Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-02-22T13:32:42Z
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
========================================================================
02/23 KBR KBR INC 7.14 2.04 3.50
02/23 Aft-mkt IDIX IDENIX PHARM 18.81 6.72 2.80
02/23 NIHD NII HOLDING INC 10.67 5.08 2.10
02/23 PSA* PUBLIC STORAGE 1.76 0.93 1.88
02/23 07:45 SHLD* SEARS HOLDINGS 8.97 5.84 1.54
02/23 16:00 WBMD WEBMD HEALTH COR 9.39 6.39 1.47
02/23 SWY* SAFEWAY INC 5.03 3.68 1.37
02/23 DECK DECKERS OUTDOOR 10.31 7.78 1.32
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/23 Bef-mkt TGT* TARGET CORP 2.43 1.85 1.31
02/23 16:00 CROX CROCS INC 8.00 6.25 1.28
02/23 Aft-mkt CRM* SALESFORCE.COM 10.40 8.31 1.25
02/23 Aft-mkt MNST MONSTER BEVERAGE 7.75 6.30 1.23
02/23 Aft-mkt RBCN RUBICON TECHNOLO 6.44 5.32 1.21
02/23 DISH DISH NETWORK-A 7.03 5.84 1.20
02/23 PCS* METROPCS COMMUNI 12.45 10.38 1.20
02/23 16:00 GPS* GAP INC/THE 4.55 4.10 1.11
02/23 Bef-mkt PXP PLAINS EXPLORATI 4.78 4.56 1.05
02/23 Aft-mkt TIVO TIVO INC 6.64 6.33 1.05
02/23 Aft-mkt SPN SUPERIOR ENERGY 5.93 5.98 0.99
02/23 Aft-mkt CENX CENTURY ALUMINUM 6.91 7.28 0.95
02/23 Bef-mkt OCR OMNICARE INC 4.58 5.22 0.88
02/23 07:00 KSS* KOHLS CORP 3.29 3.77 0.87
02/23 Aft-mkt OVTI OMNIVISION TECH 10.66 12.18 0.87
02/23 ADSK* AUTODESK INC 5.50 6.42 0.86
02/23 Bef-mkt EXH EXTERRAN HOLDING 7.47 8.85 0.84
02/23 Aft-mkt AIG* AMERICAN INTERNA 3.31 4.07 0.81
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/23 DNR* DENBURY RESOURCE 3.22 4.24 0.76
02/23 Bef-mkt CDE COEUR D’ALENE MN 4.62 6.24 0.74
02/23 Aft-mkt KND KINDRED HEALTHCA 7.05 9.99 0.71
02/23 DDD 3D SYSTEMS CORP 8.62 14.51 0.59
02/23 07:30 PEG* PUB SERV ENTERP 0.80 1.70 0.47
02/23 Bef-mkt IDCC INTERDIGITAL INC 1.31 3.40 0.38
02/24 DMND DIAMOND FOODS 9.09 6.52 1.39
02/24 FSLR* FIRST SOLAR INC 10.37 7.84 1.32
02/24 Bef-mkt FCN FTI CONSULTING 6.38 5.40 1.18
02/24 08:00 JCP* J.C. PENNEY CO 4.39 3.80 1.15
02/24 Bef-mkt ANR* ALPHA NATURAL RE 4.99 6.38 0.78
02/24 MRX MEDICIS PHARM-A 3.48 7.93 0.44
* - 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