Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-02-27T13:22:04Z
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
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