Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-05-03T11:54:12Z
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
========================================================================
05/04 Bef-mkt SE* SPECTRA ENERG 2.36 1.33 1.77
05/04 07:00 DUK* DUKE ENERGY CORP 1.58 1.08 1.46
05/04 Bef-mkt PPL* PPL CORPORATION 1.92 1.52 1.26
05/04 EXC* EXELON CORP 1.07 1.18 0.91
05/04 EL* ESTEE LAUDER 6.27 7.43 0.84
05/04 ZOLT ZOLTEK COS 13.64 16.99 0.80
05/04 TIE* TITANIUM METALS 3.02 3.92 0.77
05/04 MRX MEDICIS PHARM-A 5.11 8.24 0.62
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/07 Bef-mkt CTSH* COGNIZANT TECH-A 5.18 2.54 2.04
05/07 Bef-mkt HFC HOLLYFRONTIER CO 4.45 2.72 1.63
05/07 BBEP BREITBURN ENERGY 4.63 3.63 1.28
05/07 DISH DISH NETWORK-A 5.80 5.08 1.14
05/07 Aft-mkt EA* ELECTRONIC ARTS 7.65 6.68 1.14
05/07 RAX RACKSPACE HOSTIN 6.58 5.88 1.12
05/07 Aft-mkt PAA PLAINS ALL AMER 1.31 1.32 0.99
05/07 Aft-mkt MAKO MAKO SURGICAL 7.89 8.01 0.98
05/07 PBI* PITNEY BOWES INC 4.87 5.08 0.96
05/07 Aft-mkt CLNE CLEAN ENERGY FUE 6.08 6.56 0.93
05/07 Bef-mkt SYY* SYSCO CORP 3.57 3.91 0.91
05/07 Bef-mkt CDE COEUR D’ALENE MN 4.99 5.85 0.85
05/07 DNDN DENDREON CORP 15.59 19.93 0.78
05/07 CAR AVIS BUDGET GROU 5.06 7.24 0.70
05/07 Aft-mkt ATLS ATLAS ENERGY LP 1.79 4.42 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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