Bloomberg News

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

May 11, 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
========================================================================
05/14 16:05   A*       AGILENT TECH INC       4.21     3.58     1.17
05/15 16:00   JCP*     J.C. PENNEY CO        10.12     3.05     3.32
05/15 09:30   TJX*     TJX COS INC            3.60     1.89     1.90
05/15 Bef-mkt DKS      DICK’S SPORTING        6.28     4.41     1.42
05/15         VAL      VALSPAR CORP           4.33     3.34     1.30
05/15         HD*      HOME DEPOT INC         2.43     1.90     1.28

* - 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


Tim Cook's Reboot
LIMITED-TIME OFFER SUBSCRIBE NOW
 
blog comments powered by Disqus