Finance

KRO Move Probability $7.47 -0.08 (-1.1%)

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)
57.9%
Stock touched +5.0% ($7.84) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
23.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.43x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.2%
$6.56 — $8.38

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%.

-21.5% to -17.4%: 9 occurrences (1.8%) -19.5% -17.4% to -13.3%: 27 occurrences (5.3%) -13.3% to -9.2%: 66 occurrences (13.0%) -9.2% to -5.1%: 100 occurrences (19.7%) -7.1% -5.1% to -0.9%: 100 occurrences (19.7%) -0.9% to +3.2%: 64 occurrences (12.6%) +3.2% to +7.3%: 44 occurrences (8.7%) 5.3% +7.3% to +11.4%: 23 occurrences (4.5%) +11.4% to +15.6%: 22 occurrences (4.3%) +15.6% to +19.7%: 22 occurrences (4.3%) 17.6% +19.7% to +23.8%: 11 occurrences (2.2%) +23.8% to +27.9%: 8 occurrences (1.6%) +27.9% to +32.1%: 7 occurrences (1.4%) 30.0% +32.1% to +36.2%: 2 occurrences (0.4%) +36.2% to +40.3%: 2 occurrences (0.4%) +40.3% to +44.4%: 1 occurrences (0.2%) 42.4%
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) 57.9% 23.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.8% Adjusts normal bell curve for real-world skewness (1.51) and kurtosis (10.71).
Standard Normal (Black-Scholes / GBM) 68.9% 34.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.7% 8.6% Filters for historical windows that started with volatility similar to current 20-day HV (185 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.7%
  • Recent 20-Day HV: 32.6%
  • Parkinson Intraday Volatility: 37.7%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.0%
  • Top 10% Move (90th percentile): +16.1%
  • Bottom 10% Move (10th percentile): -12.2%
  • Max Historical Gain (14d): +44.4%
  • Max Historical Loss (14d): -21.5%