Bloomberg News

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

July 24, 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
========================================================================
07/25 Bef-mkt ALXN*    ALEXION PHARM         10.82     3.66     2.95
07/25 Aft-mkt TSCO     TRACTOR SUPPLY         6.55     2.40     2.72
07/25 18:30   ORLY*    O’REILLY AUTOMOT       9.81     3.76     2.61
07/25 Bef-mkt REGN     REGENERON PHARM        8.77     4.08     2.15
07/25 16:00   CROX     CROCS INC             13.23     6.37     2.08
07/25         LCC      US AIRWAYS GROUP      11.12     5.88     1.89
07/25 Aft-mkt WLL      WHITING PETROLEU       6.37     3.38     1.89
07/25 07:00   NDAQ*    NASDAQ OMX GROUP       3.00     1.65     1.81
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/25 07:30   CAT*     CATERPILLAR INC        5.10     3.04     1.68
07/25 08:00   COP*     CONOCOPHILLIPS         2.19     1.30     1.68
07/25 17:00   SYMC*    SYMANTEC CORP          6.79     4.17     1.63
07/25 07:00   MSI*     MOTOROLA SOLUTIO       5.75     3.54     1.62
07/25 Aft-mkt WDC*     WESTERN DIGITAL        9.43     5.84     1.61
07/25         USG      USG CORP               6.21     3.90     1.59
07/25 Aft-mkt RYL      RYLAND GROUP INC       5.08     3.21     1.58
07/25         BMY*     BRISTOL-MYER SQB       1.64     1.09     1.51
07/25 Bef-mkt RES      RPC INC                5.99     4.08     1.47
07/25 08:00   NYB      NY COMM BANCORP        3.54     2.44     1.45
07/25 Bef-mkt GD*      GENERAL DYNAMICS       2.03     1.41     1.44
07/25 07:30   BA*      BOEING CO/THE          3.50     2.53     1.38
07/25 Aft-mkt LVS      LAS VEGAS SANDS        7.13     5.40     1.32
07/25         LVLT     LEVEL 3 COMM INC       6.93     5.38     1.29
07/25 Aft-mkt TEX      TEREX CORP             9.48     7.40     1.28
07/25 Aft-mkt CYH      COMMUNITY HEALTH       6.97     5.59     1.25
07/25 Bef-mkt HES*     HESS CORP              3.93     3.19     1.23
07/25 Aft-mkt IDCC     INTERDIGITAL INC       6.63     5.38     1.23
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/25 Aft-mkt LRCX*    LAM RESEARCH           3.65     3.08     1.19
07/25 Aft-mkt TSLA     TESLA MOTORS           9.59     8.12     1.18
07/25 Aft-mkt V*       VISA INC-CLASS A       3.26     2.77     1.18
07/25         EQIX     EQUINIX INC            7.26     6.62     1.10
07/25         ATI*     ALLEGHENY TECH         5.97     5.58     1.07
07/25         SKX      SKECHERS USA-A         9.73     9.34     1.04
07/25 07:30   SO*      SOUTHERN CO            0.43     0.43     0.99
07/25 Aft-mkt CLF*     CLIFFS NATURAL R       3.78     3.91     0.97
07/25 Aft-mkt OI*      OWENS-ILLINOIS         5.04     5.21     0.97
07/25         AKAM*    AKAMAI TECHNOLOG      12.18    12.96     0.94
07/25 06:00   WLP*     WELLPOINT INC          2.94     3.11     0.94
07/25 Aft-mkt CTXS*    CITRIX SYSTEMS         8.35     8.98     0.93
07/25 Aft-mkt EQR*     EQUITY RESIDENTI       1.64     1.82     0.90
07/25         ROC      ROCKWOOD HOLDING       4.80     5.31     0.90
07/25         CAKE     CHEESECAKE FACTO       4.10     4.71     0.87
07/25 Bef-mkt WYN*     WYNDHAM WORLDWID       3.38     4.04     0.84
07/25         LO*      LORILLARD INC          2.76     3.41     0.81
07/25 Aft-mkt NUVA     NUVASIVE INC           8.50    10.44     0.81
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/25 Bef-mkt GLW*     CORNING INC            4.17     5.19     0.80
07/25 16:00   ACOM     ANCESTRY.COM INC       9.58    12.10     0.79
07/25 07:00   PEP*     PEPSICO INC            2.18     2.75     0.79
07/25 Bef-mkt ROK*     ROCKWELL AUTOMAT       3.64     4.79     0.76
07/25         AOL      AOL INC                5.23     8.58     0.61
07/26 Bef-mkt HOT*     STARWOOD HOTELS        7.11     2.75     2.58
