Finance

KVUE Move Probability $19.05 -0.25 (-1.3%)

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)
34.8%
Stock touched +5.0% ($20.00) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
18.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$17.76 — $20.33

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%.

-18.3% to -16.0%: 3 occurrences (0.6%) -17.2% -16.0% to -13.8%: 7 occurrences (1.4%) -13.8% to -11.5%: 14 occurrences (2.8%) -11.5% to -9.2%: 17 occurrences (3.3%) -10.3% -9.2% to -6.9%: 26 occurrences (5.1%) -6.9% to -4.7%: 35 occurrences (6.9%) -4.7% to -2.4%: 57 occurrences (11.2%) -3.5% -2.4% to -0.1%: 89 occurrences (17.5%) -0.1% to +2.2%: 92 occurrences (18.1%) +2.2% to +4.5%: 62 occurrences (12.2%) 3.3% +4.5% to +6.7%: 46 occurrences (9.1%) +6.7% to +9.0%: 28 occurrences (5.5%) +9.0% to +11.3%: 14 occurrences (2.8%) 10.2% +11.3% to +13.6%: 11 occurrences (2.2%) +13.6% to +15.9%: 4 occurrences (0.8%) +15.9% to +18.1%: 3 occurrences (0.6%) 17.0%
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) 34.8% 18.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.8% Adjusts normal bell curve for real-world skewness (-0.74) and kurtosis (12.85).
Standard Normal (Black-Scholes / GBM) 47.1% 23.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 29.4% 17.4% Filters for historical windows that started with volatility similar to current 20-day HV (367 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.7%
  • Recent 20-Day HV: 21.5%
  • Parkinson Intraday Volatility: 25.1%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +7.3%
  • Bottom 10% Move (10th percentile): -7.8%
  • Max Historical Gain (14d): +18.1%
  • Max Historical Loss (14d): -18.3%