PKST Analyst Ratings
Peakstone Realty Trust (PKST) operates in the Real Estate sector, specifically the REIT - Diversified industry, with a market capitalization near $780.6M, listed on NYSE, employing roughly 38 people, carrying a beta of 1.35 to the broader market. Peakstone Realty Trust is a self-managed real estate investment trust that currently holds and operates a superior collection of predominantly single-tenant industrial and office properties throughout the United States. Led by Michael J. Escalante, public since 2023-04-14.
Price Targets
- Average Target
- $21.00
- High
- $21.00
- Low
- $21.00
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| Feb 4, 2026 | Truist Securities | downgrade | Buy | Hold |
| Feb 3, 2026 | UBS | downgrade | Buy | Neutral |
| Sep 3, 2025 | Truist Securities | upgrade | Hold | Buy |
| Aug 15, 2025 | UBS | maintain | Buy | Buy |
| Jun 3, 2025 | Truist Securities | maintain | Hold | Hold |
How to Read PKST 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 →