analyst-ratings-tracker

Track Wall Street analyst ratings and price targets: who covers a stock and where each firm stands, upgrades and downgrades by ticker and market-wide, one analyst's profile and call history, the Street versus crowd comparison against SentiSense sentiment, and which firms moved after an earnings print. Use for analyst ratings API, price target consensus, analyst upgrades today, who covers a stock, analyst coverage, rating changes after earnings, analyst price targets by firm. Read-only. No trading, no purchases, no write operations, no wallet access.

Analyst Ratings Tracker (SentiSense)

Track what Wall Street research desks say about a stock and how that compares with what the market feels. This skill reads analyst coverage, price targets, rating changes and per-analyst call history for about a thousand US names through the read-only SentiSense API, and pairs it with the SentiSense Score and Sentiment for the same ticker: who covers a stock and where each firm stands today, what changed this week on one name or across the market, one analyst's profile and record of calls, the Street versus crowd comparison, and which firms moved in the sessions after an earnings print.

Read-only educational data interface. Output is informational context, never a personalized buy or sell recommendation.

When to Use

Reach for this skill when the question is about analysts:

• "Who covers $NVDA and what do they say?" or "what is the price target on this stock?"
• "Any upgrades or downgrades today?" (market-wide rating changes, reiterations filtered out)
• "What has this analyst said before?" (profile and call history by name or slug)
• "Do analysts and the market agree on this name?" (Street versus crowd)
• "Which firms moved after the earnings print?" (post-earnings analyst reaction)
• As one leg of a convergence check with insider-trading-tracker, institutional-13f-tracker and stock-sentiment on the same ticker.

Do not use it for order entry, portfolio management, or personalized advice. It has no write, trading, or wallet surface; every endpoint is a GET.

What this data actually is (read before interpreting)

• Coverage is by firm; ratings are the firm's, not the named analyst's. A coverage row is one research desk with its latest price-target note and its latest rating action. The analysts[] on the row are the people the publisher named on that desk's notes. More than half of notes arrive with no byline; the response says so in attributionNote and the counts are attributedNoteCount and unattributedNoteCount.
• Ratings and price targets are two feeds, and they do not move together. A firm can rate a stock for months without publishing a target, or the reverse. firmCount is every firm in the window; ratingOnlyFirmCount is how many of them are there on a rating action alone. A row with firmRating set and noteCount zero is an ordinary row.
• ratingBuckets is the whole book, counted server-side. { buy, hold, sell, unrated, total } groups every covering firm by the tier of its current rating (Buy, Overweight, Outperform and their kin are Buy; Hold, Neutral, Equal-Weight, Market Perform are Hold), counted before the free-tier preview truncates the firm list, so a free key reads the same counts as a paid key. unrated is target-only desks. The four sum to total.
• Consensus counts are a different population. /consensus carries the vendor's survey (strongBuy through strongSell, PRO only, and they arrive as 0 on a free key, not null). Never mix them with ratingBuckets in one bar; pick one source per number.
• Consensus counts are a survey panel, not a tally of the actions feed. The strongBuy to strongSell counts are broker recommendations currently in effect, revised in batches through the month as brokers submit, most of which never become a published note. They can move on any sweep with no matching row on /actions or /activity. Never explain a count move by hunting for an action, and never say "no analyst moved" because the counts are flat. The actions feed is the event record (each row has the note's actionDate); the counts are a snapshot of the panel when the sweep ran. An all-zero distribution next to a populated recommendationMean is a fetch gap, not a panel of no analysts.
• Grades come back in one spelling per rating. Equal-Weight, In-Line, Market Perform, never their variants. A firm's own scale word is kept (Outperform stays Outperform), so group by tier, not by string equality, when you want "how many say Buy".
• An initiation never carries a prior grade. actionType: INITIATE always has fromGrade: null. Render it as "initiated at Buy", never as a change. Directional actions are reconciled against their grades at ingest, so actionType and the grade pair agree.
• Most of the market-wide feed is reiterations. About four rows in five on /activity are REITERATE; ask for actionTypes=UPGRADE,DOWNGRADE,INITIATE unless you want them.
• The SentiSense Score is a nowcast. It reads today's news and social tone, weighted by how actively the stock is discussed, centered on zero with strong readings beyond +/-23. It describes today and says nothing about tomorrow. sentiment is polarity from -1 to +1.
• Freshness: analyst data refreshes in one sweep over the whole universe about once a day, and the hour it lands drifts (measured completions from 8:49am to 5:33pm ET). Read updatedAt on consensus rather than assuming a schedule. A rating change can be up to a day old before it appears.

