Bloomberg News

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

May 16, 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
========================================================================
05/17 08:30   ROST*    ROSS STORES INC        4.57     1.29     3.54
05/17         PLCE     CHILDREN’S PLACE      12.61     5.29     2.38
05/17         DLTR*    DOLLAR TREE INC        5.66     2.76     2.05
05/17         AMAT*    APPLIED MATERIAL       5.38     2.73     1.97
05/17 16:00   GPS*     GAP INC/THE            6.97     3.93     1.77
05/17 Bef-mkt QSII     QUALITY SYSTEMS        4.66     2.64     1.77
05/17         PCP*     PRECISION CASTPT       4.46     2.77     1.61
05/17         GME*     GAMESTOP CORP-A        5.86     4.12     1.42
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/17 Aft-mkt CRM*     SALESFORCE.COM        12.31     9.18     1.34
05/17         ADSK*    AUTODESK INC           7.11     5.52     1.29
05/17 07:00   WMT*     WAL-MART STORES        2.72     2.23     1.22
05/17 Aft-mkt ARUN     ARUBA NETWORKS I      11.94    11.00     1.09
05/17         SHLD*    SEARS HOLDINGS         7.24     7.93     0.91
05/17 08:30   CSC*     COMPUTER SCIENCE       9.19    10.22     0.90
05/17 Aft-mkt INTU*    INTUIT INC             4.63     6.16     0.75
05/18 08:00   ANN      ANN INC               11.63     7.76     1.50
05/18 Bef-mkt FL       FOOT LOCKER INC        7.22     4.96     1.46

* - 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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