Bloomberg News

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

July 20, 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
========================================================================
07/23 Aft-mkt CE       CELANESE CORP-A        6.08     2.49     2.44
07/23         HAS*     HASBRO INC             4.96     2.75     1.81
07/23 16:30   TXN*     TEXAS INSTRUMENT       2.46     1.54     1.59
07/23 Bef-mkt MCD*     MCDONALDS CORP         2.46     1.84     1.34
07/23 Aft-mkt VMW      VMWARE INC-CL A        4.83     5.47     0.88
07/23         HAL*     HALLIBURTON CO         2.27     3.39     0.67
07/23 17:30   ZION*    ZIONS BANCORP          2.78     4.36     0.64
07/23 Bef-mkt ETN*     EATON CORP             0.80     2.78     0.29
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/24         BTU*     PEABODY ENERGY         5.31     2.42     2.20
07/24         CNC      CENTENE CORP           8.26     5.23     1.58
07/24 Bef-mkt LMT*     LOCKHEED MARTIN        2.08     1.33     1.57
07/24 07:00   UA       UNDER ARMOUR-A         7.26     5.33     1.36
07/24 Aft-mkt RRC*     RANGE RESOURCES        3.99     3.08     1.30
07/24 Aft-mkt AAPL*    APPLE INC              4.80     3.74     1.28
07/24 Aft-mkt TPX      TEMPUR-PEDIC INT       8.60     7.81     1.10
07/24 06:00   WHR*     WHIRLPOOL CORP         5.94     5.74     1.04
07/24 Aft-mkt RVBD     RIVERBED TECHNOL      14.51    14.21     1.02
07/24 08:00   ITW*     ILLINOIS TOOL WO       2.34     2.38     0.98
07/24 Aft-mkt PLCM     POLYCOM INC           11.81    12.13     0.97
07/24         BWLD     BUFFALO WILD WIN       6.44     6.70     0.96
07/24 07:45   UPS*     UNITED PARCEL-B        2.10     2.28     0.92
07/24 16:05   NFLX*    NETFLIX INC           14.46    15.81     0.91
07/24         PCAR*    PACCAR INC             3.21     3.59     0.89
07/24 07:00   EMC*     EMC CORP/MA            2.93     3.44     0.85
07/24 Aft-mkt JNPR*    JUNIPER NETWORKS       5.42     6.41     0.85
07/24 07:00   MO*      ALTRIA GROUP INC       1.05     1.23     0.85
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/24 16:15   ALTR*    ALTERA CORP            3.98     4.99     0.80
07/24 Aft-mkt QCOR     QUESTCOR PHARM        10.91    13.66     0.80
07/24 Aft-mkt NSC*     NORFOLK SOUTHERN       2.44     3.08     0.79
07/24 08:00   T*       AT&T INC               1.20     1.58     0.76
07/24 Bef-mkt APD*     AIR PRODS & CHEM       1.70     2.33     0.73
07/24 07:00   WU*      WESTERN UNION          2.06     2.83     0.73
07/24         GNTX     GENTEX CORP            5.19     7.38     0.70
07/24         PII      POLARIS INDS           4.49     6.76     0.67
07/24 Aft-mkt BRCM*    BROADCOM CORP-A        3.93     5.98     0.66
07/24 Aft-mkt PNRA     PANERA BREAD-A         5.15     7.80     0.66
07/24 Aft-mkt LLTC*    LINEAR TECH CORP       2.60     3.98     0.65
07/24 Aft-mkt COG*     CABOT OIL & GAS        4.04     6.56     0.62
07/24 Aft-mkt AFL*     AFLAC INC              1.47     4.08     0.36

* - 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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