Kohls Stock Market Value
| KSS Stock | USD 9.58 0.05 0.52% |
| Symbol | Kohls |
Kohls 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. 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 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 (0.74) | Dividend Share 1.25 | Earnings Share 1.09 | Revenue Per Share | Quarterly Revenue Growth (0.04) |
The market value of Kohls 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' value that differs from its market value or its book value, called intrinsic value, which is Kohls' 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' market value can be influenced by many factors that don't directly affect Kohls' 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' value and its price as these two are different measures arrived at by different means. Investors typically determine if Kohls is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Kohls' 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 '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' 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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Kohls on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Kohls or generate 0.0% return on investment in Kohls over 90 days. Kohls is related to or competes with Macys, Dillards, Marks Spencer, Marks, Gap,, T.J. Maxx, and Target. Kohls Corporation operates as a retail company in the United States 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' 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.9 | |||
| Information Ratio | 0.1296 | |||
| Maximum Drawdown | 20.59 | |||
| Value At Risk | (5.86) | |||
| Potential Upside | 8.4 |
Kohls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kohls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kohls' standard deviation. In reality, there are many statistical measures that can use Kohls historical prices to predict the future Kohls' volatility.| Risk Adjusted Performance | 0.1594 | |||
| Jensen Alpha | 0.4615 | |||
| Total Risk Alpha | 0.0859 | |||
| Sortino Ratio | 0.1428 | |||
| Treynor Ratio | 0.3971 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kohls' 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 Backtested Returns
Kohls appears to be slightly risky, given 3 months investment horizon. Kohls has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Kohls' technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please exercise Kohls' Mean Deviation of 3.31, risk adjusted performance of 0.1594, and Downside Deviation of 3.9 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kohls holds a performance score of 11. The company secures a Beta (Market Risk) of 1.73, 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, Kohls will likely underperform. Please check Kohls' sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Kohls' current price movements will revert.
Auto-correlation | 0.68 |
Good predictability
Kohls has good predictability. Overlapping area represents the amount of predictability between Kohls time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 price movement. The serial correlation of 0.68 indicates that around 68.0% of current Kohls price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Kohls lagged returns against current returns
Autocorrelation, which is Kohls 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' stock 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kohls stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kohls stock over time.
Current vs Lagged Prices |
| Timeline |
Kohls Lagged Returns
When evaluating Kohls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kohls stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Kohls.
Regressed Prices |
| Timeline |
Thematic Opportunities
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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.