Kohls (Germany) Performance
| KHP Stock | 13.88 0.40 2.80% |
The company secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kohls' returns are expected to increase less than the market. However, during the bear market, the loss of holding Kohls is expected to be smaller as well. At this point, Kohls has a negative expected return of -0.24%. Please make sure to verify Kohls' skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Kohls performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Kohls has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 2.3 B | |
| Free Cash Flow | 1.7 B |
Kohls |
Kohls Relative Risk vs. Return Landscape
If you would invest 1,693 in Kohls on August 30, 2024 and sell it today you would lose (305.00) from holding Kohls or give up 18.02% of portfolio value over 90 days. Kohls is generating negative expected returns and assumes 3.5816% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Kohls, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Kohls Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kohls' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kohls, and traders can use it to determine the average amount a Kohls' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0665
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KHP |
Estimated Market Risk
| 3.58 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Kohls is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Kohls by adding Kohls to a well-diversified portfolio.
Kohls Fundamentals Growth
Kohls Stock prices reflect investors' perceptions of the future prospects and financial health of Kohls, and Kohls fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Kohls Stock performance.
| Current Valuation | 10.44 B | |||
| Price To Book | 0.73 X | |||
| Price To Sales | 0.19 X | |||
| Revenue | 19.43 B | |||
| EBITDA | 2.32 B | |||
| Total Debt | 1.91 B | |||
| Cash Flow From Operations | 2.27 B | |||
| Total Asset | 15.05 B | |||
About Kohls Performance
Assessing Kohls' fundamental ratios provides investors with valuable insights into Kohls' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Kohls is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Kohls performance evaluation
Checking the ongoing alerts about Kohls for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kohls help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kohls generated a negative expected return over the last 90 days | |
| Kohls has high historical volatility and very poor performance |
- Analyzing Kohls' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Kohls' stock is overvalued or undervalued compared to its peers.
- Examining Kohls' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Kohls' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kohls' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kohls' stock. These opinions can provide insight into Kohls' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Kohls Stock Analysis
When running Kohls' price analysis, check to measure Kohls' 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 is operating at the current time. Most of Kohls' value examination focuses on studying past and present price action to predict the probability of Kohls' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kohls' price. Additionally, you may evaluate how the addition of Kohls to your portfolios can decrease your overall portfolio volatility.