Implied Stock-Price Moves for U.S. Companies Reporting Results
By -
Mar 27, 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
========================================================================
03/28 TXI TEXAS INDUSTRIES 6.40 5.34 1.20
03/28 Aft-mkt MOS* MOSAIC CO/THE 3.90 3.34 1.17
03/28 RHT* RED HAT INC 6.65 6.58 1.01
03/28 Bef-mkt FDO* FAMILY DOLLAR ST 3.76 3.96 0.95
03/28 16:01 PAYX* PAYCHEX INC 2.08 2.18 0.95
03/29 MAPP MAP PHARMACEUTIC 35.06 2.93 11.95
03/29 08:00 SHAW SHAW GROUP INC 7.42 5.23 1.42
03/29 08:00 BBY* BEST BUY CO INC 7.90 7.79 1.01
REPORT TICKER IMPLIED AVG POST-
DATE TIME SYM COMPANY 1-DAY MOVE% ERNS MOVE% RATIO
========================================================================
03/29 Aft-mkt TIBX TIBCO SOFTWARE 4.80 6.18 0.78
* - 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