Finance

KYIV Move Probability $13.86 +1.17 (+9.3%)

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)
58.2%
Stock touched +5.0% ($14.55) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.3%
$12.29 — $15.43

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 452 historical windows (2024-12-11 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-28.6% to -24.0%: 1 occurrences (0.2%) -26.3% -24.0% to -19.4%: 2 occurrences (0.4%) -19.4% to -14.8%: 11 occurrences (2.4%) -14.8% to -10.2%: 46 occurrences (10.2%) -12.5% -10.2% to -5.6%: 59 occurrences (13.1%) -5.6% to -1.0%: 77 occurrences (17.0%) -1.0% to +3.6%: 95 occurrences (21.0%) 1.3% +3.6% to +8.2%: 57 occurrences (12.6%) +8.2% to +12.8%: 47 occurrences (10.4%) +12.8% to +17.4%: 33 occurrences (7.3%) 15.1% +17.4% to +22.0%: 11 occurrences (2.4%) +22.0% to +26.6%: 5 occurrences (1.1%) +26.6% to +31.2%: 7 occurrences (1.5%) 28.9% +31.2% to +35.8%: 0 occurrences (0.0%) +35.8% to +40.4%: 0 occurrences (0.0%) +40.4% to +45.0%: 1 occurrences (0.2%) 42.7%
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) 58.2% 33.0% Model-free reality across 452 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.8% Adjusts normal bell curve for real-world skewness (0.12) and kurtosis (4.03).
Standard Normal (Black-Scholes / GBM) 66.7% 33.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.9% 26.5% Filters for historical windows that started with volatility similar to current 20-day HV (226 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 48.0%
  • Recent 20-Day HV: 39.2%
  • Parkinson Intraday Volatility: 38.6%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +13.9%
  • Bottom 10% Move (10th percentile): -10.9%
  • Max Historical Gain (14d): +45.0%
  • Max Historical Loss (14d): -28.6%