Bloomberg News

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

March 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


Cash Is for Losers
LIMITED-TIME OFFER SUBSCRIBE NOW
 
blog comments powered by Disqus