MPX Analyst Ratings
Marine Products Corporation (MPX) operates in the Consumer Cyclical sector, specifically the Auto - Recreational Vehicles industry, with a market capitalization near $280.0M, listed on NYSE, employing roughly 617 people, carrying a beta of 1.08 to the broader market. Marine Products Corporation (MPC) is a global manufacturer specializing in recreational fiberglass powerboats, catering to the sportboat, sport fishing, and jet boat sectors. Led by Ben Palmer, public since 2001-03-01.
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| Aug 12, 2024 | DA Davidson | maintain | Neutral | Neutral |
| Apr 30, 2020 | B. Riley FBR | maintain | Neutral | Neutral |
| Apr 30, 2020 | B. Riley Securities | maintain | Neutral | Neutral |
| Apr 6, 2020 | B. Riley Securities | maintain | Neutral | Neutral |
| Apr 6, 2020 | B. Riley FBR | maintain | Neutral | Neutral |
How to Read MPX 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 →