TAK Analyst Ratings
Takeda Pharmaceutical Company Limited (TAK) operates in the Healthcare sector, specifically the Drug Manufacturers - Specialty & Generic industry, with a market capitalization near $58.93B, listed on NYSE, employing roughly 47,029 people, carrying a beta of 0.09 to the broader market. Takeda Pharmaceutical Company Limited is a prominent global biopharmaceutical entity dedicated to the discovery, development, manufacturing, commercialization, and out-licensing of pharmaceutical products. Led by Julie So-Young Kim, public since 2010-01-05.
Analyst Ratings
In the October 2026 monthly count, 3 analysts rated TAK: 0 Strong Buy, 3 Buy, 0 Hold, 0 Sell and 0 Strong Sell.
Twelve months earlier, in October 2025: 3 analysts, 0 Strong Buy, 3 Buy, 0 Hold, 0 Sell and 0 Strong Sell.
Recent Upgrades & Downgrades
| Date | Firm | Action | From | To |
|---|---|---|---|---|
| May 16, 2023 | TD Cowen | maintain | Outperform | Outperform |
| Apr 4, 2023 | TD Cowen | maintain | Outperform | Outperform |
| Mar 16, 2023 | B of A Securities | upgrade | Neutral | Buy |
| Jul 19, 2022 | Cowen & Co. | upgrade | Market Perform | Outperform |
| Oct 7, 2021 | Morgan Stanley | downgrade | Overweight | Equal Weight |
Quantitative Rating
TAK carries a model grade of B (overall score 3 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 TAK 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 →
Frequently asked TAK analyst ratings questions
- What is the TAK consensus price target?
- Consensus price target is not currently available for TAK.
- What is the analyst rating consensus on TAK?
- In the October 2026 monthly count, 3 analysts rated TAK, and the distribution tilts to the Buy side: 0 Strong Buy, 3 Buy, 0 Hold, 0 Sell and 0 Strong Sell. Rating consensus moves slowly relative to price; it reflects sell-side conviction over a 12-month horizon rather than near-term momentum.
- What recent ratings actions has TAK seen?
- The five most recent ratings actions on TAK appear on the page above. Sell-side rating changes are watched for two reasons: an upgrade or downgrade with a meaningful target revision moves the consensus and can trigger short-term positioning shifts, and the firm-level rating cluster (multiple firms moving in the same direction within a short window) is a clearer signal than any single action. Options markets often price the implied-vol response within minutes of the announcement.
- How do analyst targets affect TAK options pricing?
- Analyst target revisions tend to be priced in by the lit options market within minutes of publication, but persistent target drift over weeks does correlate with implied-volatility movement. Aggressive target hikes from multiple firms inside a single quarter tighten put skew (downside protection becomes cheaper relative to upside speculation); aggressive cuts widen put skew. The most actionable read is the implied-vol response in the hours after a target change, which is visible on the per-ticker volatility skew page.