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
========================================================================
01/26 Bef-mkt QSII     QUALITY SYSTEMS       11.44     3.23     3.55
01/26 Bef-mkt ESI      ITT EDUCATIONAL       13.30     5.86     2.27
01/26 16:15   KLAC*    KLA-TENCOR CORP        4.57     2.17     2.10
01/26 Aft-mkt AMGN*    AMGEN INC              4.06     2.14     1.90
01/26 Bef-mkt ETN*     EATON CORP             4.03     2.99     1.35
01/26 Aft-mkt SBUX*    STARBUCKS CORP         3.42     2.60     1.31
01/26 Bef-mkt LMT*     LOCKHEED MARTIN        1.90     1.46     1.30
01/26 07:00   UA       UNDER ARMOUR-A         6.40     4.99     1.28
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/26 Aft-mkt JNPR*    JUNIPER NETWORKS       7.48     5.99     1.25
01/26 17:00   EMN*     EASTMAN CHEMICAL       3.84     3.26     1.18
01/26 Bef-mkt MJN*     MEAD JOHNSON           3.67     3.28     1.12
01/26 16:05   VRSN*    VERISIGN INC           2.58     2.30     1.12
01/26 07:00   ZMH*     ZIMMER HLDGS           3.37     3.03     1.11
01/26 Aft-mkt RVBD     RIVERBED TECHNOL       9.59    10.02     0.96
01/26 08:00   SHW*     SHERWIN-WILLIAMS       3.97     4.12     0.96
01/26 Bef-mkt TWC*     TIME WARNER CABL       3.47     3.71     0.93
01/26 07:00   CNX*     CONSOL ENERGY          3.66     4.16     0.88
01/26         DV*      DEVRY INC              9.33    10.65     0.88
01/26 07:30   CAT*     CATERPILLAR INC        2.76     3.27     0.84
01/26 Bef-mkt CL*      COLGATE-PALMOLIV       1.22     1.94     0.63
01/26 16:00   CRUS     CIRRUS LOGIC INC       6.65    10.67     0.62
01/26 Aft-mkt CB*      CHUBB CORP             1.34     2.21     0.60
01/26 Bef-mkt TZOO     TRAVELZOO INC          8.93    16.64     0.54
01/26 07:00   RTN*     RAYTHEON CO            0.58     1.78     0.32
01/27 Bef-mkt NEE*     NEXTERA ENERGY         2.17     1.21     1.79
01/27 Bef-mkt NWL*     NEWELL RUBBERMAI       5.45     4.38     1.24

* - 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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