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Predicted Move

Predicted Move (Volatility) Similar to Implied Volatility in Options. The predicted move (volatility) % is based on our proprietary Volatility Prediction Model. We are expecting that stock price may likely move % in either direction by the end of the next regular trading session in Earnings reaction. The move may not necessarily be the closing volatility %.

Why is it important?

  1. Knowing expected volatility in stocks in Earnings reaction helps in deciding whether to trade stocks or not prior to Earnings announcement.
  2. Taking advantage of volatility collapse following Earnings results by using Options strategies such as Spread and Straddle

Since Last Earnings

Change in share price since last Earnings release.

Why is it Important?

When share has gained more than 10% since it's last Earning release, it tends to over react to minor bad news and give up some gains if not all. So, it contains more downside volatility than upside When share has dropped more than 10% since it's last Earning release, it tends to over react to minor good news and recover some drops if not all. So, it contains more upside volatility than downside.

EPS Surprise (%)

Occurs when a company's reported quarterly or annual profits are above or below analysts' expectations. Here is the formula to derive % EPS Surprice:

Actual EPS - Estimated EPS
------------------------------------- x 100
Estimated EPS

Why is it Important?

Earnings surprises can have a huge impact on a company's stock price. Several studies suggest that positive earnings surprises not only lead to an immediate hike in a stock's price, but also to a gradual increase over time. Hence, it's not surprising that some companies are known for routinely beating earning projections. A negative earnings surprise will usually result in a decline in share price.

Next Day Price Change (%)

Next Regular trading session Closing price following Earnings result.

For After Market Close Earnings, It is a next trading day closing price. For Before Market Open Earnings, It is the same trading day closing price.

Why is it Important?

Next Day price change is a reaction of Earnings result.

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Upcoming Notable Earnings

Symbol/Company Earnings Date Predicted Move Since Last Earnings Est EPS
MTG - MGIC Investment Corp Today -
Before Open
8% 24.2% 0.22
UNP - Union Pacific Corp Today -
Before Open
3% 7.1% 1.34
BK - Bank of New York Mellon Corp Today -
Before Open
2% 15.4% 0.78
BBT - BB&T Corp Today -
Before Open
2% 21.2% 0.73
KEY - KeyCorp Today -
Before Open
2% 35.8% 0.29
SWKS - Skyworks Solutions Inc Today -
After Close
7% 3.3% 1.48
IBM - International Business Machines Corp Today -
After Close
3% 9.5% 4.89
AXP - American Express Co Today -
After Close
3% 25.1% 0.98
RF - Regions Financial Corp Tomorrow -
Before Open
3% 38.2% 0.22

Stocks Screener for Earnings

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Earnings Date

Market Cap

Average Daily Volume

Predicted Move After Earnings

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Post Notable Earnings Analysis

Symbol/Company Earnings Date EPS Surprise (%) Next Day
Price Change (%)
Since Last
Earnings (%)
EDU - New Oriental Education & Technology Group Inc Tue 17 Jan Before Open (2 days ago) -22.22% 2.81% 2.8%
MS - Morgan Stanley Tue 17 Jan Before Open (2 days ago) 24.62% -3.79% -3.8%
CMA - Comerica Inc Tue 17 Jan Before Open (2 days ago) 4.21% -6.51% -6.5%
UNH - Unitedhealth Group Inc Tue 17 Jan Before Open (2 days ago) 1.93% -0.7% -0.7%
INFO - IHS Markit Ltd Tue 17 Jan Before Open (2 days ago) 5.56% 3.51% 3.5%
UAL - United Continental Holdings Inc Tue 17 Jan After Close (2 days ago) 7.88% 0% 40.1%
LLTC - Linear Technology Corp Tue 17 Jan After Close (2 days ago) 1.89% 0% 6.4%
CSX - CSX Corp Tue 17 Jan After Close (2 days ago) 10.2% 0% 29.1%
BAC - Bank of America Corp Fri 13 Jan Before Open (6 days ago) 5.26% 0.39% -3.8%

Earnings News

Netflix posts its biggest-ever quarterly subscriber growth, stock surges 8%

The company said it added 7.05 million subscribers during the quarter, well above its own expectations of 5.2 million.

CNBC  Wed, 18 Jan 2017 22:01 GMT

McDonald's franchisees expect a fourth-quarter sales drop

McDonald's is not immune to the restaurant industry's December slump. A franchisee survey sees same-store sales down in Q4.

CNBC  Wed, 18 Jan 2017 15:40 GMT

Citigroup earnings outstrip Wall Street's forecasts, but revenue is light

Citigroup on Wednesday reported a quarterly profit $1.14 a share on revenue of $17.012 billion.

CNBC  Wed, 18 Jan 2017 14:48 GMT

Pearson plunges as digital switch forces new profit warning

The world's biggest education company is facing turmoil as customers turn to cheaper digital alternatives, or choose to rent instead of buy content.

CNBC  Wed, 18 Jan 2017 14:34 GMT

Goldman Sachs smashes estimates on post-Trump surge in trading

The Wall Street giant said it earned $5.08 a share on revenue of $8.17 billion.

CNBC  Wed, 18 Jan 2017 12:35 GMT

Weak holiday sales force Target to drop 4Q earnings forecast

The company said comparable sales declined 1.3 percent in the November-December period.

CNBC  Wed, 18 Jan 2017 12:25 GMT

United tops profit forecasts

United on Tuesday reported fourth-quarter earnings of $397 million.

CNBC  Tue, 17 Jan 2017 22:17 GMT

CSX quarterly profit dips on higher costs

Colfax reported a slight drop in quarterly net income on Tuesday as higher costs offset increased revenue.

CNBC  Tue, 17 Jan 2017 21:52 GMT

Comerica profit soars as provisions plunge, costs fall

The Dallas-based regional bank saw a jump in quarterly profit as it set aside less money for bad loans and reined in expenses.

CNBC  Tue, 17 Jan 2017 21:30 GMT

Morgan Stanley has glass 'half full' attitude as profit propels past forecasts

Morgan Stanley strikes a positive tone after its fourth quarter earnings report handily beat market expectations.

CNBC  Tue, 17 Jan 2017 15:21 GMT

Jeweler Tiffany says holiday sales were lower than expected

Tiffany said its sales during the November-December holiday period were "somewhat lower" than it had expected, hurt by lower consumer spending.

CNBC  Tue, 17 Jan 2017 13:03 GMT

UnitedHealth earnings top expectations; memberships increase

UnitedHealth on Tuesday posted quarterly earnings that beat expectations.

CNBC  Tue, 17 Jan 2017 11:28 GMT

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