Kohls Correlations

KSS Stock

USD 8.67 0.19 2.24%

The current 90-days correlation between Kohls and KeyCorp is 0.28 (i.e., Modest diversification). The correlation of Kohls is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Kohls Correlation With Market

Very weak diversification

The correlation between Kohls and DJI is 0.54 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kohls and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Kohls Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Kohls. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

For more information on how to buy Kohls Stock please use our How to Invest in Kohls guide.

Moving together with Kohls Stock

0.64	WEYS	Weyco Group	Pair Corr
0.79	ABG	Asbury Automotive	Pair Corr
0.89	ASO	Academy Sports Outdoors	Pair Corr
0.79	BBY	Best Buy	Pair Corr
0.74	EYE	National Vision Holdings	Pair Corr
0.72	GPC	Genuine Parts	Pair Corr
0.8	LAD	Lithia Motors	Pair Corr
0.64	PETS	PetMed Express	Pair Corr
0.7	CPNG	Coupang LLC	Pair Corr
0.69	F	Ford Motor	Pair Corr
0.95	BC	Brunswick	Pair Corr
0.62	BH	Biglari Holdings	Pair Corr
0.74	LI	Li Auto	Pair Corr
0.75	VC	Visteon Corp	Pair Corr
0.72	DOOO	BRP Inc	Pair Corr
0.71	WING	Wingstop	Pair Corr
0.84	EWCZ	European Wax Center	Pair Corr

Moving against Kohls Stock

0.46	RAY	Raytech Holding	Pair Corr
0.55	JFBR	Jeffs Brands	Pair Corr
0.37	SG	Sweetgreen Buyout Trend	Pair Corr

Related Correlations Analysis

	GHIFF	SOHU	MMTRS	BYD	KEY-PI	IREN	PRK	MYPS
GHIFF		0.44	0.27	0.67	0.25	0.82	0.56	0.25	GHIFF
SOHU	0.44		0.62	0.26	0.26	0.36	0.31	0.01	SOHU
MMTRS	0.27	0.62		-0.07	-0.26	0.17	-0.15	-0.28	MMTRS
BYD	0.67	0.26	-0.07		0.68	0.86	0.92	0.63	BYD
KEY-PI	0.25	0.26	-0.26	0.68		0.43	0.7	0.51	KEY-PI
IREN	0.82	0.36	0.17	0.86	0.43		0.74	0.39	IREN
PRK	0.56	0.31	-0.15	0.92	0.7	0.74		0.73	PRK
MYPS	0.25	0.01	-0.28	0.63	0.51	0.39	0.73		MYPS
	GHIFF	SOHU	MMTRS	BYD	KEY-PI	IREN	PRK	MYPS

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

PRK	+ 0.92	BYD
IREN	+ 0.86	BYD
IREN	+ 0.82	GHIFF
PRK	+ 0.74	IREN
MYPS	+ 0.73	PRK
PRK	+ 0.7	KEY-PI

High negative correlations

MYPS	- 0.28	MMTRS
KEY-PI	- 0.26	MMTRS
PRK	- 0.15	MMTRS
BYD	- 0.07	MMTRS

Risk-Adjusted Indicators

There is a big difference between Kohls Stock performing well and Kohls Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Kohls' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GHIFF	0.84	0.24	0.00	4.37	0.00	0.00	2.41	0.00	13.32
SOHU	2.66	0.01	(0.01)	1.10	4.06	(2.53)	5.31	(7.92)	16.05
MMTRS	1.12	(0.13)	0.00	(0.37)	0.00	0.00	4.17	(4.00)	9.75
BYD	1.39	0.15	0.09	0.20	1.62	(1.56)	3.22	(2.50)	15.91
KEY-PI	0.49	(0.02)	(0.09)	(0.05)	0.66	(0.52)	0.97	(1.09)	3.30
IREN	3.90	1.19	0.26	0.79	3.96	(4.33)	9.03	(6.06)	19.68
PRK	1.33	0.08	0.03	0.15	1.97	(1.43)	2.89	(3.34)	15.16
MYPS	3.06	(0.09)	0.00	(0.13)	0.00	0.00	7.20	(5.77)	21.32

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