Bloomberg News

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

June 26, 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
========================================================================
06/27 Aft-mkt PAYX*    PAYCHEX INC            2.61     1.94     1.35
06/27 Bef-mkt GIS*     GENERAL MILLS IN       1.78     1.64     1.09
06/27 09:30   MON*     MONSANTO CO            3.07     3.48     0.88
06/27 Bef-mkt LEN*     LENNAR CORP-A          4.07     4.86     0.84
06/28         SHAW     SHAW GROUP INC         6.19     5.40     1.15
06/28 Bef-mkt FDO*     FAMILY DOLLAR ST       3.86     3.60     1.07
06/28 16:15   NKE*     NIKE INC -CL B         5.47     5.37     1.02
06/28 Aft-mkt TIBX     TIBCO SOFTWARE         6.18     6.44     0.96
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
06/28         SCHN     SCHNITZER STEEL        1.48     3.86     0.38

* - 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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