Prerequisites

• A free SENTISENSE_API_KEY. Get one at https://app.sentisense.ai/get-api-key. Send it on every REST call as the X-SentiSense-API-Key header (curl -H "X-SentiSense-API-Key: $SENTISENSE_API_KEY" ...); the CLI reads SENTISENSE_API_KEY from the environment. A call without it: a request without a valid key gets at most a shaped crawler-facing preview slice, never the dataset, and that fallback is not a contract you can build on.
• Any HTTP client, or no install at all via the official CLI (npx -y sentisense@0.52.0). Plain curl works, or Python 3.8+ using only the standard library.
• Network access to https://app.sentisense.ai.
• Read-only scope. Every endpoint here is a GET. Nothing this skill does can place a trade, move money, or modify account state.

Tier	Quota	Rate	Analyst data
Free	1,000 requests/month	30 requests/min	coverage: 5 firms plus whole-book counts; actions: 3 rows; activity: first 50 rows; calls: first 25; profile: 5 tickers
PRO ($15/mo)	Unlimited	300 requests/min	full books and full history

The free tier exercises every workflow below; preview-gated endpoints return a truncated but real slice on a free key, and the response-level counts are never truncated.

How to Run

Identify your client. Send a User-Agent naming your agent runtime and this skill, for example OpenClaw/1.4 (analyst-ratings-tracker) or ClaudeCode/2.1 (analyst-ratings-tracker). Substitute your own runtime and version if neither matches. You can also volunteer what your agent is called by adding an agent/<your-agent-name> token inside the same parentheses, as in OpenClaw/1.4 (analyst-ratings-tracker; agent/research-desk). All of it is optional, and it is what tells us this skill has real integrations behind it, so it gets prioritized and you get notice before it changes. Using the CLI instead? Set SENTISENSE_SKILL=analyst-ratings-tracker and it stamps the same identity for you.

For the consensus and the recent rating changes on one stock, one CLI command answers with no HTTP call to compose:

bash

npx -y sentisense@0.52.0 analysts NVDA --coverage      # who covers it: whole-book buckets, then one row per firm
npx -y sentisense@0.52.0 analysts NVDA --days 30       # consensus band plus the last 30 days of rating changes
npx -y sentisense@0.52.0 analyst quinn-bolton --calls  # one analyst's firms, coverage book and call history
npx -y sentisense@0.52.0 search Tesla --type company   # a company name to its symbol (TSLA)
npx -y sentisense@0.52.0 analysts NVDA --coverage --json

Plain output in a terminal, exact API JSON with --json (envelope included). Auth: SENTISENSE_API_KEY in the environment, or store it once with npx -y sentisense@0.52.0 auth "$SENTISENSE_API_KEY" (saved to ~/.config/sentisense/, file mode 600, local to your machine, removable with auth --remove). The version is pinned deliberately: a pinned version runs reviewed, immutable code.

Coverage, people and the market-wide feed are plain REST. Every /api/v1/analyst/... endpoint returns the wrapped envelope { isPreview, previewReason, data }; read .data, and when isPreview is true say so ("showing the free preview slice"). The two crowd-metric series under /api/v2/metrics/... are the exception: a bare JSON array of points with no envelope, so read them directly. A rate-limited call returns 429 with a Retry-After header; back off for the indicated seconds.

