Stock Price Trends

Kohls Corp (KSS)

Kohl's Corporation is a retail company in the United States. The company is headquartered in Menomonee Falls, Wisconsin.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 25.58% per annum.
  • KSS price at the close of March 31, 2025 was $8.18 and was lower than the bottom border of the primary price channel by $1.18 (12.65%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 78.29% per annum.
  • KSS price at the close of March 31, 2025 was inside the secondary price channel.

Linear Regression Model

Model equation:
Yi = α + β × Xi + εi

Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)

Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)

where:

i - observation number
Yi - natural logarithm of KSS price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e


Primary Trend

Start date: February 19, 2021
End date: March 31, 2025

a = 4.0976

b = -0.0008

s = 0.1918

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0008) – 1
= -25.58%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1918) – 1
= 115.38%

February 19, 2021 calculations

Top border of price channel:

Exp(Y223)
= Exp(a + b × X223 + 2 × s)
= Exp(a + b × 324 + 2 × s)
= Exp(4.0976 + -0.0008 × 324 + 2 × 0.1918)
= Exp(4.2190)
= $67.97

Bottom border of price channel:

Exp(Y223)
= Exp(a + b × X223 – 2 × s)
= Exp(a + b × 324 – 2 × s)
= Exp(4.0976 + -0.0008 × 324 – 2 × 0.1918)
= Exp(3.4518)
= $31.56

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(4.0976 + -0.0008 × 1,825 + 2 × 0.1918)
= Exp(3.0042)
= $20.17

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.0976 + -0.0008 × 1,825 – 2 × 0.1918)
= Exp(2.2369)
= $9.36

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 25.58% per annum.
  • KSS price at the close of March 31, 2025 was $8.18 and was lower than the bottom border of the primary price channel by $1.18 (12.65%).

Secondary Trend

Start date: September 24, 2024
End date: March 31, 2025

a = 9.8697

b = -0.0042

s = 0.0732

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0042) – 1
= -78.29%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0732) – 1
= 34.02%

September 24, 2024 calculations

Top border of price channel:

Exp(Y1,127)
= Exp(a + b × X1,127 + 2 × s)
= Exp(a + b × 1,637 + 2 × s)
= Exp(9.8697 + -0.0042 × 1,637 + 2 × 0.0732)
= Exp(3.1651)
= $23.69

Bottom border of price channel:

Exp(Y1,127)
= Exp(a + b × X1,127 – 2 × s)
= Exp(a + b × 1,637 – 2 × s)
= Exp(9.8697 + -0.0042 × 1,637 – 2 × 0.0732)
= Exp(2.8723)
= $17.68

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(9.8697 + -0.0042 × 1,825 + 2 × 0.0732)
= Exp(2.3783)
= $10.79

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(9.8697 + -0.0042 × 1,825 – 2 × 0.0732)
= Exp(2.0855)
= $8.05

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 78.29% per annum.
  • KSS price at the close of March 31, 2025 was inside the secondary price channel.