HONIV Analyst Ratings
Honeywell International Inc. Common Stock Ex Distribution When Issued (HONIV) operates in the Industrials sector, specifically the Conglomerates industry, with a market capitalization near $81.11B, listed on NASDAQ, employing roughly 101,000 people, carrying a beta of 0.93 to the broader market. This HONIV security is an "ex-distribution / when-issued" instrument, created in anticipation of Honeywell's separation of its Advanced Materials division. Led by Vimal M. Kapur, public since 2025-10-20.
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| Jul 7, 2026 | JP Morgan | maintain | Overweight | Overweight |
| Jul 1, 2026 | Citigroup | maintain | Buy | Buy |
| Jun 30, 2026 | Deutsche Bank | maintain | Buy | Buy |
| Jun 30, 2026 | Daiwa Capital | upgrade | Neutral | Outperform |
| Jun 29, 2026 | Morgan Stanley | maintain | Equal Weight | Equal Weight |
How to Read HONIV 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 →