Volatility Analysis

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Volatility: 
Days Factor: 
19.72 0.26(1.34%)09/13/2024
Kohl`s Corp. (KSS)
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  • For the given dates, KSS current volatility is at 38.72%.
  • The 1-Month historical standard deviation is at 0.42.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.33
    20 Days0.41
    1 Month0.42
    3 Months 1.35
    100 Days 1.39
    6 Months 2.52
    9 Months 2.97
    Year-to-date2.86
    1 Year2.99
    3 Years10.27
    5 Years11.62
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202423.61-33.4950.01-12.30203.34-63.22-17.48-25.9525.65   -63.22203.3416.69
    2023         -35.01111.66-35.58-35.58111.6613.69
    Summary
    Avg Returns (%)23.61-33.4950.01-12.30203.34-63.22-17.48-25.9525.65-35.01111.66-35.58-63.22203.3415.94
    Max Pos Return (%)23.61-33.4950.01-12.30203.34-63.22-17.48-25.9525.65-35.01111.66-35.58-63.22203.3415.94
    Max Neg Return (%)23.61-33.4950.01-12.30203.34-63.22-17.48-25.9525.65-35.01111.66-35.58-63.22203.3415.94
    Pos Occurences (%)1000100010000010001000010042
    Neg Occurences (%)01000100010010010001000100010058