Bloomberg News

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

March 26, 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
========================================================================
03/27 Bef-mkt LEN*     LENNAR CORP-A          5.68     4.74     1.20
03/27 07:30   WAG*     WALGREEN CO            2.83     4.69     0.60
03/28         CMC      COMMERCIAL METAL       4.32     3.48     1.24
03/28         RHT*     RED HAT INC            6.08     6.58     0.92
03/28 Bef-mkt FDO*     FAMILY DOLLAR ST       3.54     3.96     0.90
03/28 Aft-mkt MOS*     MOSAIC CO/THE          2.49     3.34     0.75
03/28         TXI      TEXAS INDUSTRIES       3.26     5.34     0.61

* - 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


Steve Ballmer, Power Forward
LIMITED-TIME OFFER SUBSCRIBE NOW
 
blog comments powered by Disqus