Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-05-02T12:24:04Z
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
========================================================================
05/03 Bef-mkt CXW CORRECTIONS CORP 8.37 1.76 4.75
05/03 CNP* CENTERPOINT ENER 4.47 1.28 3.50
05/03 Aft-mkt SWN* SOUTHWESTRN ENGY 7.62 3.05 2.50
05/03 PSA* PUBLIC STORAGE 2.17 1.01 2.14
05/03 06:30 CI* CIGNA CORP 5.22 2.58 2.03
05/03 Aft-mkt ZAGG ZAGG INC 12.86 6.60 1.95
05/03 Bef-mkt TDC* TERADATA CORP 5.69 2.93 1.94
05/03 Aft-mkt AIG* AMERICAN INTERNA 5.42 3.02 1.80
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/03 Aft-mkt AREX APPROACH RESOURC 5.56 3.34 1.66
05/03 Aft-mkt FSLR* FIRST SOLAR INC 13.41 8.23 1.63
05/03 LVLT LEVEL 3 COMM INC 9.46 6.14 1.54
05/03 Bef-mkt UPL ULTRA PETROLEUM 5.38 3.97 1.35
05/03 NRG* NRG ENERGY 3.20 2.40 1.34
05/03 VIAB* VIACOM INC-B 3.50 2.62 1.34
05/03 VNO* VORNADO RLTY TST 2.64 2.03 1.30
05/03 07:00 AMT* AMERICAN TOWER C 2.00 1.75 1.14
05/03 WYNN* WYNN RESORTS LTD 4.49 4.04 1.11
05/03 Aft-mkt CF* CF INDUSTRIES HO 4.24 3.95 1.07
05/03 Bef-mkt ANR* ALPHA NATURAL RE 6.22 6.34 0.98
05/03 Aft-mkt MTW MANITOWOC CO 8.61 9.80 0.88
05/03 DNR* DENBURY RESOURCE 3.94 4.54 0.87
05/03 Bef-mkt CAH* CARDINAL HEALTH 1.64 1.93 0.85
05/03 Aft-mkt FLR* FLUOR CORP 4.35 5.40 0.81
05/03 Bef-mkt MGM MGM RESORTS INTE 4.45 5.58 0.80
05/03 16:00 KFT* KRAFT FOODS INC 1.65 2.17 0.76
05/03 CVC* CABLEVISION SY-A 4.66 6.33 0.74
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/03 Aft-mkt ROVI ROVI CORP 7.07 9.98 0.71
05/03 SLE* SARA LEE CORP 1.84 2.64 0.69
05/03 08:00 APA* APACHE CORP 1.87 2.89 0.65
05/03 Bef-mkt EXH EXTERRAN HOLDING 6.14 10.81 0.57
05/03 Bef-mkt PXP PLAINS EXPLORATI 2.40 4.51 0.53
05/03 Bef-mkt WNR WESTERN REFINING 3.54 6.80 0.52
05/04 Bef-mkt SE* SPECTRA ENERG 2.55 1.33 1.92
05/04 07:00 DUK* DUKE ENERGY CORP 1.48 1.08 1.37
05/04 AES* AES CORP 2.36 1.88 1.26
05/04 EXC* EXELON CORP 1.44 1.18 1.22
05/04 MNST MONSTER BEVERAGE 7.39 6.28 1.18
05/04 JOE ST JOE CO 4.11 3.74 1.10
05/04 Bef-mkt PPL* PPL CORPORATION 1.51 1.52 0.99
05/04 ZOLT ZOLTEK COS 15.94 16.99 0.94
05/04 EL* ESTEE LAUDER 6.29 7.43 0.85
05/04 TIE* TITANIUM METALS 2.27 3.92 0.58
05/04 ED* CONS EDISON INC 0.34 0.81 0.41
* - 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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