Finance

KRP Move Probability $16.44 -0.08 (-0.5%)

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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Touch Probability (First Passage)
37.6%
Stock touched +5.0% ($17.26) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
18.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.0%
$15.46 — $17.42

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%.

-18.0% to -15.9%: 3 occurrences (0.6%) -16.9% -15.9% to -13.8%: 5 occurrences (1.0%) -13.8% to -11.7%: 10 occurrences (2.0%) -11.7% to -9.5%: 7 occurrences (1.4%) -10.6% -9.5% to -7.4%: 9 occurrences (1.8%) -7.4% to -5.3%: 20 occurrences (3.9%) -5.3% to -3.2%: 53 occurrences (10.4%) -4.3% -3.2% to -1.1%: 61 occurrences (12.0%) -1.1% to +1.0%: 94 occurrences (18.5%) +1.0% to +3.1%: 93 occurrences (18.3%) 2.1% +3.1% to +5.2%: 65 occurrences (12.8%) +5.2% to +7.4%: 34 occurrences (6.7%) +7.4% to +9.5%: 28 occurrences (5.5%) 8.4% +9.5% to +11.6%: 9 occurrences (1.8%) +11.6% to +13.7%: 9 occurrences (1.8%) +13.7% to +15.8%: 8 occurrences (1.6%) 14.7%
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) 37.6% 18.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.3% Adjusts normal bell curve for real-world skewness (-0.58) and kurtosis (4.43).
Standard Normal (Black-Scholes / GBM) 41.3% 20.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.9% 9.6% Filters for historical windows that started with volatility similar to current 20-day HV (301 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 25.3%
  • Recent 20-Day HV: 17.6%
  • Parkinson Intraday Volatility: 19.3%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +7.6%
  • Bottom 10% Move (10th percentile): -5.3%
  • Max Historical Gain (14d): +15.8%
  • Max Historical Loss (14d): -18.0%