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
CAG - ConAgra Foods Inc Today -
Before Open
2% 0% 0.52
MU - Micron Technology Inc Today -
After Close
7% 25.9% -0.09
WBA - Walgreens Boots Alliance Inc Wed 6 Jul -
Before Open (6 Days)
5% -3.6% 1.14
PEP - PepsiCo Inc Thu 7 Jul -
Before Open (7 Days)
1% -0.6% 1.28
AA - Alcoa Inc Mon 11 Jul -
After Close (11 Days)
3% -6.6% 0.09
FAST - Fastenal Co Tue 12 Jul -
Before Open (12 Days)
3% -7.5% 0.48
YUM - Yum! Brands Inc Wed 13 Jul -
After Close (13 Days)
3% 0.1% 0.75
CSX - CSX Corp Wed 13 Jul -
After Close (13 Days)
2% 2.8% 0.45
JPM - JPMorgan Chase & Co Thu 14 Jul -
Before Open (14 Days)
2% 3.2% 1.43

Stocks Screener for Earnings

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Earnings Date

Market Cap

Average Daily Value

Predicted Move After Earning

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Post Notable Earnings Analysis

Symbol/Company Earnings Date EPS Surprise (%) Next Day
Price Change (%)
Since Last
Earnings (%)
AYI - Acuity Brands Inc Wed 29 Jun Before Open (1 days ago) -0.51% 0.8% 0.8%
MON - Monsanto Co Wed 29 Jun Before Open (1 days ago) -9.96% 2.4% 2.4%
GIS - General Mills Inc Wed 29 Jun Before Open (1 days ago) 10% 3.19% 3.2%
CCL - Carnival Corp Tue 28 Jun Before Open (2 days ago) 25.64% 0.21% 1.9%
NKE - Nike Inc Tue 28 Jun After Close (2 days ago) 2.08% 3.84% 3.8%
BBRY - BlackBerry Ltd Thu 23 Jun Before Open (7 days ago) 80% 3.86% -1.5%
ACN - Accenture PLC Thu 23 Jun Before Open (7 days ago) 0.71% -0.1% -6.1%
RHT - Red Hat Inc Wed 22 Jun After Close (8 days ago) 6.06% -1.71% -8.6%
BBBY - Bed Bath & Beyond Inc Wed 22 Jun After Close (8 days ago) -6.98% 1.51% -0.6%

Earnings News

Pier 1 shares drop 6% on bigger than expected loss

Pier 1 Imports reported a wider-than-expected loss on Wednesday, pushing shares sharply lower in after-hours trading.

CNBC  Wed, 29 Jun 2016 20:54 GMT

Nike drops 6% as earnings beat, but sales and futures orders just miss

Nike, the sports apparel retailer, beat expected earnings but its stock still dropped.

CNBC  Tue, 28 Jun 2016 20:46 GMT

Pensions hit FedEx, may weigh on fiscal 2017 results

FedEx reported a loss due to mark-to-market pension adjustments and expenses related to acquiring Dutch package delivery company TNT.

CNBC  Wed, 22 Jun 2016 10:08 GMT

United Continental shares rally amid brighter revenue forecast

United Continental shares climbed more than 3.5 percent on new expectations.

CNBC  Tue, 21 Jun 2016 20:15 GMT

Canadian Pacific shares slide amid weak guidance

Canadian Pacific Railway fell more than 2 percent after the company announced weak second-quarter guidance.

CNBC  Tue, 21 Jun 2016 20:14 GMT

CarMax stock dips after weak quarterly report

CarMax shares dropped nearly 4 percent on Tuesday after the company posted its first-quarter results.

CNBC  Tue, 21 Jun 2016 20:14 GMT

Oracle shares rise as sales beat estimates

Sales were better than expected as the company booked more cloud software-as-a-service biz and expanded margins.

CNBC  Thu, 16 Jun 2016 22:07 GMT

Rite Aid shares slip as first-quarter earnings fall short

Pharmacy reimbursement rates challenged Rite Aid earnings in the latest quarter, Chairman and CEO John Standley said, in a statement.

CNBC  Thu, 16 Jun 2016 20:16 GMT

Supermarket operator Kroger's quarterly profit up about 10%

Kroger, the largest U.S. supermarket operator, reported a 9.9 percent rise in quarterly profit, helped by lower operating expenses.

CNBC  Thu, 16 Jun 2016 13:15 GMT

H&R Block pops 7% on earnings beat

H&R Block beat quarterly earnings and revenue estimates and announced a boost in its dividend.

CNBC  Thu, 09 Jun 2016 20:42 GMT

Valeant shares crater after profit misses estimates, company cuts forecast

Valeant Pharmaceuticals reported a lower-than-expected quarterly profit and cut its full-year earnings and revenue forecast.

CNBC  Tue, 07 Jun 2016 10:41 GMT

Citigroup CEO points to 25 percent drop in quarterly results

Citigroup CEO Mike Corbat indicated that the company's second-quarter net income will be roughly 25 percent lower than the same period a year earlier.

CNBC  Fri, 03 Jun 2016 10:27 GMT

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