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 72.76% per annum.
  • KSS price at the close of April 28, 2025 was $6.98 and was lower than the bottom border of the primary price channel by $1.43 (17.03%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 95.90% per annum.
  • KSS price at the close of April 28, 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: September 24, 2024
End date: March 6, 2025

a = 8.7169

b = -0.0036

s = 0.0421

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0036) – 1
= -72.76%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0421) – 1
= 18.36%

September 24, 2024 calculations

Top border of price channel:

Exp(Y1,108)
= Exp(a + b × X1,108 + 2 × s)
= Exp(a + b × 1,609 + 2 × s)
= Exp(8.7169 + -0.0036 × 1,609 + 2 × 0.0421)
= Exp(3.0679)
= $21.50

Bottom border of price channel:

Exp(Y1,108)
= Exp(a + b × X1,108 – 2 × s)
= Exp(a + b × 1,609 – 2 × s)
= Exp(8.7169 + -0.0036 × 1,609 – 2 × 0.0421)
= Exp(2.8994)
= $18.16

March 6, 2025 calculations

Top border of price channel:

Exp(Y1,219)
= Exp(a + b × X1,219 + 2 × s)
= Exp(a + b × 1,772 + 2 × s)
= Exp(8.7169 + -0.0036 × 1,772 + 2 × 0.0421)
= Exp(2.4871)
= $12.03

Bottom border of price channel:

Exp(Y1,219)
= Exp(a + b × X1,219 – 2 × s)
= Exp(a + b × 1,772 – 2 × s)
= Exp(8.7169 + -0.0036 × 1,772 – 2 × 0.0421)
= Exp(2.3186)
= $10.16

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 72.76% per annum.
  • KSS price at the close of April 28, 2025 was $6.98 and was lower than the bottom border of the primary price channel by $1.43 (17.03%).

Secondary Trend

Start date: January 22, 2025
End date: April 25, 2025

a = 17.7952

b = -0.0087

s = 0.0853

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0087) – 1
= -95.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0853) – 1
= 40.67%

January 22, 2025 calculations

Top border of price channel:

Exp(Y1,189)
= Exp(a + b × X1,189 + 2 × s)
= Exp(a + b × 1,729 + 2 × s)
= Exp(17.7952 + -0.0087 × 1,729 + 2 × 0.0853)
= Exp(2.8401)
= $17.12

Bottom border of price channel:

Exp(Y1,189)
= Exp(a + b × X1,189 – 2 × s)
= Exp(a + b × 1,729 – 2 × s)
= Exp(17.7952 + -0.0087 × 1,729 – 2 × 0.0853)
= Exp(2.4988)
= $12.17

April 25, 2025 calculations

Top border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,822 + 2 × s)
= Exp(17.7952 + -0.0087 × 1,822 + 2 × 0.0853)
= Exp(2.0265)
= $7.59

Bottom border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,822 – 2 × s)
= Exp(17.7952 + -0.0087 × 1,822 – 2 × 0.0853)
= Exp(1.6852)
= $5.39

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 95.90% per annum.
  • KSS price at the close of April 28, 2025 was inside the secondary price channel.