Bloomberg News

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

May 21, 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
========================================================================
05/22 Aft-mkt TTWO     TAKE-TWO INTERAC      11.93     4.67     2.56
05/22 07:30   BBY*     BEST BUY CO INC       13.05     8.21     1.59
05/22 Bef-mkt AZO*     AUTOZONE INC           3.90     2.53     1.54
05/22 08:00   RL*      RALPH LAUREN COR       8.62     7.10     1.21
05/22 Bef-mkt WSM      WILLIAMS-SONOMA        6.33     5.26     1.20
05/22         GES      GUESS? INC             9.70     8.64     1.12
05/22 Aft-mkt PETM     PETSMART INC           4.14     3.71     1.11
========================================================================
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/22 16:00   ADI*     ANALOG DEVICES         2.69     2.61     1.03
05/22 07:15   MDT*     MEDTRONIC INC          3.03     3.81     0.80
05/22 Aft-mkt DELL*    DELL INC               3.94     5.63     0.70
05/23         BIG*     BIG LOTS INC           7.17     3.49     2.05
05/23 Aft-mkt NTAP*    NETAPP INC            11.12     9.49     1.17
05/23 Bef-mkt TOL      TOLL BROTHERS          3.43     3.15     1.09
05/23         AEO      AMER EAGLE OUTF        7.33     6.97     1.05
05/23 Aft-mkt HPQ*     HEWLETT-PACKARD        6.12     6.13     1.00
========================================================================
* - 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: Alex Tanzi in DC at at atanzi@Bloomberg.net.

To contact the editor responsible for this story: Alex Tanzi at at atanzi@Bloomberg.net


The Good Business Issue
LIMITED-TIME OFFER SUBSCRIBE NOW
 
blog comments powered by Disqus