Bloomberg News

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

April 03, 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
========================================================================
04/04 09:30   MON*     MONSANTO CO            3.76     2.52     1.49
04/04         BBBY*    BED BATH &BEYOND       4.65     5.08     0.91
04/05 Bef-mkt KMX*     CARMAX INC             6.97     7.41     0.94

* - 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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