NVNI Analyst Ratings

Nvni Group Limited Ordinary Shares (NVNI) operates in the Technology sector, specifically the Software - Application industry, with a market capitalization near $5.0M, listed on NASDAQ, employing roughly 477 people, carrying a beta of -0.05 to the broader market. Operating from São Paulo, Brazil, Nvni Group Limited was founded in 2019 and supplies cloud-based software-as-a-service (SaaS) solutions to other enterprises through its platform. Led by Pierre Schurmann, public since 2021-12-29.

Analyst Ratings

In the October 2026 monthly count, 1 analyst rated NVNI: 0 Strong Buy, 0 Buy, 1 Hold, 0 Sell and 0 Strong Sell.

Recent Upgrades & Downgrades

Quantitative Rating

NVNI carries a model grade of C (overall score 2 of 5), computed from six valuation and financial measures (discounted cash flow, return on equity, return on assets, debt to equity, price to earnings and price to book), each scored 1 to 5. It is not an analyst rating.

How to Read NVNI 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 →