Bloomberg News

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

April 19, 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
========================================================================
04/20 Bef-mkt HON*     HONEYWELL INTL         2.93     2.20     1.33
04/20         SLB*     SCHLUMBERGER LTD       3.44     2.64     1.30
04/20 07:00   UA       UNDER ARMOUR-A         6.49     5.28     1.23
04/20         JCI*     JOHNSON CONTROLS       4.23     3.49     1.21
04/20 Bef-mkt MCD*     MCDONALDS CORP         1.92     1.76     1.09
04/20         AEP*     AMERICAN ELECTRI       1.12     1.07     1.05
04/20 Bef-mkt GE*      GENERAL ELECTRIC       2.91     3.02     0.96
04/20 Bef-mkt KMB*     KIMBERLY-CLARK         2.34     2.74     0.85
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/20 Bef-mkt RCL      ROYAL CARIBBEAN        5.70     7.00     0.81
04/23 Bef-mkt DHI*     DR HORTON INC          5.73     3.33     1.72
04/23 16:30   TXN*     TEXAS INSTRUMENT       2.31     1.62     1.43
04/23 Bef-mkt ETN*     EATON CORP             3.79     2.90     1.31
04/23 Bef-mkt STI*     SUNTRUST BANKS         4.21     4.10     1.03
04/23         HAS*     HASBRO INC             2.42     2.42     1.00
04/23 08:00   COP*     CONOCOPHILLIPS         1.48     1.56     0.95
04/23 16:05   NFLX*    NETFLIX INC           12.65    15.98     0.79
04/23 Aft-mkt ZION*    ZIONS BANCORP          3.40     4.89     0.70

* - 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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