Implied Stock-Price Moves for U.S. Companies Reporting Results
By -
Feb 21, 2012
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
========================================================================
02/22 Aft-mkt GDP GOODRICH PETRO 8.45 3.72 2.27
02/22 Aft-mkt HTZ HERTZ GLOBAL HOL 9.10 4.39 2.07
02/22 Aft-mkt ONXX ONYX PHARM 4.51 2.38 1.90
02/22 Aft-mkt ESRX* EXPRESS SCRIPT 8.71 4.87 1.79
02/22 Aft-mkt CLR CONTL RES INC/OK 7.05 4.14 1.70
02/22 09:30 TJX* TJX COS INC 3.20 2.28 1.41
02/22 Aft-mkt PPO POLYPORE INTERNA 14.72 12.17 1.21
02/22 Aft-mkt WLL WHITING PETROLEU 3.56 3.47 1.03
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/22 Aft-mkt SGY STONE ENERGY 5.69 6.00 0.95
02/22 CHS CHICO’S FAS INC 7.43 8.39 0.89
02/22 Bef-mkt LAMR LAMAR ADVERTIS-A 8.29 9.35 0.89
02/22 Aft-mkt HPQ* HEWLETT-PACKARD 4.67 5.49 0.85
02/22 Aft-mkt FLR* FLUOR CORP 4.43 5.27 0.84
02/22 Bef-mkt RRD* RR DONNELLEY & S 2.46 3.29 0.75
02/22 Aft-mkt SM SM ENERGY CO 3.80 6.26 0.61
02/22 DLTR* DOLLAR TREE INC 2.46 4.20 0.58
02/22 Aft-mkt FLS* FLOWSERVE CORP 2.71 4.67 0.58
02/22 DDS DILLARDS INC-A 6.16 11.29 0.55
02/22 Aft-mkt CXO CONCHO RESOURCES 1.77 3.63 0.49
02/22 Bef-mkt MGM MGM RESORTS INTE 2.58 6.11 0.42
02/22 Aft-mkt QCOR QUESTCOR PHARM 1.27 16.11 0.08
02/23 KBR KBR INC 6.47 2.04 3.17
02/23 SHLD* SEARS HOLDINGS 13.14 5.84 2.25
02/23 NIHD NII HOLDING INC 10.90 5.08 2.15
02/23 Aft-mkt LYV LIVE NATION ENTE 6.20 3.74 1.66
02/23 Aft-mkt IDIX IDENIX PHARM 9.80 6.72 1.46
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE ERNS MOVE RATIO
========================================================================
02/23 DECK DECKERS OUTDOOR 10.66 7.78 1.37
02/23 Aft-mkt MNST MONSTER BEVERAGE 7.75 6.30 1.23
02/23 Aft-mkt TIVO TIVO INC 7.63 6.33 1.20
02/23 SWY* SAFEWAY INC 3.95 3.68 1.07
02/23 16:00 CROX CROCS INC 6.60 6.25 1.06
02/23 Aft-mkt CRM* SALESFORCE.COM 8.61 8.31 1.04
02/23 Bef-mkt OCR OMNICARE INC 4.91 5.22 0.94
02/23 Aft-mkt SPN SUPERIOR ENERGY 5.55 5.98 0.93
02/23 Bef-mkt PXP PLAINS EXPLORATI 3.90 4.56 0.86
02/23 Bef-mkt TGT* TARGET CORP 1.59 1.85 0.86
02/23 16:00 GPS* GAP INC/THE 3.38 4.10 0.82
02/23 ADSK* AUTODESK INC 5.12 6.42 0.80
02/23 Aft-mkt OVTI OMNIVISION TECH 9.41 12.18 0.77
02/23 PCS* METROPCS COMMUNI 6.55 10.38 0.63
02/23 07:00 KSS* KOHLS CORP 2.28 3.77 0.60
02/23 DDD 3D SYSTEMS CORP 8.41 14.51 0.58
02/23 Aft-mkt AIG* AMERICAN INTERNA 0.48 4.07 0.12
02/23 DNR* DENBURY RESOURCE 0.53 4.24 0.12
* - 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