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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
========================================================================
02/28 Aft-mkt DWA      DREAMWORKS ANI-A       4.64     2.71     1.71
02/28 Aft-mkt KOG      KODIAK OIL & GAS       6.16     4.11     1.50
02/28 Aft-mkt FSLR*    FIRST SOLAR INC        9.76     7.84     1.24
02/28         CVC*     CABLEVISION SY-A       6.75     5.54     1.22
02/28         NRG*     NRG ENERGY             3.40     2.80     1.22
02/28 Bef-mkt AZO*     AUTOZONE INC           2.51     2.27     1.10
02/28 Bef-mkt HFC      HOLLYFRONTIER CO       2.94     3.21     0.92
02/28 Aft-mkt PANL     UNIVERSAL DISPLA       8.59    11.03     0.78
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/28 Bef-mkt WNR      WESTERN REFINING       4.89     7.30     0.67
02/28 Bef-mkt CRZO     CARRIZO OIL&GAS        2.80     4.55     0.62
02/28 Aft-mkt PSS      COLLECTIVE BRAND       7.11    11.79     0.60
02/28 Aft-mkt FE*      FIRSTENERGY CORP       0.52     1.66     0.32
02/29 Bef-mkt NOG      NORTHERN OIL AND       9.97     9.06     1.10
02/29 Bef-mkt COST*    COSTCO WHOLESALE       1.92     1.91     1.01
02/29 Aft-mkt PETM     PETSMART INC           4.60     4.65     0.99
02/29 16:00   EIX*     EDISON INTL            1.63     1.80     0.91
02/29         BID      SOTHEBY’S              4.81     5.33     0.90
02/29 Bef-mkt SPLS*    STAPLES INC            3.90     4.51     0.87
02/29 Bef-mkt JOY*     JOY GLOBAL INC         4.20     5.13     0.82
02/29 Aft-mkt EVEP     EV ENERGY PARTNE       2.52     3.47     0.73
02/29 07:00   ITT      ITT CORP               1.75     2.45     0.72
02/29 Aft-mkt FNSR     FINISAR CORP           8.52    14.49     0.59
02/29         MDR      MCDERMOTT INTL         4.09     7.39     0.55
02/29         TIE*     TITANIUM METALS        2.28     4.21     0.54

* - 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

Attachment: One Day Move

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