Endpoints

• GET /api/v1/analyst/{ticker}/coverage : who covers the stock, by firm, most recently active first. Query lookbackDays (default 365, up to 1825). Response level, all under data alongside ticker, windowDays and asOf: firmCount, ratingOnlyFirmCount, namedAnalystCount, noteCount, attributedNoteCount, unattributedNoteCount, attributionNote, ratingBuckets. The firm rows are nested at data.coverage, not at data directly, so unwrapping the envelope is only half the read. Each row: firm, analysts[] (slug, name, noteCount, latestPriceTarget), noteCount, latestNote (publishedDate, priceTarget, priceWhenPosted, newsPublisher, newsUrl), firmRating (rating, priorRating, actionType, date). Free: 5 firms plus totalCount; PRO: all.
• GET /api/v1/analyst/{ticker}/consensus : the price-target band. targetLow, targetMean, targetHigh, numberOfAnalysts, currentPrice, upsidePercent, consensusLabel, updatedAt (UTC instant), updatedAtEpoch. PRO adds targetMedian, recommendationMean and the five survey counts.
• GET /api/v1/analyst/{ticker}/actions : rating actions for one stock, newest first. Query lookbackDays (default 90). Each row: actionDate, firm, actionType (UPGRADE, DOWNGRADE, INITIATE, REITERATE, OTHER), fromGrade, toGrade. Free: 3 rows; PRO: full window.
• GET /api/v1/analyst/activity : market-wide rating actions. Query lookbackDays (default 30), limit (default 50, up to 500), offset, actionTypes (comma-separated). Same row shape plus ticker. Free: first 50 rows in full.
• GET /api/v1/analyst/people/{slug} : one analyst's profile: the firms they have published under with first and last note dates, and their coverage book across tickers. Free: 5 most recent tickers; PRO: full book. 404 for a slug we do not hold.
• GET /api/v1/analyst/people/{slug}/calls : their price-target notes, newest first. Query limit (default 25, up to 200), offset; totalCount in the response. Free: first 25 rows in full.
• GET /api/v1/analyst/{ticker}/estimates : forward EPS estimates and past surprises. Free: 1 estimate and 2 surprises.
• GET /api/v2/metrics/entity/{ticker}/metric/sentisense and .../metric/sentiment : the crowd side. {entityId} accepts a ticker directly. Time-ascending points with a flat value; the last point is today's reading. Counts toward the monthly quota like every other call.
• GET /api/v1/calendar/earnings?ticker={ticker}&from={date} : the print date and session (before_open, after_close) for the reaction window.
• GET /api/v1/insights/stock/{ticker} : the stock's insights, including analyst_reaction once a print has one.

Workflows

1. Who covers this stock, and where do they stand today

CLI: npx -y sentisense@0.52.0 analysts NVDA --coverage prints the whole-book counts (Buy, Hold, Sell, Unrated, Total), the note counts and the as-of date as a header, then one row per firm (firm, named analyst with slug, latest target and date, firm rating and action), and npx -y sentisense@0.52.0 analysts NVDA adds the consensus band; --limit trims the rows printed, not the request, and --json is the coverage envelope untouched. REST: GET /api/v1/analyst/NVDA/coverage (the whole-book counts are on data itself, the per-firm rows are the array at data.coverage), then GET /api/v1/analyst/NVDA/consensus. Either way, lead with ratingBuckets as the rating line ("31 firms rate it: 97% Buy, 3% Hold, 0% Sell"), then the consensus target against currentPrice, then the three most recently active firms by name with their latest target. Say how many firms are rating-only and how many notes carried no byline. On a free key the firm list is five rows and totalCount tells you the book size; the counts at the top are whole either way.

2. What changed

For one name: GET /api/v1/analyst/NVDA/actions?lookbackDays=30, or npx -y sentisense@0.52.0 analysts NVDA --days 30 (the CLI defaults to 90 days, so pass --days to match the REST window). Market-wide: GET /api/v1/analyst/activity?lookbackDays=7&actionTypes=UPGRADE,DOWNGRADE,INITIATE&limit=100. Report the firm, the direction and the grades; an INITIATE reads "initiated at Neutral", a change reads "Equal-Weight to Overweight". When one firm initiates a dozen names in one morning, that is one event, not twelve stories.

3. One analyst's record

Take a slug from a coverage row (the --coverage SLUG column, or analysts[].slug on the REST row). CLI: npx -y sentisense@0.52.0 analyst quinn-bolton --calls prints the firms with first and last note dates, the coverage book, then the calls; it takes a slug only, and a name ("Quinn Bolton") is rejected with exit 2 before any request is spent. REST: GET /api/v1/analyst/people/{slug} and GET /api/v1/analyst/people/{slug}/calls?limit=25. Report the firms and dates, the coverage book, and the calls as published facts: the date, the target, the price when posted, the publisher. This is call history, not an accuracy score. Do not compute a hit rate or rank analysts; the API does not, on purpose.

4. Street versus crowd

Combine workflow 1 with the two metric calls (.../metric/sentisense and .../metric/sentiment for the same ticker; read the last point of each). Then one sentence, present tense, from a closed set: "Street and crowd lean the same way", "The Street is more positive than the crowd", "The crowd is more positive than the Street", or, with fewer than five rated firms, "Not enough coverage to compare". Compare the majority bucket with the Score's band (positive is bullish, negative bearish, strong beyond +/-23). State the Score as a label and a direction, and say it is a nowcast. On a day when the price runs through several published targets while tone stays flat, say exactly that; it is the most useful shape the comparison produces.

