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

Feb. 17 (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
========================================================================
02/21 Bef-mkt MYL*     MYLAN INC              7.19     3.33     2.16
02/21 Aft-mkt CAKE     CHEESECAKE FACTO       8.56     4.46     1.92
02/21 08:30   BKS      BARNES & NOBLE        19.89    10.57     1.88
02/21 Bef-mkt WLT      WALTER ENERGY          9.28     5.90     1.57
02/21 Bef-mkt MHS*     MEDCO HEALTH SOL      10.67     7.38     1.45
02/21 Aft-mkt RRC*     RANGE RESOURCES        3.39     2.70     1.26
02/21 Bef-mkt DTG      DOLLAR THRIFTY         4.49     3.85     1.17
02/21 Aft-mkt CYH      COMMUNITY HEALTH       4.16     3.93     1.06
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/21 Bef-mkt SWC      STILLWATER MININ       6.90     7.59     0.91
02/21 07:00   DAN      DANA HOLDING           3.03     3.51     0.86
02/21 Aft-mkt DELL*    DELL INC               4.78     5.74     0.83
02/21         EXPD*    EXPEDITORS INTL        3.27     3.95     0.83
02/21 16:00   INTU*    INTUIT INC             4.92     6.41     0.77
02/21 Aft-mkt FST      FOREST OIL CORP        3.91     5.26     0.74
02/21 Bef-mkt ROC      ROCKWOOD HOLDING       4.56     6.14     0.74
02/21 07:00   WMT*     WAL-MART STORES        1.01     1.88     0.54
02/21 08:00   M*       MACY’S INC             1.84     3.70     0.50
02/21 07:15   MDT*     MEDTRONIC INC          1.59     3.74     0.42
02/21 Aft-mkt APL      ATLAS PIPELINE P       1.88     5.17     0.36
02/21 Aft-mkt NFX*     NEWFIELD EXPLORA       0.44     3.75     0.12
02/22 Aft-mkt ONXX     ONYX PHARM             5.15     2.38     2.17
02/22 Aft-mkt CLR      CONTL RES INC/OK       8.09     4.14     1.96
02/22 Aft-mkt GDP      GOODRICH PETRO         7.18     3.72     1.93
02/22 Aft-mkt HTZ      HERTZ GLOBAL HOL       7.53     4.39     1.72
02/22 Aft-mkt ESRX*    EXPRESS SCRIPT         7.86     4.87     1.61
02/22 Aft-mkt WLL      WHITING PETROLEU       5.22     3.47     1.51
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/22 09:30   TJX*     TJX COS INC            2.71     2.28     1.19
02/22 Bef-mkt RRD*     RR DONNELLEY & S       3.86     3.29     1.17
02/22 Aft-mkt NUVA     NUVASIVE INC          12.17    11.97     1.02
02/22 Aft-mkt SGY      STONE ENERGY           5.88     6.00     0.98
02/22 Aft-mkt PPO      POLYPORE INTERNA      11.51    12.17     0.95
02/22 Aft-mkt FLR*     FLUOR CORP             4.47     5.27     0.85
02/22 Aft-mkt CXO      CONCHO RESOURCES       2.95     3.63     0.81
02/22 Aft-mkt HPQ*     HEWLETT-PACKARD        3.65     5.49     0.67
02/22 Bef-mkt MGM      MGM RESORTS INTE       3.56     6.11     0.58
02/22         DLTR*    DOLLAR TREE INC        2.38     4.20     0.57
02/22         CHS      CHICO’S FAS INC        3.44     8.39     0.41
02/22 Aft-mkt QCOR     QUESTCOR PHARM         4.78    16.11     0.30
02/22 Aft-mkt SM       SM ENERGY CO           1.68     6.26     0.27
02/22         WIN*     WINDSTREAM CORP        0.76     3.31     0.23

* - 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