Bloomberg News

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

May 01, 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
========================================================================
05/02 Aft-mkt ONXX     ONYX PHARM             9.41     2.38     3.94
05/02 Aft-mkt V*       VISA INC-CLASS A       4.54     2.28     1.99
05/02 Aft-mkt LNC*     LINCOLN NATL CRP       5.04     2.83     1.78
05/02 Aft-mkt HTZ      HERTZ GLOBAL HOL       6.29     3.61     1.74
05/02 Bef-mkt RRD*     RR DONNELLEY & S       5.75     3.33     1.72
05/02 Bef-mkt IACI     IAC/INTERACTIVEC       7.26     5.02     1.45
05/02 16:05   ALL*     ALLSTATE CORP          4.58     3.30     1.39
05/02         MA*      MASTERCARD INC-A       6.28     4.51     1.39
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/02 Aft-mkt PRU*     PRUDENTL FINL          3.02     2.17     1.39
05/02         CMCSA*   COMCAST CORP-A         2.89     2.22     1.30
05/02         EXPD*    EXPEDITORS INTL        4.00     3.18     1.26
05/02 06:30   WCG      WELLCARE HEALTH        7.60     6.20     1.23
05/02 Bef-mkt RDC*     ROWAN COMPANIES        5.34     4.51     1.18
05/02 Aft-mkt SYMC*    SYMANTEC CORP          4.93     4.23     1.16
05/02 Aft-mkt CXO      CONCHO RESOURCES       4.21     3.67     1.15
05/02         MRO*     MARATHON OIL           3.04     2.66     1.15
05/02 Bef-mkt TWX*     TIME WARNER INC        2.54     2.23     1.14
05/02 Aft-mkt TSO*     TESORO CORP            3.23     2.85     1.13
05/02         ICE*     INTERCONTINENTAL       3.00     2.73     1.10
05/02 Aft-mkt WLT      WALTER ENERGY          6.03     5.53     1.09
05/02 Bef-mkt CVS*     CVS CAREMARK COR       3.18     3.02     1.05
05/02         MUR*     MURPHY OIL CORP        4.45     4.23     1.05
05/02 Aft-mkt CLR      CONTL RES INC/OK       4.62     4.44     1.04
05/02 Aft-mkt PXD*     PIONEER NATURAL        4.62     4.60     1.00
05/02 Aft-mkt GMCR     GREEN MOUNTAIN        17.14    17.78     0.96
05/02 Aft-mkt PPO      POLYPORE INTERNA      10.95    12.41     0.88
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/02 Aft-mkt HIG*     HARTFORD FINL SV       4.44     5.12     0.87
05/02         DVN*     DEVON ENERGY CO        2.63     3.10     0.85
05/02 Aft-mkt JDSU*    JDS UNIPHASE           9.31    11.20     0.83
05/02 Bef-mkt EPD      ENTERPRISE PRODU       1.59     2.09     0.76
05/02 Aft-mkt APKT     ACME PACKET INC        9.80    13.15     0.74
05/02 07:30   PEG*     PUB SERV ENTERP        1.31     1.84     0.71
05/02 Aft-mkt WTW      WEIGHT WATCHERS        7.98    12.20     0.65
05/02         AGN*     ALLERGAN INC           1.99     3.10     0.64
05/03 Bef-mkt BBG      BILL BARRETT COR       5.56     1.06     5.22
05/03 Bef-mkt CXW      CORRECTIONS CORP       8.27     1.76     4.69
05/03 Aft-mkt SWN*     SOUTHWESTRN ENGY       9.34     3.05     3.06
05/03         CNP*     CENTERPOINT ENER       3.39     1.28     2.65
05/03 07:30   SEE*     SEALED AIR CORP        5.19     2.45     2.12
05/03 Aft-mkt ZAGG     ZAGG INC              12.94     6.60     1.96
05/03 Aft-mkt AREX     APPROACH RESOURC       6.41     3.34     1.92
05/03 Aft-mkt AIG*     AMERICAN INTERNA       5.77     3.02     1.91
05/03 06:30   CI*      CIGNA CORP             4.78     2.58     1.86
05/03 Bef-mkt TDC*     TERADATA CORP          5.31     2.93     1.81
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/03         LVLT     LEVEL 3 COMM INC      10.00     6.14     1.63
05/03 Aft-mkt FSLR*    FIRST SOLAR INC       11.56     8.23     1.40
05/03 Bef-mkt CAH*     CARDINAL HEALTH        2.64     1.93     1.37
05/03         UPL      ULTRA PETROLEUM        5.10     3.97     1.28
05/03         WYNN*    WYNN RESORTS LTD       5.17     4.04     1.28
05/03         VNO*     VORNADO RLTY TST       2.35     2.03     1.15
05/03 07:00   AMT*     AMERICAN TOWER C       1.92     1.75     1.09
05/03         NRG*     NRG ENERGY             2.51     2.40     1.05
05/03 16:00   KFT*     KRAFT FOODS INC        2.25     2.17     1.04
05/03         NRGY     INERGY LP              4.00     3.87     1.03
05/03 Aft-mkt CF*      CF INDUSTRIES HO       3.93     3.95     0.99
05/03 Aft-mkt MTW      MANITOWOC CO           9.73     9.80     0.99
05/03 Bef-mkt ANR*     ALPHA NATURAL RE       6.13     6.34     0.97
05/03         DNR*     DENBURY RESOURCE       4.25     4.54     0.94
05/03         BEAM*    BEAM INC               2.47     2.79     0.89
05/03 Aft-mkt FLR*     FLUOR CORP             4.81     5.40     0.89
05/03 Bef-mkt MGM      MGM RESORTS INTE       4.91     5.58     0.88
05/03 Bef-mkt RGLD     ROYAL GOLD INC         2.02     2.46     0.82
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/03 Bef-mkt PWR*     QUANTA SERVICES        5.13     6.42     0.80
05/03 08:00   APA*     APACHE CORP            2.30     2.89     0.79
05/03 Bef-mkt PXP      PLAINS EXPLORATI       2.95     4.51     0.65
05/03         CVC*     CABLEVISION SY-A       3.95     6.33     0.62
05/03         SLE*     SARA LEE CORP          1.25     2.64     0.47

* - 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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