Implied Stock-Price Moves for U.S. Companies Reporting Results
By Wendy Soong -
2012-06-27T11:58:39Z
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
========================================================================
06/28 Bef-mkt FDO* FAMILY DOLLAR ST 4.68 3.60 1.30
06/28 16:15 NKE* NIKE INC -CL B 5.24 5.37 0.98
06/28 Aft-mkt TIBX TIBCO SOFTWARE 6.25 6.44 0.97
06/29 Bef-mkt STZ* CONSTELLATION-A 5.17 5.67 0.91
* - 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
Sponsored Link
Rate this Page
Bloomberg moderates all comments. Comments that are abusive or off-topic will not be posted to the site. Excessively long comments may be moderated as well. Bloomberg cannot facilitate requests to remove comments or explain individual moderation decisions.