Kohl Corp's market value is the price at which a share of Kohl Corp trades on a public exchange. It measures the collective expectations of Kohl Corp investors about its performance. Kohl Corp is selling for under 20.46 as of the 5th of January 2026; that is 0.05% up since the beginning of the trading day. The stock's lowest day price was 20.46. With this module, you can estimate the performance of a buy and hold strategy of Kohl Corp and determine expected loss or profit from investing in Kohl Corp over a given investment horizon. Check out Kohl Corp Correlation, Kohl Corp Volatility and Kohl Corp Alpha and Beta module to complement your research on Kohl Corp.
Please note, there is a significant difference between Kohl Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kohl Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kohl Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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.
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.
Kohl Corp appears to be somewhat reliable, given 3 months investment horizon. Kohl Corp has Sharpe Ratio of 0.0962, which conveys that the firm had a 0.0962 % 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 0.55% is justified by implied risk. Please exercise Kohl Corp's Mean Deviation of 3.35, downside deviation of 2.92, and Risk Adjusted Performance of 0.0684 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 7. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Kohl Corp returns are very sensitive to returns on the market. As the market goes up or down, Kohl Corp is expected to follow. Please check Kohl Corp's market risk adjusted performance, semi deviation, coefficient of variation, as well as 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
0.28
Poor predictability
Kohl Corp has poor predictability. Overlapping area represents the amount of predictability between Kohl Corp time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th 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 0.28 indicates that nearly 28.0% of current Kohl Corp price fluctuation can be explain by its past prices.
Correlation Coefficient
0.28
Spearman Rank Test
0.6
Residual Average
0.0
Price Variance
0.2
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.
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.