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

Aug. 15 (Bloomberg) -- 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.

Also see {EQS /SAMPLE 9474672 /RESULTS <GO>}. For the calculations, see {97 <GO>}. For U.S. Earnings, see {BBEA9 <GO>}.


REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
08/16         HD*      HOME DEPOT INC         3.79     1.99     1.90
08/16 07:00   WMT*     WAL-MART STORES        2.79     1.50     1.86
08/16 09:30   TJX*     TJX COS INC            3.43     2.48     1.39
08/16 16:00   ADI*     ANALOG DEVICES         4.78     3.55     1.35
08/16         DELL*    DELL INC               5.22     5.54     0.94
08/17 Aft-mkt LTD*     LIMITED BRANDS         5.16     2.48     2.08
08/17         DE*      DEERE & CO             4.29     2.31     1.85
08/17 Bef-mkt TGT*     TARGET CORP            4.05     2.76     1.47
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
08/17         SPLS*    STAPLES INC            6.47     4.81     1.34
08/17 Aft-mkt JDSU*    JDS UNIPHASE          10.96     9.98     1.10
08/17 07:00   ANF*     ABERCROMBIE & FI       5.82     5.41     1.08
08/17 Aft-mkt NTAP*    NETAPP INC             6.67     6.54     1.02
08/17 Bef-mkt CHS      CHICO’S FAS INC        7.25     8.33     0.87

* - 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