Bloomberg News

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

February 28, 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
========================================================================
03/01 16:00   ASNA     ASCENA RETAIL GR       6.79     3.85     1.76
03/01         SPPI     SPECTRUM PHARMAC       9.36     5.77     1.62
02/29 Bef-mkt CNP*     CENTERPOINT ENER       4.61     1.83     2.52
02/29 Aft-mkt MDVN     MEDIVATION INC         4.33     2.54     1.70
02/29 Bef-mkt COST*    COSTCO WHOLESALE       2.40     1.91     1.26
02/29 Bef-mkt SPLS*    STAPLES INC            5.53     4.51     1.23
02/29         BID      SOTHEBY’S              6.38     5.33     1.20
02/29         MDR      MCDERMOTT INTL         8.79     7.39     1.19
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY          1-DAY MOVE  ERNS MOVE  RATIO
========================================================================
02/29 Bef-mkt NOG      NORTHERN OIL AND      10.81     9.06     1.19
02/29 Aft-mkt PETM     PETSMART INC           5.48     4.65     1.18
02/29 Aft-mkt EVEP     EV ENERGY PARTNE       3.80     3.47     1.09
02/29 Bef-mkt JOY*     JOY GLOBAL INC         4.90     5.13     0.96
02/29 Aft-mkt FNSR     FINISAR CORP          11.07    14.49     0.76
02/29         TIE*     TITANIUM METALS        2.95     4.21     0.70

* - 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


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