Bloomberg News

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

July 17, 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
========================================================================
07/18 Aft-mkt YUM*     YUM! BRANDS INC        6.80     2.37     2.87
07/18         PNC*     PNC FINANCIAL SE       3.34     1.28     2.61
07/18 Aft-mkt KMP      KINDER MORGAN EN       1.41     0.59     2.38
07/18         XLNX*    XILINX INC             6.30     2.90     2.17
07/18 Bef-mkt ABT*     ABBOTT LABS            2.72     1.29     2.10
07/18 08:00   GWW*     WW GRAINGER INC        5.85     2.82     2.07
07/18 Aft-mkt AXP*     AMERICAN EXPRESS       3.18     1.58     2.01
07/18 06:30   BK*      BANK NY MELLON         4.04     2.06     1.96
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/18 07:00   DOV*     DOVER CORP             4.20     2.15     1.95
07/18 Aft-mkt SLM*     SLM CORP               4.78     2.68     1.79
07/18 Bef-mkt SWK*     STANLEY BLACK &        5.69     3.79     1.50
07/18 Aft-mkt EBAY*    EBAY INC               6.75     4.58     1.47
07/18 Bef-mkt USB*     US BANCORP             2.31     1.59     1.45
07/18 16:00   SYK*     STRYKER CORP           4.17     2.97     1.40
07/18 Aft-mkt SWKS     SKYWORKS SOLUTIO      11.95     8.61     1.39
07/18 Bef-mkt BLK*     BLACKROCK INC          3.13     2.26     1.38
07/18 16:00   QCOM*    QUALCOMM INC           6.39     4.95     1.29
07/18 Bef-mkt HON*     HONEYWELL INTL         3.03     2.43     1.25
07/18 07:30   STJ*     ST JUDE MEDICAL        3.60     2.90     1.24
07/18 Aft-mkt SCSS     SELECT COMFORT C      14.35    11.68     1.23
07/18 Aft-mkt IBM*     IBM                    4.06     3.42     1.19
07/18         FFIV*    F5 NETWORKS           12.33    12.05     1.02
07/19 Bef-mkt PPG*     PPG INDS INC           3.52     1.37     2.57
07/19         SWY*     SAFEWAY INC            8.19     3.61     2.27
07/19 Bef-mkt FCX*     FREEPORT-MCMORAN       4.20     1.92     2.19
07/19 Bef-mkt LH*      LABORATORY CP          3.56     1.65     2.16
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/19 06:00   DHR*     DANAHER CORP           3.87     1.82     2.13
07/19 Bef-mkt SHW*     SHERWIN-WILLIAMS       5.29     2.75     1.92
07/19         DO*      DIAMOND OFFSHORE       3.25     2.09     1.56
07/19 Bef-mkt BBT*     BB&T CORP              3.10     2.00     1.55
07/19         MSFT*    MICROSOFT CORP         3.66     2.58     1.42
07/19         BAX*     BAXTER INTL INC        3.81     2.73     1.39
07/19 Bef-mkt UNH*     UNITEDHEALTH GRP       3.55     2.55     1.39
07/19 Aft-mkt SNDK*    SANDISK CORP           9.72     7.03     1.38
07/19         TXT*     TEXTRON INC            7.06     5.13     1.38
07/19         JCI*     JOHNSON CONTROLS       4.73     3.46     1.37
07/19 07:30   VZ*      VERIZON COMMUNIC       2.45     1.87     1.31
07/19 Aft-mkt NCR      NCR CORP               6.63     5.16     1.29
07/19         CY       CYPRESS SEMICON        7.87     6.20     1.27
07/19 Bef-mkt TRV*     TRAVELERS COS IN       3.33     2.62     1.27
07/19 07:15   MS*      MORGAN STANLEY         4.96     3.97     1.25
07/19         ISRG*    INTUITIVE SURGIC       7.52     6.10     1.23
07/19 16:05   COF*     CAPITAL ONE FINA       4.84     3.98     1.22
07/19         NUE*     NUCOR CORP             2.91     2.40     1.21
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/19 16:00   ALGN     ALIGN TECHNOLOGY      15.75    13.35     1.18
07/19 Bef-mkt UNP*     UNION PAC CORP         3.18     2.91     1.09
07/19 07:00   VFC*     VF CORP                4.74     4.49     1.06
07/19 16:00   CMG*     CHIPOTLE MEXICAN       5.95     5.83     1.02
07/19 07:00   PM*      PHILIP MORRIS IN       2.05     2.05     1.00
07/19 06:30   FITB*    FIFTH THIRD BANC       4.27     4.50     0.95
07/19 Aft-mkt GOOG*    GOOGLE INC-CL A        7.12     7.51     0.95
07/19 Bef-mkt DGX*     QUEST DIAGNOSTIC       4.33     4.92     0.88
07/19         AN*      AUTONATION INC         3.85     4.54     0.85
07/19 16:00   ACTG     ACACIA RESEARCH        6.63     7.91     0.84

* - 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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