Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-05-04T12:07:39Z
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
========================================================================
05/07 Bef-mkt CTSH* COGNIZANT TECH-A 6.33 2.54 2.50
05/07 Bef-mkt HFC HOLLYFRONTIER CO 4.28 2.72 1.57
05/07 TSN* TYSON FOODS-A 5.15 4.10 1.26
05/07 RAX RACKSPACE HOSTIN 7.32 5.88 1.25
05/07 Aft-mkt EA* ELECTRONIC ARTS 8.18 6.68 1.22
05/07 DISH DISH NETWORK-A 5.78 5.08 1.14
05/07 Aft-mkt PAA PLAINS ALL AMER 1.46 1.32 1.11
05/07 Aft-mkt MAKO MAKO SURGICAL 8.53 8.01 1.06
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
05/07 Bef-mkt SYY* SYSCO CORP 4.15 3.91 1.06
05/07 PBI* PITNEY BOWES INC 5.15 5.08 1.01
05/07 Aft-mkt CLNE CLEAN ENERGY FUE 6.02 6.56 0.92
05/07 GSM GLOBE SPECIALTY 3.97 4.56 0.87
05/07 DNDN DENDREON CORP 16.73 19.93 0.84
05/07 Bef-mkt ANV ALLIED NEVADA GO 3.37 4.30 0.78
05/07 CAR AVIS BUDGET GROU 5.68 7.24 0.78
05/07 Bef-mkt CDE COEUR D’ALENE MN 4.30 5.85 0.74
05/07 Aft-mkt ATLS ATLAS ENERGY LP 2.91 4.42 0.66
05/07 Bef-mkt NOG NORTHERN OIL AND 3.82 9.67 0.40
05/08 TAP* MOLSON COORS-B 4.19 2.96 1.42
05/08 Bef-mkt HCN* HEALTH CARE REIT 1.96 1.58 1.24
05/08 DTV* DIRECTV-A 3.06 2.87 1.07
05/08 Aft-mkt ETP ENERGY TRANSF PA 2.37 2.44 0.97
05/08 Bef-mkt FOSL* FOSSIL INC 7.81 8.81 0.89
05/08 16:15 DIS* WALT DISNEY CO 3.78 4.54 0.83
05/08 Aft-mkt MRX MEDICIS PHARM-A 5.89 8.24 0.71
05/08 Aft-mkt ETE ENERGY TRANSFER 0.67 3.43 0.19
* - 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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