Finance

KRSA Move Probability $32.12 +1.27 (+4.1%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
70.5%
Stock touched +5.0% ($33.72) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
38.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.4%
$18.19 — $46.04

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%.

-52.5% to -27.8%: 33 occurrences (6.5%) -40.1% -27.8% to -3.1%: 182 occurrences (35.8%) -3.1% to +21.6%: 231 occurrences (45.5%) +21.6% to +46.2%: 30 occurrences (5.9%) 33.9% +46.2% to +70.9%: 8 occurrences (1.6%) +70.9% to +95.6%: 7 occurrences (1.4%) +95.6% to +120.2%: 6 occurrences (1.2%) 107.9% +120.2% to +144.9%: 6 occurrences (1.2%) +144.9% to +169.6%: 0 occurrences (0.0%) +169.6% to +194.2%: 2 occurrences (0.4%) 181.9% +194.2% to +218.9%: 0 occurrences (0.0%) +218.9% to +243.6%: 1 occurrences (0.2%) +243.6% to +268.2%: 0 occurrences (0.0%) 255.9% +268.2% to +292.9%: 0 occurrences (0.0%) +292.9% to +317.6%: 0 occurrences (0.0%) +317.6% to +342.3%: 2 occurrences (0.4%) 329.9%
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) 70.5% 38.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.2% Adjusts normal bell curve for real-world skewness (6.56) and kurtosis (78.7).
Standard Normal (Black-Scholes / GBM) 91.0% 45.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.2% 39.6% Filters for historical windows that started with volatility similar to current 20-day HV (273 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 184.0%
  • Recent 20-Day HV: 99.5%
  • Parkinson Intraday Volatility: 80.0%
  • Vol Trend: Compressed (-46% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +25.5%
  • Bottom 10% Move (10th percentile): -21.5%
  • Max Historical Gain (14d): +342.3%
  • Max Historical Loss (14d): -52.5%