BK Analyst Ratings
The Bank of New York Mellon Corporation (BK) operates in the Financial Services sector, specifically the Investment - Banking & Investment Services industry, with a market capitalization near $97.40B, listed on NYSE, employing roughly 49,867 people, carrying a beta of 1.04 to the broader market. The Bank of New York Mellon Corporation provides a range of financial products and services in the United States and internationally. Led by Robin Vince, public since 1973-05-03.
Price Targets
- Average Target
- $133.50
- High
- $149.00
- Low
- $87.00
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| May 11, 2026 | JP Morgan | maintain | Overweight | Overweight |
| Apr 17, 2026 | Morgan Stanley | maintain | Equal Weight | Equal Weight |
| Apr 17, 2026 | RBC Capital | maintain | Sector Perform | Sector Perform |
| Apr 17, 2026 | Keefe, Bruyette & Woods | maintain | Outperform | Outperform |
| Apr 17, 2026 | Truist Securities | maintain | Buy | Buy |
How to Read BK Analyst Coverage
Sell-side equity analysts publish three primary outputs: ratings (Strong Buy / Buy / Hold / Sell / Strong Sell, or firm-specific equivalents), price targets, and EPS / revenue estimate revisions. Rating consensus moves slowly relative to price; it reflects 12-month directional conviction rather than near-term momentum. Price targets are more responsive but typically drift behind realized price during sharp moves. The most actionable signal for options traders is a cluster of ratings actions across multiple firms within a short window, which compresses or expands implied volatility on a horizon of days to weeks and shifts the put-call skew toward the directional consensus. The recent-actions table above shows the five most recent firm-level changes; longer histories live behind aggregator sources.
For event-driven options sizing, pair the consensus rating and target distribution with the implied-volatility surface and dealer-positioning view. Aggressive target hikes from multiple firms tend to tighten put skew (downside protection becomes relatively cheaper); aggressive cuts widen put skew. The size of the IV response in the hours after a rating change is visible on the per-ticker volatility skew page and the gamma-exposure page, both of which show how dealer hedging propagates the analyst-driven flow into the listed options chain.
Learn how analyst ratings is reported and how to read the data →