Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-02-03T13:18:12Z
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
========================================================================
02/06 Aft-mkt AMLN AMYLIN PHARM INC 11.69 5.12 2.28
02/06 Aft-mkt VECO VEECO INSTRUMENT 6.33 4.47 1.42
02/06 SUN* SUNOCO INC 4.57 3.25 1.41
02/06 USG USG CORP 6.31 5.18 1.22
02/06 06:00 HUM* HUMANA INC 3.02 2.61 1.16
02/06 CSTR COINSTAR INC 10.79 9.93 1.09
02/06 Bef-mkt SYY* SYSCO CORP 2.54 3.64 0.70
02/07 Aft-mkt LNC* LINCOLN NATL CRP 5.27 3.07 1.72
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/07 Aft-mkt OPEN OPENTABLE INC 11.84 9.83 1.20
02/07 08:00 PRGO* PERRIGO CO 3.95 3.69 1.07
02/07 Aft-mkt LIFE* LIFE TECHNOLOGIE 3.62 3.61 1.00
02/07 Bef-mkt KO* COCA-COLA CO/THE 1.44 1.45 0.99
02/07 16:15 DIS* WALT DISNEY CO 3.81 4.54 0.84
02/07 Aft-mkt HIG* HARTFORD FINL SV 3.86 4.76 0.81
02/07 Aft-mkt PNRA PANERA BREAD-A 4.82 7.09 0.68
02/07 10:00 AGCO AGCO CORP 2.33 3.98 0.59
02/07 Bef-mkt EMR* EMERSON ELEC CO 2.26 3.90 0.58
02/07 08:00 SWI SOLARWINDS INC 4.92 8.82 0.56
* - 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
Sponsored Links
Rate this Page