DDS Analyst Ratings
Dillard's, Inc. (DDS) operates in the Consumer Cyclical sector, specifically the Department Stores industry, with a market capitalization near $10.03B, listed on NYSE, employing roughly 29,100 people, carrying a beta of 1.19 to the broader market. Dillard's, Inc. Led by William T. Dillard, public since 1980-03-17.
Analyst Ratings
In the October 2026 monthly count, 3 analysts rated DDS: 0 Strong Buy, 0 Buy, 1 Hold, 1 Sell and 1 Strong Sell.
Twelve months earlier, in October 2025: 3 analysts, 0 Strong Buy, 0 Buy, 1 Hold, 1 Sell and 1 Strong Sell.
Price Targets
- Average Target
- $468.00
- Median Target
- $468.00
- High
- $468.00
- Low
- $468.00
- Targets Published, Last 12 Months
- 4
Recent Price Targets
The 4 most recent of 4 price targets published in the last 12 months.
| Date | Firm | Analyst | Target | Price When Posted |
|---|---|---|---|---|
| Aug 17, 2026 | UBS | Not named | $468.00 | $560.88 |
| May 6, 2026 | UBS | Not named | $465.00 | $559.12 |
| Feb 25, 2026 | Telsey Advisory | Not named | $650.00 | $606.68 |
| Nov 28, 2025 | UBS | Mauricio Serna | $460.00 | $669.49 |
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| Aug 17, 2026 | UBS | maintain | Sell | Sell |
| Aug 17, 2026 | JP Morgan | maintain | Underweight | Underweight |
| May 6, 2026 | UBS | maintain | Sell | Sell |
| Feb 25, 2026 | JP Morgan | maintain | Underweight | Underweight |
| Feb 25, 2026 | Telsey Advisory Group | maintain | Market Perform | Market Perform |
How to Read DDS 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 →