Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-02-28T13:16:00Z
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
========================================================================
03/01 16:00 ASNA ASCENA RETAIL GR 6.79 3.85 1.76
03/01 SPPI SPECTRUM PHARMAC 9.36 5.77 1.62
02/29 Bef-mkt CNP* CENTERPOINT ENER 4.61 1.83 2.52
02/29 Aft-mkt MDVN MEDIVATION INC 4.33 2.54 1.70
02/29 Bef-mkt COST* COSTCO WHOLESALE 2.40 1.91 1.26
02/29 Bef-mkt SPLS* STAPLES INC 5.53 4.51 1.23
02/29 BID SOTHEBY’S 6.38 5.33 1.20
02/29 MDR MCDERMOTT INTL 8.79 7.39 1.19
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/29 Bef-mkt NOG NORTHERN OIL AND 10.81 9.06 1.19
02/29 Aft-mkt PETM PETSMART INC 5.48 4.65 1.18
02/29 Aft-mkt EVEP EV ENERGY PARTNE 3.80 3.47 1.09
02/29 Bef-mkt JOY* JOY GLOBAL INC 4.90 5.13 0.96
02/29 Aft-mkt FNSR FINISAR CORP 11.07 14.49 0.76
02/29 TIE* TITANIUM METALS 2.95 4.21 0.70
* - 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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