Bloomberg News

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

May 18, 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
========================================================================
05/21         LOW*     LOWE’S COS INC         4.70     1.56     3.01
05/21 Bef-mkt CPB*     CAMPBELL SOUP CO       2.18     2.44     0.90
05/21 16:00   URBN*    URBAN OUTFITTER        5.15     6.79     0.76
05/22 Aft-mkt TTWO     TAKE-TWO INTERAC       9.47     4.67     2.03
05/22 Bef-mkt AZO*     AUTOZONE INC           3.64     2.53     1.44
05/22 07:30   BBY*     BEST BUY CO INC       10.59     8.21     1.29
05/22 08:00   RL*      RALPH LAUREN COR       9.08     7.10     1.28
05/22 Bef-mkt WSM      WILLIAMS-SONOMA        5.35     5.26     1.02
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/22         GES      GUESS? INC             8.23     8.64     0.95
05/22 Aft-mkt PETM     PETSMART INC           3.48     3.71     0.94
05/22 Aft-mkt DELL*    DELL INC               4.94     5.63     0.88
05/22 16:00   ADI*     ANALOG DEVICES         2.26     2.61     0.87
05/22 07:15   MDT*     MEDTRONIC INC          2.94     3.81     0.77
05/22 Aft-mkt PSS      COLLECTIVE BRAND       3.15    11.35     0.28

* - 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


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