KOHLS P 555 Market Value
| 500255AV6 | 67.57 0.66 0.99% |
| Symbol | KOHLS |
KOHLS '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's bond 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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in KOHLS on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding KOHLS P 555 or generate 0.0% return on investment in KOHLS over 30 days. KOHLS is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
KOHLS 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's bond 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 P 555 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 23.9 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.51 |
KOHLS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KOHLS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KOHLS's standard deviation. In reality, there are many statistical measures that can use KOHLS historical prices to predict the future KOHLS's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 0.128 |
KOHLS P 555 Backtested Returns
KOHLS P 555 has Sharpe Ratio of -0.0671, which conveys that the entity had a -0.0671% return per unit of risk over the last 3 months. KOHLS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KOHLS's mean deviation of 1.41, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KOHLS are expected to decrease at a much lower rate. During the bear market, KOHLS is likely to outperform the market.
Auto-correlation | -0.27 |
Weak reverse predictability
KOHLS P 555 has weak reverse predictability. Overlapping area represents the amount of predictability between KOHLS time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 P 555 price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current KOHLS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
KOHLS P 555 lagged returns against current returns
Autocorrelation, which is KOHLS bond'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's bond expected returns. We can calculate the autocorrelation of KOHLS returns to help us make a trade decision. For example, suppose you find that KOHLS has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KOHLS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KOHLS bond over time.
Current vs Lagged Prices |
| Timeline |
KOHLS Lagged Returns
When evaluating KOHLS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KOHLS bond have on its future price. KOHLS 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 autocorrelation shows the relationship between KOHLS bond current value and its past values and can show if there is a momentum factor associated with investing in KOHLS P 555.
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.Other Information on Investing in KOHLS Bond
KOHLS financial ratios help investors to determine whether KOHLS Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KOHLS with respect to the benefits of owning KOHLS security.