Bloomberg News

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

April 27, 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
========================================================================
04/30 Bef-mkt WPI*     WATSON PHARM           3.96     1.92     2.06
04/30 Aft-mkt VECO     VEECO INSTRUMENT       5.86     3.41     1.72
04/30 Aft-mkt HOLX     HOLOGIC INC            7.82     5.38     1.45
04/30 Aft-mkt SFLY     SHUTTERFLY INC        10.81     8.66     1.25
04/30 Aft-mkt APC*     ANADARKO PETROLE       2.88     2.35     1.22
04/30 06:00   HUM*     HUMANA INC             3.80     3.26     1.17
04/30 Aft-mkt FIRE     SOURCEFIRE INC        10.70    11.22     0.95
04/30 Aft-mkt FST      FOREST OIL CORP        5.39     6.53     0.83
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
04/30 Aft-mkt BGC      GEN CABLE CORP         8.14    10.05     0.81
04/30 Aft-mkt MAS*     MASCO CORP             4.88     6.78     0.72
04/30 16:00   MCK*     MCKESSON CORP          2.20     3.51     0.63
04/30 Bef-mkt NYX*     NYSE EURONEXT          1.11     2.38     0.47
05/01 Aft-mkt CHK*     CHESAPEAKE ENERG       8.50     3.71     2.29
05/01 Bef-mkt VLO*     VALERO ENERGY          2.95     1.82     1.62
05/01 Aft-mkt OPEN     OPENTABLE INC         13.20     8.46     1.56
05/01         CMI*     CUMMINS INC            4.44     4.48     0.99
05/01 Aft-mkt RGR      STURM RUGER & CO       7.35     7.40     0.99
05/01 16:15   CBS*     CBS CORP-B             3.12     3.25     0.96
05/01 Aft-mkt MYGN     MYRIAD GENETICS        7.04     7.50     0.94
05/01 Bef-mkt BIIB*    BIOGEN IDEC INC        2.28     2.69     0.85
05/01         AVP*     AVON PRODUCTS          4.18     5.05     0.83
05/01 Aft-mkt BDX*     BECTON DICKINSON       2.31     2.77     0.83
05/01 Bef-mkt PFE*     PFIZER INC             2.34     2.83     0.83
05/01 Aft-mkt BRCM*    BROADCOM CORP-A        4.94     6.13     0.81
05/01         DPZ      DOMINO’S PIZZA         6.23     7.84     0.79
05/01 Bef-mkt ADM*     ARCHER-DANIELS         3.76     4.94     0.76
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/01 Bef-mkt FE*      FIRSTENERGY CORP       0.90     1.23     0.73
05/01         THOR     THORATEC CORP          7.42    10.65     0.70
05/01 Bef-mkt OSG      OVERSEAS SHIPHLD       3.95     6.31     0.63
05/01 Bef-mkt EMR*     EMERSON ELEC CO        1.66     2.97     0.56
05/01 Aft-mkt NTRI     NUTRISYSTEM INC        6.87    13.54     0.51
05/01 06:00   HUN      HUNTSMAN CORP          3.35     7.60     0.44
05/01 Bef-mkt MMC*     MARSH & MCLENNAN       0.94     2.54     0.37
05/01 Aft-mkt CVI      CVR ENERGY INC         1.01     5.45     0.19

* - 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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