Bloomberg News

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

May 03, 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
========================================================================
05/04 Bef-mkt SE*      SPECTRA ENERG          2.36     1.33     1.77
05/04 07:00   DUK*     DUKE ENERGY CORP       1.58     1.08     1.46
05/04 Bef-mkt PPL*     PPL CORPORATION        1.92     1.52     1.26
05/04         EXC*     EXELON CORP            1.07     1.18     0.91
05/04         EL*      ESTEE LAUDER           6.27     7.43     0.84
05/04         ZOLT     ZOLTEK COS            13.64    16.99     0.80
05/04         TIE*     TITANIUM METALS        3.02     3.92     0.77
05/04         MRX      MEDICIS PHARM-A        5.11     8.24     0.62
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/07 Bef-mkt CTSH*    COGNIZANT TECH-A       5.18     2.54     2.04
05/07 Bef-mkt HFC      HOLLYFRONTIER CO       4.45     2.72     1.63
05/07         BBEP     BREITBURN ENERGY       4.63     3.63     1.28
05/07         DISH     DISH NETWORK-A         5.80     5.08     1.14
05/07 Aft-mkt EA*      ELECTRONIC ARTS        7.65     6.68     1.14
05/07         RAX      RACKSPACE HOSTIN       6.58     5.88     1.12
05/07 Aft-mkt PAA      PLAINS ALL AMER        1.31     1.32     0.99
05/07 Aft-mkt MAKO     MAKO SURGICAL          7.89     8.01     0.98
05/07         PBI*     PITNEY BOWES INC       4.87     5.08     0.96
05/07 Aft-mkt CLNE     CLEAN ENERGY FUE       6.08     6.56     0.93
05/07 Bef-mkt SYY*     SYSCO CORP             3.57     3.91     0.91
05/07 Bef-mkt CDE      COEUR D’ALENE MN       4.99     5.85     0.85
05/07         DNDN     DENDREON CORP         15.59    19.93     0.78
05/07         CAR      AVIS BUDGET GROU       5.06     7.24     0.70
05/07 Aft-mkt ATLS     ATLAS ENERGY LP        1.79     4.42     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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