Bloomberg News

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

June 20, 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
========================================================================
06/21 07:30   CAG*     CONAGRA FOODS          3.01     1.78     1.69
06/21 Bef-mkt KMX*     CARMAX INC             6.68     7.14     0.94
06/22 07:00   DRI*     DARDEN RESTAURAN       3.58     3.22     1.11
06/22         CCL*     CARNIVAL CORP          3.05     3.18     0.96

* - 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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