Kohls Correlations

KSS Stock

USD 18.62 0.64 3.32%

The current 90-days correlation between Kohls and The Wendys Co is 0.43 (i.e., Very weak diversification). The correlation of Kohls is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Kohls Correlation With Market

Very weak diversification

The correlation between Kohls and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kohls and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Kohls Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Kohls. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

For more information on how to buy Kohls Stock please use our How to Invest in Kohls guide.

Moving together with Kohls Stock

0.91	M	Macys Inc	Pair Corr
0.82	DIBS	1StdibsCom	Pair Corr
0.84	DDS	Dillards	Pair Corr
0.86	GLBE	Global E Online	Pair Corr
0.64	JMIA	Jumia Technologies	Pair Corr
0.75	GOOG	Alphabet Class C	Pair Corr
0.78	BMYMP	Bristol Myers Squibb	Pair Corr

Moving against Kohls Stock

0.65	PDD	PDD Holdings	Pair Corr
0.62	JD	JD Inc Adr	Pair Corr
0.62	YJ	Yunji Inc	Pair Corr
0.62	JFBR	Jeffs Brands Buyout Trend	Pair Corr
0.58	GRPN	Groupon	Pair Corr
0.57	ETSY	Etsy Inc	Pair Corr
0.53	BQ	Boqii Holding Limited	Pair Corr
0.5	LITB	LightInTheBox Holding	Pair Corr
0.44	JFBRW	Jeffs Brands	Pair Corr
0.32	SVV	Savers Value Village	Pair Corr
0.8	TBHC	Brand House Symbol Change	Pair Corr
0.72	MNSO	Miniso Group Holding	Pair Corr
0.7	BZUN	Baozun Inc	Pair Corr
0.63	CPNG	Coupang LLC	Pair Corr
0.6	OLLI	Ollies Bargain Outlet	Pair Corr
0.6	MSFT	Microsoft	Pair Corr
0.57	BABA	Alibaba Group Holding Aggressive Push	Pair Corr
0.44	MOGU	MOGU Inc	Pair Corr
0.42	NVDA	NVIDIA	Pair Corr
0.38	BAESF	BAE Systems PLC	Pair Corr
0.37	MELI	MercadoLibre	Pair Corr

Related Correlations Analysis

	WEN	CCS	MODG	SBH	BLBD	MCRI	MBC	OI	SHCO	GT
WEN		0.21	-0.32	-0.04	0.44	-0.25	0.59	-0.31	-0.01	-0.43	WEN
CCS	0.21		0.59	0.73	-0.07	-0.12	0.47	0.38	-0.51	0.41	CCS
MODG	-0.32	0.59		0.53	-0.61	0.18	-0.05	0.83	-0.44	0.86	MODG
SBH	-0.04	0.73	0.53		0.09	0.2	0.3	0.3	-0.31	0.4	SBH
BLBD	0.44	-0.07	-0.61	0.09		0.08	0.33	-0.63	0.26	-0.66	BLBD
MCRI	-0.25	-0.12	0.18	0.2	0.08		-0.39	0.42	0.27	0.43	MCRI
MBC	0.59	0.47	-0.05	0.3	0.33	-0.39		-0.16	-0.14	-0.26	MBC
OI	-0.31	0.38	0.83	0.3	-0.63	0.42	-0.16		-0.29	0.94	OI
SHCO	-0.01	-0.51	-0.44	-0.31	0.26	0.27	-0.14	-0.29		-0.26	SHCO
GT	-0.43	0.41	0.86	0.4	-0.66	0.43	-0.26	0.94	-0.26		GT
	WEN	CCS	MODG	SBH	BLBD	MCRI	MBC	OI	SHCO	GT

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

GT	+ 0.94	OI
GT	+ 0.86	MODG
OI	+ 0.83	MODG
SBH	+ 0.73	CCS
MBC	+ 0.59	WEN
MODG	+ 0.59	CCS

High negative correlations

GT	- 0.66	BLBD
OI	- 0.63	BLBD
BLBD	- 0.61	MODG
SHCO	- 0.51	CCS
SHCO	- 0.44	MODG
GT	- 0.43	WEN

Risk-Adjusted Indicators

There is a big difference between Kohls Stock performing well and Kohls Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Kohls' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WEN	1.80	(0.18)	0.00	(0.05)	0.00	0.00	4.56	(3.13)	11.11
CCS	1.87	0.06	0.06	0.13	1.75	(2.41)	6.84	(3.24)	13.15
MODG	2.71	0.71	0.24	0.63	2.56	(3.19)	8.81	(3.96)	23.39
SBH	1.94	(0.11)	(0.03)	0.01	2.75	(1.80)	4.28	(4.37)	11.38
BLBD	1.53	(0.26)	0.00	(0.28)	0.00	0.00	2.18	(3.51)	12.97
MCRI	0.89	(0.15)	0.00	(0.17)	0.00	0.00	1.64	(2.00)	6.16
MBC	1.77	(0.12)	(0.03)	0.01	2.82	(2.10)	5.50	(2.94)	15.86
OI	1.85	0.35	0.17	0.42	1.66	(2.05)	4.16	(2.95)	18.50
SHCO	0.58	0.01	(0.03)	0.16	1.67	(0.70)	1.13	(1.36)	10.74
GT	1.85	0.38	0.22	0.41	1.35	(2.30)	6.02	(2.47)	11.63

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