Finance

KVHI Move Probability $6.54 +0.19 (+3.0%)

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)
56.9%
Stock touched +5.0% ($6.87) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
29.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.5%
$5.79 — $7.29

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%.

-29.9% to -24.7%: 6 occurrences (1.2%) -27.3% -24.7% to -19.5%: 6 occurrences (1.2%) -19.5% to -14.3%: 18 occurrences (3.5%) -14.3% to -9.0%: 35 occurrences (6.9%) -11.7% -9.0% to -3.8%: 79 occurrences (15.6%) -3.8% to +1.4%: 136 occurrences (26.8%) +1.4% to +6.6%: 107 occurrences (21.1%) 4.0% +6.6% to +11.8%: 52 occurrences (10.2%) +11.8% to +17.1%: 33 occurrences (6.5%) +17.1% to +22.3%: 16 occurrences (3.1%) 19.7% +22.3% to +27.5%: 5 occurrences (1.0%) +27.5% to +32.7%: 7 occurrences (1.4%) +32.7% to +38.0%: 3 occurrences (0.6%) 35.4% +38.0% to +43.2%: 1 occurrences (0.2%) +43.2% to +48.4%: 1 occurrences (0.2%) +48.4% to +53.6%: 3 occurrences (0.6%) 51.0%
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) 56.9% 29.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (0.07) and kurtosis (4.54).
Standard Normal (Black-Scholes / GBM) 67.0% 33.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.2% 33.8% Filters for historical windows that started with volatility similar to current 20-day HV (272 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 48.7%
  • Recent 20-Day HV: 39.9%
  • Parkinson Intraday Volatility: 32.0%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +53.6%
  • Max Historical Loss (14d): -29.9%