Bloomberg News

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

April 13, 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
========================================================================
04/16 Bef-mkt SCHW*    SCHWAB (CHARLES)       2.99     2.04     1.46
04/16 06:00   MAT*     MATTEL INC             4.60     3.65     1.26
04/16 Bef-mkt GCI*     GANNETT CO             5.70     5.75     0.99
04/16 08:00   C*       CITIGROUP INC          3.61     3.85     0.94
04/17         AMTD     TD AMERITRADE HO       3.79     1.98     1.91
04/17 Bef-mkt USB*     US BANCORP             2.63     1.71     1.54
04/17         USG      USG CORP               6.06     4.43     1.37
04/17 Bef-mkt KO*      COCA-COLA CO/THE       1.55     1.22     1.27
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/17 Bef-mkt FRX*     FOREST LABS INC        2.33     1.90     1.23
04/17 Aft-mkt CSX*     CSX CORP               3.21     2.63     1.22
04/17 Bef-mkt JNJ*     JOHNSON&JOHNSON        1.44     1.21     1.19
04/17 Bef-mkt CMA*     COMERICA INC           4.95     4.43     1.12
04/17 Aft-mkt INTC*    INTEL CORP             3.08     2.97     1.04
04/17 08:00   GS*      GOLDMAN SACHS GP       3.06     3.14     0.98
04/17 Aft-mkt URI      UNITED RENTALS         9.89    10.06     0.98
04/17 16:00   CREE     CREE INC               8.96     9.52     0.94
04/17         ISRG*    INTUITIVE SURGIC       5.61     6.10     0.92
04/17 08:00   GWW*     WW GRAINGER INC        2.76     3.31     0.83
04/17 Aft-mkt LLTC*    LINEAR TECH CORP       3.67     4.60     0.80
04/17 Aft-mkt IBM*     IBM                    2.56     3.22     0.79
04/17 Aft-mkt YHOO*    YAHOO! INC             1.96     4.31     0.45

* - 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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