Bloomberg News

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

May 02, 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
========================================================================
05/03 Bef-mkt CXW      CORRECTIONS CORP       8.37     1.76     4.75
05/03         CNP*     CENTERPOINT ENER       4.47     1.28     3.50
05/03 Aft-mkt SWN*     SOUTHWESTRN ENGY       7.62     3.05     2.50
05/03         PSA*     PUBLIC STORAGE         2.17     1.01     2.14
05/03 06:30   CI*      CIGNA CORP             5.22     2.58     2.03
05/03 Aft-mkt ZAGG     ZAGG INC              12.86     6.60     1.95
05/03 Bef-mkt TDC*     TERADATA CORP          5.69     2.93     1.94
05/03 Aft-mkt AIG*     AMERICAN INTERNA       5.42     3.02     1.80
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/03 Aft-mkt AREX     APPROACH RESOURC       5.56     3.34     1.66
05/03 Aft-mkt FSLR*    FIRST SOLAR INC       13.41     8.23     1.63
05/03         LVLT     LEVEL 3 COMM INC       9.46     6.14     1.54
05/03 Bef-mkt UPL      ULTRA PETROLEUM        5.38     3.97     1.35
05/03         NRG*     NRG ENERGY             3.20     2.40     1.34
05/03         VIAB*    VIACOM INC-B           3.50     2.62     1.34
05/03         VNO*     VORNADO RLTY TST       2.64     2.03     1.30
05/03 07:00   AMT*     AMERICAN TOWER C       2.00     1.75     1.14
05/03         WYNN*    WYNN RESORTS LTD       4.49     4.04     1.11
05/03 Aft-mkt CF*      CF INDUSTRIES HO       4.24     3.95     1.07
05/03 Bef-mkt ANR*     ALPHA NATURAL RE       6.22     6.34     0.98
05/03 Aft-mkt MTW      MANITOWOC CO           8.61     9.80     0.88
05/03         DNR*     DENBURY RESOURCE       3.94     4.54     0.87
05/03 Bef-mkt CAH*     CARDINAL HEALTH        1.64     1.93     0.85
05/03 Aft-mkt FLR*     FLUOR CORP             4.35     5.40     0.81
05/03 Bef-mkt MGM      MGM RESORTS INTE       4.45     5.58     0.80
05/03 16:00   KFT*     KRAFT FOODS INC        1.65     2.17     0.76
05/03         CVC*     CABLEVISION SY-A       4.66     6.33     0.74
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/03 Aft-mkt ROVI     ROVI CORP              7.07     9.98     0.71
05/03         SLE*     SARA LEE CORP          1.84     2.64     0.69
05/03 08:00   APA*     APACHE CORP            1.87     2.89     0.65
05/03 Bef-mkt EXH      EXTERRAN HOLDING       6.14    10.81     0.57
05/03 Bef-mkt PXP      PLAINS EXPLORATI       2.40     4.51     0.53
05/03 Bef-mkt WNR      WESTERN REFINING       3.54     6.80     0.52
05/04 Bef-mkt SE*      SPECTRA ENERG          2.55     1.33     1.92
05/04 07:00   DUK*     DUKE ENERGY CORP       1.48     1.08     1.37
05/04         AES*     AES CORP               2.36     1.88     1.26
05/04         EXC*     EXELON CORP            1.44     1.18     1.22
05/04         MNST     MONSTER BEVERAGE       7.39     6.28     1.18
05/04         JOE      ST JOE CO              4.11     3.74     1.10
05/04 Bef-mkt PPL*     PPL CORPORATION        1.51     1.52     0.99
05/04         ZOLT     ZOLTEK COS            15.94    16.99     0.94
05/04         EL*      ESTEE LAUDER           6.29     7.43     0.85
05/04         TIE*     TITANIUM METALS        2.27     3.92     0.58
05/04         ED*      CONS EDISON INC        0.34     0.81     0.41

* - 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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