Finance

KWY Move Probability $9.64 -0.13 (-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)
43.9%
Stock touched +5.0% ($10.12) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
25.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.72x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.1%
$8.76 — $10.52

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%.

-19.3% to -15.3%: 4 occurrences (0.8%) -17.3% -15.3% to -11.3%: 24 occurrences (4.7%) -11.3% to -7.3%: 50 occurrences (9.8%) -7.3% to -3.4%: 95 occurrences (18.7%) -5.4% -3.4% to +0.6%: 121 occurrences (23.8%) +0.6% to +4.6%: 80 occurrences (15.7%) +4.6% to +8.6%: 53 occurrences (10.4%) 6.6% +8.6% to +12.6%: 43 occurrences (8.5%) +12.6% to +16.6%: 13 occurrences (2.6%) +16.6% to +20.6%: 5 occurrences (1.0%) 18.6% +20.6% to +24.6%: 6 occurrences (1.2%) +24.6% to +28.6%: 1 occurrences (0.2%) +28.6% to +32.6%: 5 occurrences (1.0%) 30.6% +32.6% to +36.6%: 1 occurrences (0.2%) +36.6% to +40.6%: 3 occurrences (0.6%) +40.6% to +44.6%: 4 occurrences (0.8%) 42.6%
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) 43.9% 25.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.4% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (4.98).
Standard Normal (Black-Scholes / GBM) 59.3% 29.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.1% 9.5% Filters for historical windows that started with volatility similar to current 20-day HV (63 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.7%
  • Recent 20-Day HV: 15.5%
  • Parkinson Intraday Volatility: 21.9%
  • Vol Trend: Compressed (-60% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +11.6%
  • Bottom 10% Move (10th percentile): -9.1%
  • Max Historical Gain (14d): +44.6%
  • Max Historical Loss (14d): -19.3%