 47.7% 33.7% Model-free reality across 442 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.5% Adjusts normal bell curve for real-world skewness (4.22) and kurtosis (46.89).
Standard Normal (Black-Scholes / GBM) 78.8% 39.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.1%
  • Recent 20-Day HV: 6.7%
  • Parkinson Intraday Volatility: 41.9%
  • Vol Trend: Compressed (-91% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +25.9%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +138.8%
  • Max Historical Loss (14d): -39.7%