Bloomberg News

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

April 16, 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
========================================================================
04/17         AMTD     TD AMERITRADE HO       4.07     1.98     2.05
04/17 Bef-mkt USB*     US BANCORP             2.29     1.71     1.34
04/17         USG      USG CORP               5.79     4.43     1.31
04/17 Bef-mkt JNJ*     JOHNSON&JOHNSON        1.56     1.21     1.29
04/17 Aft-mkt CSX*     CSX CORP               3.33     2.63     1.27
04/17 Bef-mkt KO*      COCA-COLA CO/THE       1.45     1.22     1.19
04/17 Bef-mkt CMA*     COMERICA INC           4.85     4.43     1.09
04/17 Aft-mkt INTC*    INTEL CORP             3.19     2.97     1.07
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/17 16:00   CREE     CREE INC               9.77     9.52     1.03
04/17 Aft-mkt URI      UNITED RENTALS        10.40    10.06     1.03
04/17 08:00   GS*      GOLDMAN SACHS GP       3.13     3.14     1.00
04/17         ISRG*    INTUITIVE SURGIC       5.91     6.10     0.97
04/17         STT*     STATE ST CORP          4.10     4.75     0.86
04/17 Aft-mkt IBM*     IBM                    2.61     3.22     0.81
04/17 Aft-mkt LLTC*    LINEAR TECH CORP       3.63     4.60     0.79
04/17 Aft-mkt YHOO*    YAHOO! INC             3.01     4.31     0.70
04/18         KMP      KINDER MORGAN EN       1.05     0.44     2.39
04/18 06:30   BK*      BANK NY MELLON         3.65     1.69     2.16
04/18         PNC*     PNC FINANCIAL SE       2.91     1.72     1.69
04/18 07:30   STJ*     ST JUDE MEDICAL        4.18     2.91     1.44
04/18 Aft-mkt SLM*     SLM CORP               3.95     2.75     1.43
04/18 Bef-mkt ABT*     ABBOTT LABS            2.25     1.59     1.41
04/18 Aft-mkt AXP*     AMERICAN EXPRESS       2.48     1.82     1.36
04/18 Aft-mkt YUM*     YUM! BRANDS INC        3.01     2.43     1.24
04/18         EBAY*    EBAY INC               4.21     3.64     1.15
04/18 08:00   NYB      NY COMM BANCORP        2.94     2.57     1.15
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/18 Aft-mkt STLD     STEEL DYNAMICS         4.23     3.74     1.13
04/18 Bef-mkt HAL*     HALLIBURTON CO         2.86     2.84     1.01
04/18 Aft-mkt SWK*     STANLEY BLACK &        3.00     3.11     0.96
04/18         PII      POLARIS INDS           6.16     6.53     0.94
04/18 Bef-mkt BLK*     BLACKROCK INC          2.76     2.97     0.93
04/18         TXT*     TEXTRON INC            5.35     6.20     0.86
04/18 Bef-mkt DGX*     QUEST DIAGNOSTIC       4.17     5.02     0.83
04/18 16:00   QCOM*    QUALCOMM INC           4.19     5.09     0.82
04/18 Aft-mkt VMW      VMWARE INC-CL A        4.87     6.33     0.77
04/18         FFIV*    F5 NETWORKS            8.93    11.97     0.75
04/18 17:00   MAR*     MARRIOTT INTL-A        2.35     3.16     0.74
04/18 Aft-mkt SCSS     SELECT COMFORT C       9.78    13.62     0.72
04/18         LRCX     LAM RESEARCH           2.23     3.59     0.62
04/18 Aft-mkt PLCM     POLYCOM INC            6.88    11.96     0.58

* - 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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