Kohl Corp (UK) Market Value
| 0JRL Stock | 21.77 0.09 0.41% |
| Symbol | Kohl |
Kohl Corp 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Kohl Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Kohl Corp.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Kohl Corp on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Kohl Corp or generate 0.0% return on investment in Kohl Corp over 30 days. Kohl Corp is related to or competes with Datadog, Silver Bullet, Investment, Ion Beam, Teradata Corp, Fidelity National, and Liontrust Asset. More
Kohl Corp Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Kohl Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Kohl Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.1119 | |||
| Maximum Drawdown | 39.13 | |||
| Value At Risk | (4.85) | |||
| Potential Upside | 9.11 |
Kohl Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kohl Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kohl Corp's standard deviation. In reality, there are many statistical measures that can use Kohl Corp historical prices to predict the future Kohl Corp's volatility.| Risk Adjusted Performance | 0.1043 | |||
| Jensen Alpha | 0.4305 | |||
| Total Risk Alpha | 0.0766 | |||
| Sortino Ratio | 0.2276 | |||
| Treynor Ratio | 0.2109 |
Kohl Corp Backtested Returns
Kohl Corp appears to be somewhat reliable, given 3 months investment horizon. Kohl Corp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Kohl Corp's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Kohl Corp's Mean Deviation of 3.35, downside deviation of 2.78, and Risk Adjusted Performance of 0.1043 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kohl Corp holds a performance score of 10. The company secures a Beta (Market Risk) of 3.4, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Kohl Corp will likely underperform. Please check Kohl Corp's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Kohl Corp's current price movements will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Kohl Corp has good reverse predictability. Overlapping area represents the amount of predictability between Kohl Corp time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kohl Corp price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Kohl Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Kohl Corp lagged returns against current returns
Autocorrelation, which is Kohl Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Kohl Corp's stock expected returns. We can calculate the autocorrelation of Kohl Corp returns to help us make a trade decision. For example, suppose you find that Kohl Corp has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Kohl Corp regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Kohl Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kohl Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kohl Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Kohl Corp Lagged Returns
When evaluating Kohl Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kohl Corp stock have on its future price. Kohl Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Kohl Corp autocorrelation shows the relationship between Kohl Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Kohl Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Kohl Stock Analysis
When running Kohl Corp's price analysis, check to measure Kohl Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kohl Corp is operating at the current time. Most of Kohl Corp's value examination focuses on studying past and present price action to predict the probability of Kohl Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kohl Corp's price. Additionally, you may evaluate how the addition of Kohl Corp to your portfolios can decrease your overall portfolio volatility.