Bloomberg News

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

April 24, 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
========================================================================
04/25 Aft-mkt RYL      RYLAND GROUP INC       5.60     1.95     2.88
04/25 Bef-mkt GD*      GENERAL DYNAMICS       2.29     1.03     2.23
04/25         EQIX     EQUINIX INC           10.20     5.53     1.84
04/25 Aft-mkt TRN      TRINITY INDUSTRI       6.89     3.75     1.84
04/25 07:00   DAN      DANA HOLDING           6.38     3.53     1.81
04/25 16:00   CROX     CROCS INC              8.53     5.68     1.50
04/25 Aft-mkt TEX      TEREX CORP            11.14     7.46     1.49
04/25 Bef-mkt PX*      PRAXAIR INC            2.90     1.98     1.46
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/25 17:00   XLNX*    XILINX INC             3.09     2.13     1.45
04/25 07:00   NDAQ*    NASDAQ OMX GROUP       2.93     2.03     1.44
04/25 07:30   CAT*     CATERPILLAR INC        4.25     2.99     1.42
04/25 Bef-mkt NOC*     NORTHROP GRUMMAN       2.13     1.51     1.41
04/25         LO*      LORILLARD INC          4.17     3.03     1.38
04/25 Aft-mkt RRC*     RANGE RESOURCES        4.01     2.91     1.38
04/25 16:00   CRUS     CIRRUS LOGIC INC      14.55    11.50     1.26
04/25 18:30   ORLY*    O’REILLY AUTOMOT       4.81     3.86     1.25
04/25 Aft-mkt CCI*     CROWN CASTLE INT       2.22     1.88     1.18
04/25 Bef-mkt TKR      TIMKEN CO              6.70     5.66     1.18
04/25         NFX*     NEWFIELD EXPLORA       5.72     4.88     1.17
04/25         HES*     HESS CORP              2.77     2.38     1.16
04/25         SKX      SKECHERS USA-A         8.80     7.67     1.15
04/25 07:30   BA*      BOEING CO/THE          2.63     2.35     1.12
04/25 Aft-mkt IDCC     INTERDIGITAL INC       4.50     4.06     1.11
04/25 Aft-mkt LVS      LAS VEGAS SANDS        5.83     5.28     1.10
04/25 07:00   MSI*     MOTOROLA SOLUTIO       3.42     3.29     1.04
04/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       4.64     4.51     1.03
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/25         DAL      DELTA AIR LI           6.34     6.20     1.02
04/25 16:00   ITRI     ITRON INC              8.52     8.54     1.00
04/25 Aft-mkt WLL      WHITING PETROLEU       4.00     4.12     0.97
04/25 Bef-mkt NEE*     NEXTERA ENERGY         0.67     0.72     0.93
04/25 16:15   CAKE     CHEESECAKE FACTO       4.35     4.79     0.91
04/25 Aft-mkt CTXS*    CITRIX SYSTEMS         7.12     7.81     0.91
04/25 Aft-mkt WMB*     WILLIAMS COS INC       3.72     4.07     0.91
04/25 Aft-mkt OI*      OWENS-ILLINOIS         4.34     4.84     0.90
04/25 Aft-mkt TSCO     TRACTOR SUPPLY         2.22     2.53     0.88
04/25         WYN*     WYNDHAM WORLDWID       3.21     3.74     0.86
04/25         ATI*     ALLEGHENY TECH         4.38     5.15     0.85
04/25 06:00   GRA      WR GRACE & CO          5.20     6.10     0.85
04/25 Bef-mkt OC       OWENS CORNING          5.98     7.11     0.84
04/25 Bef-mkt HOG*     HARLEY-DAVIDSON        5.96     7.56     0.79
04/25 Bef-mkt GLW*     CORNING INC            3.34     4.33     0.77
04/25 Aft-mkt COG*     CABOT OIL & GAS        4.88     6.46     0.76
04/25 16:00   ACOM     ANCESTRY.COM INC       8.62    11.51     0.75
04/25         AKAM*    AKAMAI TECHNOLOG      10.15    13.58     0.75
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/25 Aft-mkt CLF*     CLIFFS NATURAL R       3.16     4.29     0.74
04/25 Aft-mkt AVB*     AVALONBAY COMMUN       1.95     2.85     0.69
04/25 06:00   WLP*     WELLPOINT INC          2.17     3.39     0.64
04/25 Bef-mkt NOV*     NATL OILWELL VAR       1.92     3.73     0.51
04/25 07:30   SO*      SOUTHERN CO            0.30     0.60     0.51
04/26 Aft-mkt SBUX*    STARBUCKS CORP         5.41     2.52     2.15
04/26         SWY*     SAFEWAY INC            8.30     3.97     2.09
