Implied Stock-Price Moves for U.S. Companies Reporting Results

The following table shows the expected stock-price move for U.S. companies about to release quarterly results, according to options data compiled by Bloomberg. Criteria are listed below the table.


REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 Aft-mkt RYL      RYLAND GROUP INC       5.22     2.16     2.41
10/26 Bef-mkt GLW*     CORNING INC            5.62     2.77     2.03
10/26         NOC*     NORTHROP GRUMMAN       2.37     1.22     1.95
10/26         AMED     AMEDISYS INC           8.91     4.63     1.93
10/26 Aft-mkt IDCC     INTERDIGITAL INC       8.05     4.44     1.81
10/26 Aft-mkt V*       VISA INC-CLASS A       3.60     2.01     1.79
10/26 Aft-mkt TEX      TEREX CORP             7.83     4.62     1.70
10/26         BMC*     BMC SOFTWARE INC       5.91     3.59     1.65
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 Bef-mkt GD*      GENERAL DYNAMICS       1.98     1.28     1.54
10/26 Bef-mkt LMT*     LOCKHEED MARTIN        2.82     1.87     1.51
10/26 Aft-mkt OI*      OWENS-ILLINOIS         6.13     4.09     1.50
10/26 Bef-mkt ADP*     AUTOMATIC DATA         1.74     1.22     1.42
10/26 Aft-mkt NSC*     NORFOLK SOUTHERN       2.94     2.08     1.41
10/26 Bef-mkt PX*      PRAXAIR INC            2.44     1.85     1.32
10/26 08:00   COP*     CONOCOPHILLIPS         2.38     1.86     1.28
10/26 Bef-mkt TMO*     THERMO FISHER          3.94     3.20     1.23
10/26         JNY      JONES GROUP INC        8.26     6.91     1.19
10/26         ATI*     ALLEGHENY TECH         5.85     5.04     1.16
10/26         EQIX     EQUINIX INC            5.80     5.00     1.16
10/26 Aft-mkt SFSF     SUCCESSFACTORS I       8.34     7.22     1.15
10/26 Aft-mkt TAL      TAL INTERNATIONA       5.18     4.52     1.15
10/26         SKX      SKECHERS USA-A         9.12     8.17     1.12
10/26 Aft-mkt SLG      SL GREEN REALTY        2.90     2.62     1.11
10/26 Aft-mkt CYH      COMMUNITY HEALTH       4.03     3.65     1.10
10/26 Bef-mkt OC       OWENS CORNING          6.05     5.59     1.08
10/26 16:30   CA*      CA INC                 4.39     4.21     1.04
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 Aft-mkt COG*     CABOT OIL & GAS        5.95     5.80     1.03
10/26 16:03   AMP*     AMERIPRISE FINAN       5.16     5.47     0.94
10/26 Aft-mkt SPN      SUPERIOR ENERGY        5.00     5.32     0.94
10/26         CDNS     CADENCE DESIGN         4.81     5.16     0.93
10/26 Bef-mkt RES      RPC INC                4.35     4.66     0.93
10/26 Aft-mkt SYMC*    SYMANTEC CORP          5.46     5.99     0.91
10/26         NVLS*    NOVELLUS SYS           5.58     6.27     0.89
10/26 07:30   BA*      BOEING CO/THE          2.37     2.87     0.83
10/26 Bef-mkt MYL*     MYLAN INC              2.39     2.98     0.80
10/26 18:00   TER*     TERADYNE INC           5.45     6.89     0.79
10/26 06:00   WLP*     WELLPOINT INC          2.03     2.57     0.79
10/26         AKAM*    AKAMAI TECHNOLOG       9.34    12.44     0.75
10/26         WYN*     WYNDHAM WORLDWID       2.26     3.13     0.72
10/26 Bef-mkt VCI      VALASSIS COMM          6.92    10.05     0.69
10/26 07:00   F*       FORD MOTOR CO          2.80     4.78     0.59
10/26 Aft-mkt AFL*     AFLAC INC              2.21     3.78     0.58
10/26         SRCL*    STERICYCLE INC         1.57     2.77     0.57
10/26         AGN*     ALLERGAN INC           1.27     2.74     0.47
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/26 Bef-mkt MHS*     MEDCO HEALTH SOL       2.60     6.32     0.41
10/26         EXC*     EXELON CORP            0.45     1.43     0.31
10/27 Aft-mkt VRTX     VERTEX PHARM          11.37     2.81     4.04
10/27         UAL      UNITED CONTINENT       4.29     1.42     3.02
10/27 Bef-mkt LLL*     L-3 COMM HLDGS         3.52     1.34     2.64
10/27         O        REALTY INCOME          5.15     2.04     2.52
10/27 Aft-mkt HLS      HEALTHSOUTH CORP       7.88     3.18     2.48
10/27 Bef-mkt WM*      WASTE MANAGEMENT       3.86     1.66     2.32
10/27 Bef-mkt QSII     QUALITY SYSTEMS        7.23     3.24     2.23
10/27         NIHD     NII HOLDING INC        7.51     3.39     2.21
10/27 09:00   RS       RELIANCE STEEL         5.50     2.54     2.16
10/27         ORI      OLD REPUB INTL         5.75     2.67     2.15
10/27 Aft-mkt SWN*     SOUTHWESTRN ENGY       5.68     2.89     1.96
