Implied Stock-Price Moves for U.S. Companies Reporting Results
By -
Nov 1, 2011
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
========================================================================
11/02 Bef-mkt RRD* RR DONNELLEY & S 11.78 3.04 3.88
11/02 ONXX ONYX PHARM 6.17 2.56 2.41
11/02 Bef-mkt CNP* CENTERPOINT ENER 3.38 1.85 1.83
11/02 Aft-mkt PRU* PRUDENTL FINL 4.37 2.48 1.76
11/02 CLX* CLOROX CO 2.90 1.87 1.55
11/02 CMCSA* COMCAST CORP-A 3.44 2.25 1.53
11/02 MA* MASTERCARD INC-A 6.12 4.28 1.43
11/02 Bef-mkt ICE* INTERCONTINENTAL 3.53 2.51 1.41
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
11/02 DNDN DENDREON CORP 19.22 13.68 1.40
11/02 06:00 HUN HUNTSMAN CORP 8.02 5.88 1.37
11/02 Bef-mkt CTSH* COGNIZANT TECH-A 5.03 3.95 1.27
11/02 Bef-mkt TWX* TIME WARNER INC 2.91 2.42 1.20
11/02 Aft-mkt PAA PLAINS ALL AMER 1.70 1.46 1.17
11/02 16:00 KFT* KRAFT FOODS INC 2.26 2.02 1.12
11/02 Bef-mkt FCN FTI CONSULTING 5.74 5.22 1.10
11/02 16:00 NWSA* NEWS CORP-A 4.93 4.56 1.08
11/02 16:00 QCOM* QUALCOMM INC 6.66 6.36 1.05
11/02 06:30 WCG WELLCARE HEALTH 6.40 6.14 1.04
11/02 Bef-mkt CLMT CALUMET SPECIALT 4.25 4.19 1.02
11/02 Aft-mkt CVI CVR ENERGY INC 5.23 5.32 0.98
11/02 TIE* TITANIUM METALS 4.68 5.69 0.82
11/02 08:00 HSNI HSN INC 4.61 5.72 0.81
11/02 Bef-mkt EPD ENTERPRISE PRODU 1.70 2.68 0.63
11/03 Bef-mkt TDC* TERADATA CORP 5.15 1.91 2.70
11/03 Aft-mkt OPTR OPTIMER PHARMACE 7.30 2.93 2.49
11/03 16:05 SPWRA SUNPOWER CORP-A 12.70 6.10 2.08
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
11/03 Bef-mkt DNR* DENBURY RESOURCE 7.73 3.80 2.03
11/03 Aft-mkt SWKS SKYWORKS SOLUTIO 13.29 7.08 1.88
11/03 Aft-mkt CBS* CBS CORP-B 5.26 2.98 1.77
11/03 Bef-mkt RGLD ROYAL GOLD INC 3.39 2.07 1.64
11/03 Aft-mkt SBUX* STARBUCKS CORP 4.31 2.66 1.62
11/03 Aft-mkt HANS HANSEN NATURAL 9.16 6.40 1.43
11/03 Aft-mkt MCHP* MICROCHIP TECH 2.86 2.01 1.42
11/03 16:30 SGEN SEATTLE GENETICS 5.73 4.32 1.33
11/03 18:05 APA* APACHE CORP 3.52 2.91 1.21
11/03 Aft-mkt AIG* AMERICAN INTERNA 5.38 4.92 1.09
11/03 Bef-mkt IACI IAC/INTERACTIVEC 3.89 3.80 1.03
11/03 Bef-mkt WNR WESTERN REFINING 6.23 7.34 0.85
11/03 Aft-mkt SUN* SUNOCO INC 3.67 4.38 0.84
11/03 Bef-mkt CVS* CVS CAREMARK COR 3.84 5.52 0.69
* - 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