5. Who moved after the print

GET /api/v1/calendar/earnings?ticker=NVDA&from=2026-08-01 for the report date and session, then GET /api/v1/analyst/NVDA/actions?lookbackDays=14 and the coverage call for target notes. Keep the rows dated on or after the first session that traded on the print (an after-close print rolls to the next day), then count two things: rating changes from the /actions rows (which carry direction), and firms whose latestNote.publishedDate on the coverage call falls inside the window (which only says "published a target at $X"; the coverage row carries the latest target, not the prior one, so do not claim "raised" or "lowered" from it). Always print the denominator from firmCount: "6 of 31 covering firms moved; 25 have not published since." Firms, not people. Where SentiSense has already written this up, GET /api/v1/insights/stock/NVDA carries an analyst_reaction insight whose insightText already states the moves and the denominator ("4 of 37 covering firms moved in the five sessions that followed ... 33 firms have not published since"); quote that sentence rather than re-deriving. The counts live in the text only: the insight object has insightId, insightType, insightText, confidence, urgency, generatedAt and no metadata field.

6. The convergence check. Analyst upgrades plus insider buying plus institutional accumulation on the same ticker, read against the crowd. Four calls, all plain REST: rating changes from GET /api/v1/analyst/NVDA/actions?lookbackDays=90 (keep UPGRADE, DOWNGRADE, INITIATE); insider trades from GET /api/v1/insider/trades/NVDA?lookbackDays=90 (envelope, rows under data; count purchases, code P, by distinct insider, and treat 3 or more as a cluster); institutional holders from GET /api/v1/institutional/holders/NVDA?limit=25 (omit reportDate and it resolves this ticker's latest quarter with holders, reporting it back in data.reportDate; pass &reportDate=YYYY-MM-DD only when you need a specific quarter. The list is nested at data.holders, each holder has changeType of NEW, INCREASED, DECREASED, SOLD_OUT or UNCHANGED; count NEW plus INCREASED against DECREASED plus SOLD_OUT among the top holders); and the crowd from the two metric series in workflow 4. Cite each leg separately with its window (analyst 90 days, insider 90 days, 13F the latest quarter, crowd today), say which legs agree, and never sum them into one score; one leg alone is context, not a case. The insider-trading-tracker, institutional-13f-tracker and stock-sentiment skills each treat their leg in full when they are installed.

Answering well

• A wrong symbol looks like an uncovered stock. /coverage, /actions and /estimates answer 200 with a well-formed all-zero payload for a symbol SentiSense does not hold (TESLA, ZZZZ), while /consensus for the same symbol answers 404. Never conclude "no analyst covers this" from an empty book alone. When the user typed a company name, resolve it first with npx -y sentisense@0.52.0 search Tesla --type company (prints symbol, name, type and slug; nothing matching exits 4) or GET /api/v1/kb/entities/search?q={name}&type=company&limit=5 (a bare array of {name, urlSlug, type, ticker}, best match first; take the first match with a non-null ticker). When a typed symbol returns an empty book, check /consensus: a 404 there means the symbol was wrong, not that coverage is empty.
• Ratings belong to firms. Write "Morgan Stanley upgraded to Overweight" and, only when the vendor named the person, "Morgan Stanley's Michael Cyprys". Never invent a name for an unattributed note and never write "unknown analyst".
• One population per number: ratingBuckets for "how many say Buy", numberOfAnalysts and targetMean for the target band. Do not average the two.
• Quote the target's date and priceWhenPosted next to the target; a July target on a stock that has run 30% since is a fact about July.
• Print the denominator on every count: "8 of 20 published targets are below the price" beats "most targets are below the price".
• The Score describes today. No verb about the future, no "buy signal", no "upside ahead".
• Report only what the API returns. Do not infer motives, and do not frame any of it as advice. This is public research activity presented for education.

Going further

Free covers every workflow above at a preview depth, and the whole-book counts are never truncated. PRO ($15/mo) lifts the monthly cap (no monthly limit, just a 300/min rate) and returns full coverage books, full action history, full call histories and the consensus survey counts, plus institutional flows, insider detail and AI insights across the SentiSense API. Apply coupon AGENTS at checkout for a builder launch discount: https://app.sentisense.ai/pricing?coupon=AGENTS

For the full REST reference on every endpoint this skill touches, install the sentisense skill; for the complete CLI command set, install sentisense-cli.

ClawHub Skill: clawhub.ai/TheSentiTrader/analyst-ratings-tracker

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SentiSense is a read-only financial intelligence API. This data is for informational and educational purposes only, not investment advice.