Bloomberg News

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

May 15, 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
========================================================================
05/16 Bef-mkt DE*      DEERE & CO             4.61     2.04     2.26
05/16 16:30   LTD*     LIMITED BRANDS         4.95     2.29     2.16
05/16 06:00   SPLS*    STAPLES INC            7.91     4.29     1.84
05/16 07:00   ANF*     ABERCROMBIE & FI      11.64     6.90     1.69
05/16 Bef-mkt TGT*     TARGET CORP            3.06     2.07     1.48
05/16         CHS      CHICO’S FAS INC       10.41    10.44     1.00
05/17 08:30   ROST*    ROSS STORES INC        4.60     1.29     3.56
05/17         DLTR*    DOLLAR TREE INC        6.45     2.76     2.33
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/17         PLCE     CHILDREN’S PLACE      11.06     5.29     2.09
05/17         AMAT*    APPLIED MATERIAL       4.71     2.73     1.72
05/17 16:00   GPS*     GAP INC/THE            6.58     3.93     1.68
05/17         PCP*     PRECISION CASTPT       4.66     2.77     1.68
05/17         GME*     GAMESTOP CORP-A        5.95     4.12     1.44
05/17 Aft-mkt CRM*     SALESFORCE.COM        12.57     9.18     1.37
05/17         ADSK*    AUTODESK INC           7.25     5.52     1.31
05/17 07:00   WMT*     WAL-MART STORES        2.76     2.23     1.24
05/17 Aft-mkt ARUN     ARUBA NETWORKS I      12.24    11.00     1.11
05/17         SHLD*    SEARS HOLDINGS         7.42     7.93     0.93
05/17 08:30   CSC*     COMPUTER SCIENCE       9.45    10.22     0.92
05/17 Aft-mkt INTU*    INTUIT INC             4.74     6.16     0.77

* - 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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