INT Analyst Ratings
World Fuel Services Corporation (INT) operates in the Energy sector, specifically the Oil & Gas Refining & Marketing industry, with a market capitalization near $1.51B, listed on NYSE, employing roughly 5,214 people, carrying a beta of 1.28 to the broader market. World Fuel Services Corporation operates as a global provider of fuel and associated products and services, catering to the aviation, marine, and land transportation industries. Led by Michael J. Kasbar, public since 1986-08-28.
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| May 18, 2022 | Stifel | upgrade | Hold | Buy |
| Jan 20, 2022 | B of A Securities | upgrade | Underperform | Buy |
| Feb 26, 2021 | Stifel | downgrade | Buy | Hold |
| Jan 19, 2021 | B of A Securities | upgrade | Underperform | Buy |
| Aug 23, 2019 | Stifel Nicolaus | maintain | Buy | Buy |
How to Read INT 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 →