Kohls Correlations

KSS Stock

USD 17.55 0.95 5.14%

The current 90-days correlation between Kohls and The Wendys Co is 0.45 (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

Average diversification

The correlation between Kohls and DJI is 0.16 (i.e., Average 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 producer price index.

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

Moving together with Kohls Stock

0.75	GLBE	Global E Online	Pair Corr
0.74	SHPHF	Sihuan Pharmaceutical	Pair Corr
0.67	JUPGF	Jupiter Gold	Pair Corr

Moving against Kohls Stock

0.82	BKRKY	Bank Rakyat Earnings Call Tomorrow	Pair Corr
0.46	BABA	Alibaba Group Holding	Pair Corr
0.44	EC	Ecopetrol SA ADR	Pair Corr
0.35	APETF	Alpha Esports Tech	Pair Corr
0.42	RILYL	B Riley Financial	Pair Corr
0.39	TFLM	TFLM	Pair Corr

Related Correlations Analysis

	WEN	CCS	MODG	SBH	BLBD	MCRI	MBC	OI	SHCO	GT
WEN		-0.06	-0.5	-0.3	-0.22	0.04	-0.12	-0.27	0.01	-0.43	WEN
CCS	-0.06		0.46	0.8	0.18	-0.25	0.84	0.61	-0.22	0.72	CCS
MODG	-0.5	0.46		0.5	0.12	-0.09	0.69	0.82	0.0	0.84	MODG
SBH	-0.3	0.8	0.5		0.32	0.03	0.68	0.55	-0.14	0.71	SBH
BLBD	-0.22	0.18	0.12	0.32		0.41	0.09	-0.07	0.06	0.11	BLBD
MCRI	0.04	-0.25	-0.09	0.03	0.41		-0.3	-0.02	0.35	-0.07	MCRI
MBC	-0.12	0.84	0.69	0.68	0.09	-0.3		0.77	-0.22	0.83	MBC
OI	-0.27	0.61	0.82	0.55	-0.07	-0.02	0.77		-0.1	0.91	OI
SHCO	0.01	-0.22	0.0	-0.14	0.06	0.35	-0.22	-0.1		-0.21	SHCO
GT	-0.43	0.72	0.84	0.71	0.11	-0.07	0.83	0.91	-0.21		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	+ 0.91	OI
MBC	+ 0.84	CCS
GT	+ 0.84	MODG
GT	+ 0.83	MBC
OI	+ 0.82	MODG
SBH	+ 0.8	CCS

High negative correlations

MODG	- 0.5	WEN
GT	- 0.43	WEN
MBC	- 0.3	MCRI
SBH	- 0.3	WEN
OI	- 0.27	WEN
MCRI	- 0.25	CCS

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	1.81	(0.25)	0.00	(0.14)	0.00	0.00	3.79	(4.04)	11.11
CCS	1.90	0.14	0.09	0.18	1.77	(2.35)	6.80	(3.24)	15.56
MODG	2.71	0.83	0.24	(19.17)	2.56	(3.19)	8.81	(3.96)	23.39
SBH	1.97	0.24	0.08	0.42	2.42	(2.01)	4.70	(3.93)	11.38
BLBD	1.62	0.17	0.05	0.50	2.22	(1.70)	2.70	(3.24)	12.97
MCRI	0.88	0.10	0.06	0.31	0.82	(0.97)	2.07	(1.30)	4.49
MBC	2.06	(0.01)	0.01	0.08	3.03	(2.41)	5.50	(3.83)	14.41
OI	1.86	0.41	0.22	0.39	1.55	(2.08)	4.38	(2.95)	18.50
SHCO	0.60	0.05	(0.03)	(0.12)	1.62	(0.80)	1.13	(1.36)	12.23
GT	1.92	0.44	0.27	0.45	1.30	(2.49)	6.02	(2.47)	11.63

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