Implied Stock-Price Moves for U.S. Companies Reporting Results
By -
Feb 17, 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
========================================================================
02/21 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