Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-06-15T12:08:40Z
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
========================================================================
06/19 Bef-mkt BKS BARNES & NOBLE 12.02 10.37 1.16
06/19 Aft-mkt JBL* JABIL CIRCUIT 5.32 6.22 0.86
06/19 07:30 FDX* FEDEX CORP 3.09 4.62 0.67
06/19 Aft-mkt ADBE* ADOBE SYS INC 3.90 6.71 0.58
06/19 08:00 JEF JEFFERIES GROUP 2.22 5.71 0.39
* - 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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