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
========================================================================
01/25         RES      RPC INC                7.84     3.86     2.03
01/25 16:05   CTXS*    CITRIX SYSTEMS         9.38     7.54     1.24
01/25 07:30   STJ*     ST JUDE MEDICAL        2.91     2.39     1.22
01/25         HES*     HESS CORP              2.18     1.80     1.21
01/25 Aft-mkt OI*      OWENS-ILLINOIS         5.51     4.57     1.20
01/25 Bef-mkt GLW*     CORNING INC            3.62     3.03     1.19
01/25 08:00   NYB      NY COMM BANCORP        2.77     2.41     1.15
01/25 Bef-mkt PX*      PRAXAIR INC            2.14     1.93     1.11
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/25 Aft-mkt SYMC*    SYMANTEC CORP          5.30     4.90     1.08
01/25 Aft-mkt SWK*     STANLEY BLACK &        3.34     3.23     1.03
01/25 16:05   NFLX*    NETFLIX INC           14.98    16.19     0.93
01/25 Bef-mkt UTX*     UNITED TECH CORP       1.60     1.72     0.93
01/25 07:00   DOV*     DOVER CORP             2.60     2.88     0.90
01/25         PII      POLARIS INDS           5.90     6.57     0.90
01/25 Aft-mkt SNDK*    SANDISK CORP           6.06     7.20     0.84
01/25 06:00   WLP*     WELLPOINT INC          2.44     2.94     0.83
01/25 07:00   MSI*     MOTOROLA SOLUTIO       3.36     4.08     0.82
01/25         TXT*     TEXTRON INC            4.12     5.19     0.79
01/25         LRCX     LAM RESEARCH           3.05     3.98     0.77
01/25         MUR*     MURPHY OIL CORP        2.98     4.17     0.72
01/25 Aft-mkt JEC*     JACOBS ENGIN GRP       2.95     4.31     0.68
01/25 Aft-mkt URI      UNITED RENTALS         6.90    10.34     0.67
01/25 Bef-mkt ADP*     AUTOMATIC DATA         0.90     1.47     0.61
01/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       3.29     5.42     0.61
01/25         OXY*     OCCIDENTAL PETE        1.96     3.24     0.60
01/25         ATI*     ALLEGHENY TECH         2.27     5.05     0.45
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/25         EXC*     EXELON CORP            0.52     1.31     0.40
01/25 07:30   BA*      BOEING CO/THE          0.87     3.12     0.28
01/26 Aft-mkt FII*     FEDERATED INV-B        5.45     2.11     2.58
01/26 Bef-mkt ESI      ITT EDUCATIONAL       14.24     5.86     2.43
01/26 16:15   KLAC*    KLA-TENCOR CORP        5.23     2.17     2.41
01/26         USG      USG CORP              11.10     5.18     2.14
01/26 Aft-mkt AMGN*    AMGEN INC              4.45     2.14     2.08
01/26         UAL      UNITED CONTINENT       2.34     1.48     1.58
01/26 Aft-mkt INFA     INFORMATICA CORP       8.78     5.86     1.50
01/26 Bef-mkt MJN*     MEAD JOHNSON           4.92     3.28     1.50
01/26 Bef-mkt ABC*     AMERISOURCEBERGE       3.55     2.51     1.41
01/26 07:00   UA       UNDER ARMOUR-A         6.81     4.99     1.36
01/26         CY       CYPRESS SEMICON        5.18     3.87     1.34
01/26 Bef-mkt EQT*     EQT CORP               3.93     2.93     1.34
01/26 Bef-mkt LMT*     LOCKHEED MARTIN        1.91     1.46     1.31
01/26 Aft-mkt SBUX*    STARBUCKS CORP         3.39     2.60     1.30
01/26         CELG*    CELGENE CORP           2.35     1.93     1.22
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/26 17:00   EMN*     EASTMAN CHEMICAL       3.98     3.26     1.22
01/26 07:00   ZMH*     ZIMMER HLDGS           3.36     3.03     1.11
01/26 Bef-mkt ETN*     EATON CORP             3.22     2.99     1.08
01/26 Bef-mkt CL*      COLGATE-PALMOLIV       2.09     1.94     1.07
01/26 Aft-mkt JNPR*    JUNIPER NETWORKS       6.41     5.99     1.07
01/26         CRR      CARBO CERAMICS         8.05     7.70     1.05
01/26 08:00   SHW*     SHERWIN-WILLIAMS       4.28     4.12     1.04
01/26 07:00   CNX*     CONSOL ENERGY          4.29     4.16     1.03
01/26 16:05   VRSN*    VERISIGN INC           2.29     2.30     1.00
01/26         BMY*     BRISTOL-MYER SQB       1.41     1.44     0.98
01/26 07:30   CAT*     CATERPILLAR INC        3.15     3.27     0.96
01/26 Aft-mkt RVBD     RIVERBED TECHNOL       9.36    10.02     0.93
01/26         DV*      DEVRY INC              9.33    10.65     0.88
01/26 Bef-mkt TWC*     TIME WARNER CABL       3.16     3.71     0.85
01/26 Aft-mkt MXIM     MAXIM INTEGRATED       2.30     3.53     0.65
01/26 16:00   CRUS     CIRRUS LOGIC INC       6.49    10.67     0.61
01/26         PCP*     PRECISION CASTPT       1.56     2.72     0.57
01/26         BAX*     BAXTER INTL INC        2.06     4.20     0.49
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/26 Bef-mkt TZOO     TRAVELZOO INC          8.07    16.64     0.48
01/26         MMM*     3M CO                  1.35     3.37     0.40
01/26 Aft-mkt CB*      CHUBB CORP             0.73     2.21     0.33

* - 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

Bloomberg reserves the right to edit or remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.