10/27 16:15   KLAC*    KLA-TENCOR CORP        5.15     2.80     1.84
10/27 16:00   CBG*     CBRE GROUP INC         8.35     4.56     1.83
10/27 07:00   ZMH*     ZIMMER HLDGS           6.73     3.67     1.83
10/27 Aft-mkt CERN*    CERNER CORP            5.66     3.47     1.63
10/27 16:00   PFG*     PRINCIPAL FINL         4.55     2.83     1.60
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/27         AVP*     AVON PRODUCTS          5.75     3.62     1.59
10/27 08:30   BEN*     FRANKLIN RES INC       3.54     2.30     1.54
10/27 Bef-mkt XOM*     EXXON MOBIL CORP       1.95     1.29     1.51
10/27 Aft-mkt VAR*     VARIAN MEDICAL S       4.20     2.84     1.48
10/27 16:05   VRSN*    VERISIGN INC           3.63     2.51     1.45
10/27 Bef-mkt EQT*     EQT CORP               4.25     3.00     1.42
10/27 17:00   EMN*     EASTMAN CHEMICAL       4.02     2.91     1.38
10/27         OXY*     OCCIDENTAL PETE        2.93     2.18     1.34
10/27         BMY*     BRISTOL-MYER SQB       1.80     1.39     1.30
10/27 Aft-mkt CLF*     CLIFFS NATURAL R       6.17     4.86     1.27
10/27 07:15   CTXS*    CITRIX SYSTEMS         7.25     5.86     1.24
10/27 Bef-mkt CAH*     CARDINAL HEALTH        2.74     2.24     1.23
10/27 Bef-mkt PTEN     PATTERSON-UTI          3.47     2.82     1.23
10/27 Bef-mkt MCO*     MOODY’S CORP           4.42     3.64     1.21
10/27 Bef-mkt JCI*     JOHNSON CONTROLS       3.59     3.01     1.19
10/27 02:00   VMED     VIRGIN MEDIA INC       3.52     2.97     1.19
10/27 07:00   DAN      DANA HOLDING           3.58     3.13     1.14
10/27 Aft-mkt MET*     METLIFE INC            4.00     3.50     1.14
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/27 Aft-mkt NUVA     NUVASIVE INC          11.75    11.03     1.07
10/27 07:00   CNX*     CONSOL ENERGY          3.59     3.38     1.06
10/27 Aft-mkt DRIV     DIGITAL RIVER          8.67     8.15     1.06
10/27         ENDP     ENDO PHARMA HLDG       4.09     3.88     1.06
10/27         EXPE*    EXPEDIA INC            4.79     4.69     1.02
10/27 Aft-mkt LVS      LAS VEGAS SANDS        5.55     5.44     1.02
10/27 Bef-mkt MJN*     MEAD JOHNSON           3.44     3.39     1.01
10/27 Aft-mkt ERTS*    ELECTRONIC ARTS        7.60     7.60     1.00
10/27 Bef-mkt BG       BUNGE LTD              4.45     4.55     0.98
10/27 Bef-mkt CL*      COLGATE-PALMOLIV       1.98     2.04     0.97
10/27         DECK     DECKERS OUTDOOR        6.86     7.17     0.96
10/27         PCP*     PRECISION CASTPT       2.83     2.94     0.96
10/27 Aft-mkt CSTR     COINSTAR INC           9.57    10.19     0.94
10/27 Aft-mkt OLN      OLIN CORP              2.87     3.20     0.90
10/27 Aft-mkt LEG*     LEGGETT & PLATT        3.94     4.52     0.87
10/27 06:30   DOW*     DOW CHEMICAL CO        3.14     3.63     0.86
10/27 Aft-mkt FLS*     FLOWSERVE CORP         3.81     4.46     0.86
10/27         HSY*     HERSHEY CO/THE         2.48     2.92     0.85
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
10/27         PG*      PROCTER & GAMBLE       1.72     2.02     0.85
10/27         CELG*    CELGENE CORP           1.59     2.02     0.79
10/27         RCL      ROYAL CARIBBEAN        5.36     6.93     0.77
10/27 06:00   AET*     AETNA INC              2.95     4.18     0.71
10/27 16:00   CROX     CROCS INC              5.47     8.07     0.68
10/27         GTI      GRAFTECH INTL          5.57     8.41     0.66
10/27 Bef-mkt UTHR     UNITED THERAPEUT       3.18     4.83     0.66
10/27 16:05   GILD*    GILEAD SCIENCES        2.64     4.15     0.64
10/27 09:00   RTN*     RAYTHEON CO            1.11     1.83     0.61
10/27 09:00   CAM*     CAMERON INTERNAT       2.93     4.89     0.60
10/27 07:00   MSI*     MOTOROLA SOLUTIO       2.85     5.11     0.56
10/27         DDD      3D SYSTEMS CORP        6.65    13.44     0.49
10/27 Bef-mkt HOT*     STARWOOD HOTELS        0.26     2.30     0.11

* - Company in Standard & Poor’s 500 Index.

     The screen used to build this table screened for U.S.
stocks with at least $200 million in market value, options
trading volume yesterday of 500 or more, total open interest
of 10,000 contracts, and share prices at $10 or higher.

To contact the reporter on this story: Wendy Soong in New York at at csoong@Bloomberg.net.

To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net

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