Kohl's Corporation

KSSConsumer Cyclical · as-of 2026-07-24 · vintage 2026-07-24GATED: ASSETS_BELOW_TOTAL_DEBTMODEL_NOT_APPLICABLE
Weak driftDefective driftAssets below total debt
Result — RiskScore first, letter last (a derived conversion)
RiskScore (Eq. 5/12, drift-free) 44.033
Universe rank (safest = 1) —
σ_A (annualized) 29.41%
Asset value A $5.2B
η_A (drift) 0.80% (t = -0.20)
Distance to Default 1.39
EDF Φ(−DD) 8.2676%
PIT PD (1y) —
TTC PD —
S&P letter (interval) — Not applicable
Inputs & provenance
Statement used 2026-04-30
Short-term debt field Current Debt And Capital Lease Obligation
Long-term debt field Long Term Debt And Capital Lease Obligation
Shares method market_cap_over_price
Data retrieved 2026-07-26T08:18:16Z
Producing commit 73aed8a
EM-implied asset value (345 pts, downsampled)
No PD chain for this company (defective drift regime).