Breaking News

Jeptoo of Kenya Wins Women’s Boston Marathon in Record Time
Tweet TWEET

Implied Stock-Price Moves for U.S. Companies Reporting Results

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
========================================================================
05/09 Aft-mkt ATVI     ACTIVISION BLIZZ       5.82     3.76     1.55
05/09 Bef-mkt FCN      FTI CONSULTING         5.64     4.29     1.31
05/09         BMC*     BMC SOFTWARE INC       7.47     5.76     1.30
05/09 Aft-mkt MNST     MONSTER BEVERAGE       7.95     6.28     1.27
05/09         ROSE     ROSETTA RESOURCE       6.97     5.67     1.23
05/09         M*       MACY’S INC             4.52     3.72     1.22
05/09 Aft-mkt CTL*     CENTURYLINK INC        2.69     2.60     1.03
05/09         EOG*     EOG RESOURCES          5.37     5.19     1.03
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/09 16:00   NWSA*    NEWS CORP-A            4.11     4.47     0.92
05/09 Aft-mkt PCLN*    PRICELINE.COM          9.06     9.80     0.92
05/09         AOL      AOL INC                8.76     9.95     0.88
05/09 Aft-mkt PANL     UNIVERSAL DISPLA      10.05    12.05     0.83
05/09 Bef-mkt DF*      DEAN FOODS CO          9.76    12.72     0.77
05/09 16:30   CSCO*    CISCO SYSTEMS          6.23     9.18     0.68
05/09 Aft-mkt TSLA     TESLA MOTORS           6.80    11.99     0.57
05/10 Aft-mkt JWN*     NORDSTROM INC          4.39     3.11     1.41
05/10         BID      SOTHEBY’S              7.49     5.34     1.40
05/10 Aft-mkt ESRX*    EXPRESS SCRIPTS        5.06     4.04     1.25
05/10 Aft-mkt NUAN     NUANCE COMMUNICA       6.08     4.99     1.22
05/10 07:00   KSS*     KOHLS CORP             3.53     3.90     0.91
05/10 16:30   CA*      CA INC                 4.22     5.12     0.82

* - 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

Bloomberg reserves the right to edit or remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.