Bloomberg News

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

July 16, 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
========================================================================
07/17 Bef-mkt JAKK     JAKKS PACIFIC          5.40     2.07     2.61
07/17 Bef-mkt SCHW*    SCHWAB (CHARLES)       3.53     2.12     1.66
07/17 Bef-mkt KO*      COCA-COLA CO/THE       1.84     1.29     1.43
07/17 Aft-mkt CSX*     CSX CORP               2.95     2.24     1.32
07/17 Aft-mkt INTC*    INTEL CORP             3.57     2.78     1.28
07/17 Aft-mkt URI      UNITED RENTALS        11.35     9.42     1.20
07/17 07:30   GS*      GOLDMAN SACHS GP       2.96     2.98     0.99
07/17 07:00   MOS*     MOSAIC CO/THE          3.34     3.47     0.96
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/17 06:00   MAT*     MATTEL INC             4.51     4.75     0.95
07/17 Bef-mkt JNJ*     JOHNSON&JOHNSON        1.15     1.25     0.92
07/17 Bef-mkt CMA*     COMERICA INC           3.67     4.53     0.81
07/17         STT*     STATE ST CORP          3.47     4.48     0.77
07/17 Aft-mkt YHOO*    YAHOO! INC             2.68     4.08     0.66
07/17         WYNN*    WYNN RESORTS LTD       2.29     3.98     0.58
07/18         KMP      KINDER MORGAN EN       1.54     0.59     2.60
07/18         PNC*     PNC FINANCIAL SE       2.73     1.28     2.13
07/18 Aft-mkt YUM*     YUM! BRANDS INC        4.82     2.37     2.04
07/18 Aft-mkt AXP*     AMERICAN EXPRESS       2.76     1.58     1.75
07/18 08:00   GWW*     WW GRAINGER INC        4.93     2.82     1.75
07/18         XLNX*    XILINX INC             5.06     2.90     1.74
07/18 Bef-mkt ABT*     ABBOTT LABS            2.12     1.29     1.64
07/18 Bef-mkt USB*     US BANCORP             2.35     1.59     1.48
07/18 06:30   BK*      BANK NY MELLON         3.05     2.06     1.47
07/18 16:00   SYK*     STRYKER CORP           3.29     2.97     1.11
07/18 Bef-mkt SWK*     STANLEY BLACK &        4.14     3.79     1.09
07/18 Aft-mkt EBAY*    EBAY INC               4.95     4.58     1.08
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/18 16:00   QCOM*    QUALCOMM INC           4.88     4.95     0.99
07/18 Aft-mkt IBM*     IBM                    3.30     3.42     0.96
07/18 Aft-mkt SWKS     SKYWORKS SOLUTIO       8.23     8.61     0.96
07/18 07:30   STJ*     ST JUDE MEDICAL        2.75     2.90     0.95
07/18 Bef-mkt HON*     HONEYWELL INTL         2.22     2.43     0.91
07/18         FFIV*    F5 NETWORKS            9.76    12.05     0.81

* - 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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