04/26 Bef-mkt REGN     REGENERON PHARM        8.66     4.16     2.08
04/26 16:15   KLAC*    KLA-TENCOR CORP        4.43     2.18     2.03
04/26         SPPI     SPECTRUM PHARMAC      11.16     5.94     1.88
04/26         UAL      UNITED CONTINENT       5.05     2.78     1.81
04/26 07:30   IVZ*     INVESCO LTD            4.48     2.54     1.76
04/26 Bef-mkt LMT*     LOCKHEED MARTIN        2.48     1.42     1.74
04/26         NIHD     NII HOLDING INC       10.11     6.16     1.64
04/26 07:00   ZMH*     ZIMMER HLDGS           4.32     2.80     1.54
04/26 16:05   VRSN*    VERISIGN INC           3.55     2.37     1.50
04/26 Aft-mkt OLN      OLIN CORP              6.02     4.04     1.49
04/26 Bef-mkt HOT*     STARWOOD HOTELS        4.34     3.00     1.45
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26         NBL*     NOBLE ENERGY INC       2.60     1.82     1.43
04/26 Aft-mkt SWKS     SKYWORKS SOLUTIO      11.26     7.93     1.42
04/26 Aft-mkt WDC*     WESTERN DIGITAL        7.55     5.33     1.42
04/26 Aft-mkt AMZN*    AMAZON.COM INC         7.87     5.89     1.33
04/26 Aft-mkt ARBA     ARIBA INC              7.10     5.52     1.29
04/26 Bef-mkt BC       BRUNSWICK CORP         9.23     7.71     1.20
04/26 Aft-mkt CYH      COMMUNITY HEALTH       6.17     5.31     1.16
04/26 Bef-mkt PTEN     PATTERSON-UTI          3.21     2.83     1.14
04/26 Aft-mkt CERN*    CERNER CORP            5.35     4.77     1.12
04/26 07:00   RTN*     RAYTHEON CO            1.81     1.64     1.10
04/26 Bef-mkt BG       BUNGE LTD              5.49     5.09     1.08
04/26 06:00   WHR*     WHIRLPOOL CORP         6.95     6.46     1.08
04/26 08:00   SWI      SOLARWINDS INC        10.26     9.73     1.05
04/26         BWA*     BORGWARNER INC         4.30     4.15     1.04
04/26 Bef-mkt WM*      WASTE MANAGEMENT       1.67     1.61     1.04
04/26 Bef-mkt TWC*     TIME WARNER CABL       4.66     4.55     1.02
04/26         HP*      HELMERICH & PAYN       4.10     4.04     1.01
04/26 Bef-mkt MJN*     MEAD JOHNSON           3.23     3.19     1.01
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26 Bef-mkt VMC*     VULCAN MATERIALS       4.67     4.69     1.00
04/26         DECK     DECKERS OUTDOOR        7.81     7.86     0.99
04/26 Bef-mkt MYL*     MYLAN INC              2.81     2.89     0.97
04/26 Aft-mkt MXIM     MAXIM INTEGRATED       2.94     3.10     0.95
04/26         CRR      CARBO CERAMICS         8.56     9.10     0.94
04/26 Bef-mkt LIZ      LIZ CLAIBORNE          7.99     9.12     0.88
04/26         OXY*     OCCIDENTAL PETE        2.98     3.38     0.88
04/26 07:00   MO*      ALTRIA GROUP INC       1.09     1.31     0.83
04/26 Bef-mkt XOM*     EXXON MOBIL CORP       1.07     1.31     0.82
04/26 07:00   CNX*     CONSOL ENERGY          3.21     3.94     0.81
04/26 Aft-mkt SYNA     SYNAPTICS INC          4.84     6.17     0.79
04/26         DDD      3D SYSTEMS CORP       11.11    14.99     0.74
04/26 08:00   K*       KELLOGG CO             2.66     3.72     0.71
04/26 16:05   GILD*    GILEAD SCIENCES        3.25     4.62     0.70
04/26 Bef-mkt SWC      STILLWATER MININ       5.24     7.52     0.70
04/26 Bef-mkt CME*     CME GROUP INC          2.47     3.61     0.68
04/26 09:00   CAM*     CAMERON INTERNAT       3.17     4.73     0.67
04/26 06:00   AET*     AETNA INC              2.88     4.37     0.66
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/26 Aft-mkt SPN      SUPERIOR ENERGY        3.85     5.85     0.66
04/26 Aft-mkt CSTR     COINSTAR INC           7.01    11.07     0.63
04/26 07:45   UPS*     UNITED PARCEL-B        1.53     2.48     0.62
04/26 07:00   PEP*     PEPSICO INC            1.70     2.92     0.58
04/26         DOW*     DOW CHEMICAL CO        2.19     3.88     0.57
04/26 Bef-mkt CL*      COLGATE-PALMOLIV       0.62     2.15     0.29

* - 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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