Bloomberg News

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

April 17, 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
========================================================================
04/18         KMP      KINDER MORGAN EN       1.49     0.44     3.41
04/18 06:30   BK*      BANK NY MELLON         4.41     1.69     2.61
04/18         PNC*     PNC FINANCIAL SE       3.69     1.72     2.15
04/18 Aft-mkt YUM*     YUM! BRANDS INC        4.77     2.43     1.96
04/18         SCCO     SOUTHERN COPPER        2.08     1.18     1.77
04/18 07:30   STJ*     ST JUDE MEDICAL        5.01     2.91     1.72
04/18 Bef-mkt ABT*     ABBOTT LABS            2.72     1.59     1.71
04/18 Aft-mkt SLM*     SLM CORP               4.71     2.75     1.71
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/18 Aft-mkt EBAY*    EBAY INC               5.58     3.64     1.53
04/18 Bef-mkt HAL*     HALLIBURTON CO         4.22     2.84     1.48
04/18 08:00   NYB      NY COMM BANCORP        3.81     2.57     1.48
04/18 Aft-mkt AXP*     AMERICAN EXPRESS       2.66     1.82     1.46
04/18 Aft-mkt STLD     STEEL DYNAMICS         5.34     3.74     1.43
04/18         PII      POLARIS INDS           8.06     6.53     1.23
04/18 Aft-mkt SWK*     STANLEY BLACK &        3.78     3.11     1.21
04/18 Bef-mkt BLK*     BLACKROCK INC          3.56     2.97     1.20
04/18 Aft-mkt VMW      VMWARE INC-CL A        7.59     6.33     1.20
04/18 16:00   QCOM*    QUALCOMM INC           5.67     5.09     1.11
04/18         TXT*     TEXTRON INC            6.64     6.20     1.07
04/18         FFIV*    F5 NETWORKS           12.12    11.97     1.01
04/18 17:00   MAR*     MARRIOTT INTL-A        3.15     3.16     1.00
04/18         LRCX     LAM RESEARCH           3.36     3.59     0.94
04/18 Aft-mkt SCSS     SELECT COMFORT C      12.34    13.62     0.91
04/18 Aft-mkt PLCM     POLYCOM INC            8.68    11.96     0.73
04/18         AMLN     AMYLIN PHARM INC       2.32     4.75     0.49
04/19         BTU*     PEABODY ENERGY         4.88     1.58     3.08
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/19 Bef-mkt PPG*     PPG INDS INC           2.50     1.09     2.29
04/19         ADS      ALLIANCE DATA          6.43     3.28     1.96
04/19 Aft-mkt CB*      CHUBB CORP             4.91     2.64     1.86
04/19 Bef-mkt BBT*     BB&T CORP              4.06     2.20     1.84
04/19 09:00   NUE*     NUCOR CORP             3.29     1.82     1.81
04/19 Bef-mkt TRV*     TRAVELERS COS IN       4.03     2.24     1.80
04/19 Bef-mkt FCX*     FREEPORT-MCMORAN       3.78     2.20     1.71
04/19         UNP*     UNION PAC CORP         4.14     2.59     1.60
04/19 06:00   DHR*     DANAHER CORP           2.87     1.88     1.53
04/19         BX       BLACKSTONE GROUP       3.55     2.33     1.52
04/19 Bef-mkt DD*      DU PONT (EI)           2.23     1.54     1.45
04/19 07:15   MS*      MORGAN STANLEY         5.83     4.18     1.40
04/19 Aft-mkt MSFT*    MICROSOFT CORP         3.07     2.19     1.40
04/19         DO*      DIAMOND OFFSHORE       3.22     2.32     1.39
04/19 16:15   ALTR*    ALTERA CORP            5.74     4.22     1.36
04/19 07:00   EMC*     EMC CORP/MA            4.29     3.28     1.31
04/19 Bef-mkt UNH*     UNITEDHEALTH GRP       3.05     2.35     1.30
04/19 06:30   FITB*    FIFTH THIRD BANC       5.28     4.39     1.20
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/19 07:30   VZ*      VERIZON COMMUNIC       2.16     1.82     1.18
04/19 16:05   COF*     CAPITAL ONE FINA       5.02     4.28     1.17
04/19         CY       CYPRESS SEMICON        5.63     4.80     1.17
04/19 Aft-mkt TPX      TEMPUR-PEDIC INT       7.77     6.66     1.17
04/19 07:00   PM*      PHILIP MORRIS IN       2.34     2.09     1.12
04/19 Bef-mkt SHW*     SHERWIN-WILLIAMS       3.86     3.55     1.09
04/19 Aft-mkt RVBD     RIVERBED TECHNOL      11.76    11.88     0.99
04/19         BAX*     BAXTER INTL INC        3.89     4.34     0.90
04/19 16:00   CMG*     CHIPOTLE MEXICAN       6.28     7.27     0.86
04/19 Aft-mkt SNDK*    SANDISK CORP           5.56     7.16     0.78
04/19         WYNN*    WYNN RESORTS LTD       3.07     4.04     0.76
04/19 Aft-mkt NCR      NCR CORP               4.23     5.83     0.73
04/19 Aft-mkt BGS      B&G FOODS INC          4.19     6.50     0.64
04/19 Bef-mkt TZOO     TRAVELZOO INC          8.94    16.84     0.53

* - 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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