Bloomberg News

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

July 18, 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
========================================================================
07/19         SWY*     SAFEWAY INC            9.69     3.61     2.68
07/19 Bef-mkt PPG*     PPG INDS INC           3.20     1.37     2.33
07/19 Bef-mkt FCX*     FREEPORT-MCMORAN       3.94     1.92     2.05
07/19 06:00   DHR*     DANAHER CORP           3.60     1.82     1.98
07/19 Bef-mkt SHW*     SHERWIN-WILLIAMS       5.36     2.75     1.95
07/19 Bef-mkt ADS      ALLIANCE DATA          4.49     2.32     1.94
07/19 Bef-mkt BBT*     BB&T CORP              2.99     2.00     1.49
07/19         DO*      DIAMOND OFFSHORE       3.09     2.09     1.48
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/19 Aft-mkt SNDK*    SANDISK CORP           9.99     7.03     1.42
07/19         BAX*     BAXTER INTL INC        3.77     2.73     1.38
07/19         TXT*     TEXTRON INC            6.88     5.13     1.34
07/19         MSFT*    MICROSOFT CORP         3.35     2.58     1.30
07/19 Bef-mkt UNH*     UNITEDHEALTH GRP       3.33     2.55     1.30
07/19 07:15   MS*      MORGAN STANLEY         5.12     3.97     1.29
07/19         JCI*     JOHNSON CONTROLS       4.43     3.46     1.28
07/19 Aft-mkt NCR      NCR CORP               6.54     5.16     1.27
07/19         CY       CYPRESS SEMICON        7.77     6.20     1.25
07/19 16:00   ALGN     ALIGN TECHNOLOGY      16.43    13.35     1.23
07/19         NUE*     NUCOR CORP             2.91     2.40     1.21
07/19 Bef-mkt TRV*     TRAVELERS COS IN       3.15     2.62     1.20
07/19         ISRG*    INTUITIVE SURGIC       7.24     6.10     1.19
07/19 07:30   VZ*      VERIZON COMMUNIC       2.23     1.87     1.19
07/19 Bef-mkt UNP*     UNION PAC CORP         3.18     2.91     1.09
07/19 08:00   BX       BLACKSTONE GROUP       2.92     2.82     1.03
07/19         AN*      AUTONATION INC         4.64     4.54     1.02
07/19 07:00   PM*      PHILIP MORRIS IN       2.06     2.05     1.00
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/19 16:00   ACTG     ACACIA RESEARCH        7.87     7.91     0.99
07/19 16:05   COF*     CAPITAL ONE FINA       3.87     3.98     0.97
07/19 16:00   CMG*     CHIPOTLE MEXICAN       5.56     5.83     0.95
07/19 Bef-mkt DGX*     QUEST DIAGNOSTIC       4.64     4.92     0.94
07/19 Aft-mkt ATHN     ATHENAHEALTH INC       8.40     9.31     0.90
07/19 Aft-mkt GOOG*    GOOGLE INC-CL A        6.71     7.51     0.89
07/19 06:30   FITB*    FIFTH THIRD BANC       3.96     4.50     0.88
07/20         SLB*     SCHLUMBERGER LTD       3.91     2.61     1.50
07/20         AEP*     AMERICAN ELECTRI       1.38     1.10     1.25
07/20 Bef-mkt BHI*     BAKER HUGHES INC       5.42     5.16     1.05
07/20 Bef-mkt STI*     SUNTRUST BANKS         3.94     4.26     0.93
07/20 Bef-mkt GE*      GENERAL ELECTRIC       2.56     2.83     0.91
07/20         UAL      UNITED CONTINENT       2.22     3.08     0.72
07/20         TEX      TEREX CORP             2.50     7.40     0.34
07/20         APKT     ACME PACKET INC        2.91    10.68     0.27

* - 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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