Kohls Corp Stock Market Value
| KSS Stock | USD 16.40 0.09 0.55% |
| Symbol | Kohls |
Kohls Corp Price To Book Ratio
Is Broadline Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Kohls Corp. If investors know Kohls will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Kohls Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.135 | Dividend Share 2 | Earnings Share 2.55 | Revenue Per Share 154.968 | Quarterly Revenue Growth (0.04) |
The market value of Kohls Corp is measured differently than its book value, which is the value of Kohls that is recorded on the company's balance sheet. Investors also form their own opinion of Kohls Corp's value that differs from its market value or its book value, called intrinsic value, which is Kohls Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Kohls Corp's market value can be influenced by many factors that don't directly affect Kohls Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Kohls Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Kohls Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kohls 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.
Kohls 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 Kohls 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 Kohls Corp.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Kohls Corp on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Kohls Corp or generate 0.0% return on investment in Kohls Corp over 180 days. Kohls Corp is related to or competes with Nordstrom, Dillards, Marks Spencer, Marks, Macys, and Dillards Capital. Kohls Corporation operates as a retail company in the United States More
Kohls 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 Kohls 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 Kohls Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.55 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 4.11 |
Kohls Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kohls Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kohls Corp's standard deviation. In reality, there are many statistical measures that can use Kohls Corp historical prices to predict the future Kohls Corp's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (1.92) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kohls Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kohls Corp Backtested Returns
Kohls Corp has Sharpe Ratio of -0.0902, which conveys that the firm had a -0.0902% return per unit of risk over the last 3 months. Kohls Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kohls Corp's Standard Deviation of 2.59, risk adjusted performance of (0.06), and Mean Deviation of 2.01 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kohls Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kohls Corp is expected to be smaller as well. At this point, Kohls Corp has a negative expected return of -0.23%. Please make sure to verify Kohls Corp's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Kohls Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Kohls Corp has below average predictability. Overlapping area represents the amount of predictability between Kohls Corp time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kohls Corp price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Kohls Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
Kohls Corp lagged returns against current returns
Autocorrelation, which is Kohls 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 Kohls Corp's stock expected returns. We can calculate the autocorrelation of Kohls Corp returns to help us make a trade decision. For example, suppose you find that Kohls 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 |
Kohls 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 Kohls Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kohls Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kohls Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Kohls Corp Lagged Returns
When evaluating Kohls Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kohls Corp stock have on its future price. Kohls 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, Kohls Corp autocorrelation shows the relationship between Kohls Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Kohls Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kohls Stock Analysis
When running Kohls Corp's price analysis, check to measure Kohls 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 Kohls Corp is operating at the current time. Most of Kohls Corp's value examination focuses on studying past and present price action to predict the probability of Kohls 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 Kohls Corp's price. Additionally, you may evaluate how the addition of Kohls Corp to your portfolios can decrease your overall portfolio volatility.