Bloomberg News

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

July 13, 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
========================================================================
07/16         JBHT     HUNT (JB) TRANS        3.91     3.21     1.22
07/16 08:00   C*       CITIGROUP INC          3.81     3.94     0.97
07/16 Aft-mkt CTAS*    CINTAS CORP            4.14     4.62     0.90
07/16 Bef-mkt GCI*     GANNETT CO             5.00     6.64     0.75
07/17 Bef-mkt SCHW*    SCHWAB (CHARLES)       3.85     2.12     1.81
07/17 Aft-mkt CSX*     CSX CORP               3.69     2.24     1.64
07/17 Bef-mkt KO*      COCA-COLA CO/THE       1.94     1.29     1.51
07/17 Aft-mkt INTC*    INTEL CORP             3.65     2.78     1.31
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/17 Bef-mkt HST*     HOST HOTELS & RE       3.16     2.61     1.21
07/17 07:30   GS*      GOLDMAN SACHS GP       3.51     2.98     1.18
07/17 Bef-mkt JNJ*     JOHNSON&JOHNSON        1.38     1.25     1.11
07/17 Bef-mkt KSU      KANSAS CITY SOUT       4.21     4.00     1.05
07/17 06:00   MAT*     MATTEL INC             4.79     4.75     1.01
07/17 07:00   MOS*     MOSAIC CO/THE          3.50     3.47     1.01
07/17 Aft-mkt URI      UNITED RENTALS         9.36     9.42     0.99
07/17 Bef-mkt CMA*     COMERICA INC           4.10     4.53     0.91
07/17         STT*     STATE ST CORP          3.64     4.48     0.81
07/17 Aft-mkt YHOO*    YAHOO! INC             2.89     4.08     0.71

* - 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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