07/26 Aft-mkt SBUX*    STARBUCKS CORP         5.77     2.27     2.55
07/26 Bef-mkt WM*      WASTE MANAGEMENT       4.33     1.82     2.38
07/26 Bef-mkt UTX*     UNITED TECH CORP       2.69     1.14     2.36
07/26 Bef-mkt NEE*     NEXTERA ENERGY         1.30     0.56     2.30
07/26 Bef-mkt LINE     LINN ENERGY LLC        1.77     0.84     2.10
07/26 23:00   KLAC*    KLA-TENCOR CORP        5.14     2.60     1.98
07/26 Bef-mkt MJN*     MEAD JOHNSON           5.64     2.93     1.93
07/26         CELG*    CELGENE CORP           4.13     2.23     1.85
07/26         UAL      UNITED CONTINENT       5.66     3.08     1.83
07/26 Bef-mkt BC       BRUNSWICK CORP         7.97     4.40     1.81
07/26 Bef-mkt NUS      NU SKIN ENTERP-A       7.17     4.44     1.61
07/26 Bef-mkt XOM*     EXXON MOBIL CORP       2.11     1.32     1.59
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/26 Aft-mkt AMGN*    AMGEN INC              3.41     2.16     1.58
07/26 16:05   VRSN*    VERISIGN INC           3.43     2.18     1.58
07/26 Bef-mkt CL*      COLGATE-PALMOLIV       3.09     2.13     1.45
07/26 07:00   ZMH*     ZIMMER HLDGS           4.34     2.99     1.45
07/26 Aft-mkt VECO     VEECO INSTRUMENT       7.52     5.30     1.42
07/26         DECK     DECKERS OUTDOOR       13.78     9.85     1.40
07/26         NBL*     NOBLE ENERGY INC       3.01     2.17     1.39
07/26 Aft-mkt QLGC     QLOGIC CORP            7.49     5.38     1.39
07/26 Aft-mkt CERN*    CERNER CORP            6.43     5.01     1.28
07/26 Aft-mkt AMZN*    AMAZON.COM INC         9.04     7.32     1.23
07/26 07:00   CNX*     CONSOL ENERGY          5.15     4.17     1.23
07/26         IPG*     INTERPUBLIC GRP        9.71     7.89     1.23
07/26         IP*      INTL PAPER CO          3.57     3.00     1.19
07/26 Bef-mkt BG       BUNGE LTD              5.43     4.59     1.18
07/26 Aft-mkt EXPE*    EXPEDIA INC            9.86     8.45     1.17
07/26 09:00   CAM*     CAMERON INTERNAT       4.23     3.66     1.15
07/26 Bef-mkt PHM*     PULTEGROUP INC         4.89     4.41     1.11
07/26 Bef-mkt NOV*     NATL OILWELL VAR       3.36     3.09     1.09
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/26 Bef-mkt ASH      ASHLAND INC            5.55     5.29     1.05
07/26 Bef-mkt HSY*     HERSHEY CO/THE         2.99     2.97     1.01
07/26 Aft-mkt CSTR     COINSTAR INC           9.77     9.78     1.00
07/26 Bef-mkt DOW*     DOW CHEMICAL CO        3.56     3.57     1.00
07/26         OXY*     OCCIDENTAL PETE        3.41     3.43     0.99
07/26 16:30   CA*      CA INC                 4.23     4.48     0.94
07/26 Bef-mkt KMB*     KIMBERLY-CLARK         2.48     2.77     0.89
07/26 Aft-mkt INFA     INFORMATICA CORP       6.37     7.49     0.85
07/26 16:05   GILD*    GILEAD SCIENCES        2.94     3.56     0.83
07/26 Aft-mkt APKT     ACME PACKET INC        8.75    10.68     0.82
07/26 Bef-mkt CME*     CME GROUP INC          2.93     3.61     0.81
07/26         MMM*     3M CO                  2.55     3.41     0.75
07/26         CRR      CARBO CERAMICS         5.92     9.01     0.66
07/26 Bef-mkt EQT*     EQT CORP               1.96     2.97     0.66
07/26 Bef-mkt RCL      ROYAL CARIBBEAN        4.28     7.23     0.59
07/26         DDD      3D SYSTEMS CORP        8.41    14.60     0.58
07/26 16:00   MCK*     MCKESSON CORP          1.82     3.12     0.58
07/26 Aft-mkt NTRI     NUTRISYSTEM INC        5.88    10.93     0.54
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
07/26 Bef-mkt UTHR     UNITED THERAPEUT       2.48     4.60     0.54
07/26 Bef-mkt WPI*     WATSON PHARM           0.93     1.93     0.48
07/26 Bef-mkt MYL*     MYLAN INC              1.33     2.89     0.46

* - 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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