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

Jan. 24 (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
========================================================================
01/25         RES      RPC INC                7.84     3.86     2.03
01/25 16:05   CTXS*    CITRIX SYSTEMS         9.38     7.54     1.24
01/25 07:30   STJ*     ST JUDE MEDICAL        2.91     2.39     1.22
01/25         HES*     HESS CORP              2.18     1.80     1.21
01/25 Aft-mkt OI*      OWENS-ILLINOIS         5.51     4.57     1.20
01/25 Bef-mkt GLW*     CORNING INC            3.62     3.03     1.19
01/25 08:00   NYB      NY COMM BANCORP        2.77     2.41     1.15
01/25 Bef-mkt PX*      PRAXAIR INC            2.14     1.93     1.11
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/25 Aft-mkt SYMC*    SYMANTEC CORP          5.30     4.90     1.08
01/25 Aft-mkt SWK*     STANLEY BLACK &        3.34     3.23     1.03
01/25 16:05   NFLX*    NETFLIX INC           14.98    16.19     0.93
01/25 Bef-mkt UTX*     UNITED TECH CORP       1.60     1.72     0.93
01/25 07:00   DOV*     DOVER CORP             2.60     2.88     0.90
01/25         PII      POLARIS INDS           5.90     6.57     0.90
01/25 Aft-mkt SNDK*    SANDISK CORP           6.06     7.20     0.84
01/25 06:00   WLP*     WELLPOINT INC          2.44     2.94     0.83
01/25 07:00   MSI*     MOTOROLA SOLUTIO       3.36     4.08     0.82
01/25         TXT*     TEXTRON INC            4.12     5.19     0.79
01/25         LRCX     LAM RESEARCH           3.05     3.98     0.77
01/25         MUR*     MURPHY OIL CORP        2.98     4.17     0.72
01/25 Aft-mkt JEC*     JACOBS ENGIN GRP       2.95     4.31     0.68
01/25 Aft-mkt URI      UNITED RENTALS         6.90    10.34     0.67
01/25 Bef-mkt ADP*     AUTOMATIC DATA         0.90     1.47     0.61
01/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       3.29     5.42     0.61
01/25         OXY*     OCCIDENTAL PETE        1.96     3.24     0.60
01/25         ATI*     ALLEGHENY TECH         2.27     5.05     0.45
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/25         EXC*     EXELON CORP            0.52     1.31     0.40
01/25 07:30   BA*      BOEING CO/THE          0.87     3.12     0.28
01/26 Aft-mkt FII*     FEDERATED INV-B        5.45     2.11     2.58
01/26 Bef-mkt ESI      ITT EDUCATIONAL       14.24     5.86     2.43
01/26 16:15   KLAC*    KLA-TENCOR CORP        5.23     2.17     2.41
01/26         USG      USG CORP              11.10     5.18     2.14
01/26 Aft-mkt AMGN*    AMGEN INC              4.45     2.14     2.08
01/26         UAL      UNITED CONTINENT       2.34     1.48     1.58
01/26 Aft-mkt INFA     INFORMATICA CORP       8.78     5.86     1.50
01/26 Bef-mkt MJN*     MEAD JOHNSON           4.92     3.28     1.50
01/26 Bef-mkt ABC*     AMERISOURCEBERGE       3.55     2.51     1.41
01/26 07:00   UA       UNDER ARMOUR-A         6.81     4.99     1.36
01/26         CY       CYPRESS SEMICON        5.18     3.87     1.34
01/26 Bef-mkt EQT*     EQT CORP               3.93     2.93     1.34
01/26 Bef-mkt LMT*     LOCKHEED MARTIN        1.91     1.46     1.31
01/26 Aft-mkt SBUX*    STARBUCKS CORP         3.39     2.60     1.30
01/26         CELG*    CELGENE CORP           2.35     1.93     1.22
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/26 17:00   EMN*     EASTMAN CHEMICAL       3.98     3.26     1.22
01/26 07:00   ZMH*     ZIMMER HLDGS           3.36     3.03     1.11
01/26 Bef-mkt ETN*     EATON CORP             3.22     2.99     1.08
01/26 Bef-mkt CL*      COLGATE-PALMOLIV       2.09     1.94     1.07
01/26 Aft-mkt JNPR*    JUNIPER NETWORKS       6.41     5.99     1.07
01/26         CRR      CARBO CERAMICS         8.05     7.70     1.05
01/26 08:00   SHW*     SHERWIN-WILLIAMS       4.28     4.12     1.04
01/26 07:00   CNX*     CONSOL ENERGY          4.29     4.16     1.03
01/26 16:05   VRSN*    VERISIGN INC           2.29     2.30     1.00
01/26         BMY*     BRISTOL-MYER SQB       1.41     1.44     0.98
01/26 07:30   CAT*     CATERPILLAR INC        3.15     3.27     0.96
01/26 Aft-mkt RVBD     RIVERBED TECHNOL       9.36    10.02     0.93
01/26         DV*      DEVRY INC              9.33    10.65     0.88
01/26 Bef-mkt TWC*     TIME WARNER CABL       3.16     3.71     0.85
01/26 Aft-mkt MXIM     MAXIM INTEGRATED       2.30     3.53     0.65
01/26 16:00   CRUS     CIRRUS LOGIC INC       6.49    10.67     0.61
01/26         PCP*     PRECISION CASTPT       1.56     2.72     0.57
01/26         BAX*     BAXTER INTL INC        2.06     4.20     0.49
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
01/26 Bef-mkt TZOO     TRAVELZOO INC          8.07    16.64     0.48
01/26         MMM*     3M CO                  1.35     3.37     0.40
01/26 Aft-mkt CB*      CHUBB CORP             0.73     2.21     0.33

* - 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