Bloomberg News

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

July 23, 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
========================================================================
07/24 07:00   UA       UNDER ARMOUR-A        12.24     5.33     2.30
07/24         BTU*     PEABODY ENERGY         5.38     2.42     2.23
07/24 Aft-mkt TPX      TEMPUR-PEDIC INT      12.91     7.81     1.65
07/24 Bef-mkt LMT*     LOCKHEED MARTIN        2.14     1.33     1.61
07/24 Bef-mkt JAH      JARDEN CORP            3.79     2.73     1.39
07/24 Aft-mkt FTI*     FMC TECHNOLOGIES       4.13     3.05     1.36
07/24         BWLD     BUFFALO WILD WIN       8.33     6.70     1.24
07/24 Aft-mkt RRC*     RANGE RESOURCES        3.81     3.08     1.24
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/24 Aft-mkt AAPL*    APPLE INC              4.59     3.74     1.23
07/24 07:00   MO*      ALTRIA GROUP INC       1.49     1.23     1.21
07/24         PCAR*    PACCAR INC             4.29     3.59     1.19
07/24 16:00   EW*      EDWARDS LIFE           5.97     5.57     1.07
07/24 06:00   WHR*     WHIRLPOOL CORP         6.06     5.74     1.06
07/24 16:15   ALTR*    ALTERA CORP            5.17     4.99     1.04
07/24 Aft-mkt PNRA     PANERA BREAD-A         7.95     7.80     1.02
07/24 Aft-mkt RVBD     RIVERBED TECHNOL      14.37    14.21     1.01
07/24 07:45   UPS*     UNITED PARCEL-B        2.30     2.28     1.01
07/24 Aft-mkt JNPR*    JUNIPER NETWORKS       6.38     6.41     1.00
07/24 16:05   NFLX*    NETFLIX INC           14.41    15.81     0.91
07/24 16:15   CHRW*    CH ROBINSON            4.77     5.51     0.87
07/24 Aft-mkt QCOR     QUESTCOR PHARM        11.24    13.66     0.82
07/24 08:00   ITW*     ILLINOIS TOOL WO       1.86     2.38     0.78
07/24         DPZ      DOMINO’S PIZZA         5.62     7.41     0.76
07/24 Aft-mkt BRCM*    BROADCOM CORP-A        4.37     5.98     0.73
07/24 07:00   WU*      WESTERN UNION          2.06     2.83     0.73
07/24         PII      POLARIS INDS           4.75     6.76     0.70
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/24 07:00   EMC*     EMC CORP/MA            2.38     3.44     0.69
07/24 Aft-mkt NSC*     NORFOLK SOUTHERN       2.12     3.08     0.69
07/24 Bef-mkt APD*     AIR PRODS & CHEM       1.58     2.33     0.68
07/24 Aft-mkt COG*     CABOT OIL & GAS        4.29     6.56     0.65
07/24 Bef-mkt RAI*     REYNOLDS AMERICA       1.34     2.37     0.57
07/24 08:00   T*       AT&T INC               0.74     1.58     0.47
07/25 Bef-mkt ALXN*    ALEXION PHARM          8.42     3.66     2.30
07/25 18:30   ORLY*    O’REILLY AUTOMOT       8.25     3.76     2.20
07/25 16:00   CROX     CROCS INC             12.29     6.37     1.93
07/25 Aft-mkt TSCO     TRACTOR SUPPLY         4.46     2.40     1.86
07/25 Aft-mkt VAR*     VARIAN MEDICAL S       5.29     2.86     1.85
07/25         LCC      US AIRWAYS GROUP      10.41     5.88     1.77
07/25 Aft-mkt ISIL     INTERSIL CORP-A        9.00     5.56     1.62
07/25 Aft-mkt WLL      WHITING PETROLEU       5.29     3.38     1.57
07/25 07:00   MSI*     MOTOROLA SOLUTIO       5.29     3.54     1.49
07/25 17:00   SYMC*    SYMANTEC CORP          5.90     4.17     1.41
07/25 Aft-mkt CCI*     CROWN CASTLE INT       2.28     1.64     1.39
07/25 Bef-mkt DLR      DIGITAL REALTY         3.14     2.28     1.37
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/25 Aft-mkt WDC*     WESTERN DIGITAL        7.71     5.84     1.32
07/25 Aft-mkt TEX      TEREX CORP             9.23     7.40     1.25
07/25 Aft-mkt IDCC     INTERDIGITAL INC       6.59     5.38     1.23
07/25 Bef-mkt PX*      PRAXAIR INC            2.13     1.83     1.17
07/25 07:30   CAT*     CATERPILLAR INC        3.44     3.04     1.13
07/25 Aft-mkt LVS      LAS VEGAS SANDS        6.10     5.40     1.13
07/25 Aft-mkt V*       VISA INC-CLASS A       2.92     2.77     1.06
07/25         BMY*     BRISTOL-MYER SQB       1.15     1.09     1.05
07/25         FTNT     FORTINET INC          12.60    12.28     1.03
07/25         LRCX*    LAM RESEARCH           3.13     3.08     1.02
07/25 Bef-mkt OCR      OMNICARE INC           4.50     4.42     1.02
07/25 Aft-mkt TSLA     TESLA MOTORS           7.85     8.12     0.97
07/25         EQIX     EQUINIX INC            6.18     6.62     0.93
07/25 Bef-mkt IACI     IAC/INTERACTIVEC       4.74     5.13     0.92
07/25         ATI*     ALLEGHENY TECH         4.97     5.58     0.89
07/25         AKAM*    AKAMAI TECHNOLOG      11.25    12.96     0.87
07/25 07:30   BA*      BOEING CO/THE          2.12     2.53     0.84
07/25 18:00   TER*     TERADYNE INC           4.57     5.76     0.79
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/25 Aft-mkt CTXS*    CITRIX SYSTEMS         6.76     8.98     0.75
07/25         CAKE     CHEESECAKE FACTO       3.04     4.71     0.65
07/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       3.01     4.79     0.63
07/25 07:00   PEP*     PEPSICO INC            1.69     2.75     0.62
07/25         MDCO     MEDICINES COMP         2.15     3.79     0.57
07/25         LO*      LORILLARD INC          1.84     3.41     0.54
07/25 06:00   WLP*     WELLPOINT INC          1.56     3.11     0.50
07/25 Aft-mkt RYL      RYLAND GROUP INC       1.24     3.21     0.39
07/25         AOL      AOL INC                2.67     8.58     0.31
07/25 Bef-mkt GLW*     CORNING INC            0.86     5.19     0.17
07/25 06:00   GRA      WR GRACE & CO          0.81     6.21     0.13
07/25         ROC      ROCKWOOD HOLDING       0.45     5.31     0.09
07/25 Bef-mkt HES*     HESS CORP              0.08     3.19     0.02

* - 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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