Kohls Corp Stock Alpha and Beta Analysis
| KSS Stock | USD 14.97 0.22 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kohls Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kohls Corp over a specified time horizon. Remember, high Kohls Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Kohls Corp's market risk premium analysis include:
Beta 0.23 | Alpha (0.35) | Risk 3.45 | Sharpe Ratio (0.11) | Expected Return (0.37) |
Kohls Corp Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Kohls |
Kohls Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kohls Corp market risk premium is the additional return an investor will receive from holding Kohls Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Kohls Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Kohls Corp's performance over market.| α | -0.35 | β | 0.23 |
Kohls Corp expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Kohls Corp's Buy-and-hold return. Our buy-and-hold chart shows how Kohls Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kohls Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Kohls Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kohls Corp shares will generate the highest return on investment. By understating and applying Kohls Corp stock market price indicators, traders can identify Kohls Corp position entry and exit signals to maximize returns.
Kohls Corp Return and Market Media
The median price of Kohls Corp for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 19.04 with a coefficient of variation of 6.96. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 18.85, and mean deviation of 0.93. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Kohls Corp dividend paid on 25th of September 2024 | 09/25/2024 |
1 | Disposition of 193 shares by Christie Raymond of Kohls Corp at 19.76 subject to Rule 16b-3 | 09/26/2024 |
2 | Acquisition by Yael Cosset of 177 shares of Kohls Corp at 0.5 subject to Rule 16b-3 | 09/27/2024 |
3 | Kohls Stock Dips 5.09 percent Amid Retail Industry Activity | 11/08/2024 |
4 | TJ Maxx parent says holiday shopping is off to a strong start, but its guidance tells another story | 11/20/2024 |
5 | Kohls Given New 18.00 Price Target at Citigroup | 11/21/2024 |
6 | Stock futures inch higher on Monday after Dow closes at another record Live updates | 11/25/2024 |
7 | Harley-Davidson, Kohls listed among companies most likely to be sold | 11/26/2024 |
8 | Kohls stock target cut, keeps hold rating amid aggressive actions | 11/27/2024 |
9 | Kohls Corporation Q3 2024 Earnings Call Transcript | 11/29/2024 |
About Kohls Corp Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Kohls or other stocks. Alpha measures the amount that position in Kohls Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2014 | 2020 | 2024 (projected) | Dividend Yield | 0.063 | 0.0758 | 0.0261 | Price To Sales Ratio | 0.34 | 0.17 | 0.43 |
Kohls Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Kohls Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kohls Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kohls Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kohls Corp. Please utilize our Beneish M Score to check the likelihood of Kohls Corp's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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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.