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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
HZNP - Horizon Pharma PLC Mon 27 Feb -
Before Open (2 Days)
7% 15.9% 0.52
VIP - VimpelCom Ltd Mon 27 Feb -
Before Open (2 Days)
3% 31.5%
AES - AES Corp Mon 27 Feb -
Before Open (2 Days)
2% 1.5% 0.36
AMT - American Tower Corp Mon 27 Feb -
Before Open (2 Days)
1% -1.9% 1.42
CPE - Callon Petroleum Co Mon 27 Feb -
After Close (2 Days)
7% 1.5% 0.10
WDAY - Workday Inc Mon 27 Feb -
After Close (2 Days)
6% 9.9% -0.50
EXEL - Exelixis Inc Mon 27 Feb -
After Close (2 Days)
5% 112.6% -0.01
FTR - Frontier Communications Corp Mon 27 Feb -
After Close (2 Days)
5% -11.5% -0.03
EOG - EOG Resources Inc Mon 27 Feb -
After Close (2 Days)
3% 4.6% -0.16

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 (%)
BG - Bunge Ltd Wed 15 Feb Before Open (10 days ago) 8.97% 10.03% 18.7%
TECK - Wed 15 Feb Before Open (10 days ago) -15.38% -10.56% -17.4%
ADI - Analog Devices Inc Wed 15 Feb Before Open (10 days ago) 28.77% 4.83% 4.9%
PEP - PepsiCo Inc Wed 15 Feb Before Open (10 days ago) 3.45% -0.18% 2.7%
HLT - Hilton Worldwide Holdings Inc Wed 15 Feb Before Open (10 days ago) 7.69% 1.69% -1.2%
GRPN - Groupon Inc Wed 15 Feb After Close (10 days ago) 250% -0.22% -3.7%
TRIP - TripAdvisor Inc Wed 15 Feb After Close (10 days ago) -72.22% -10.97% -19.1%
CAR - Avis Budget Group Inc Wed 15 Feb After Close (10 days ago) -6.25% -12.05% -20.2%
SPWR - SunPower Corp Wed 15 Feb After Close (10 days ago) -43.14% -6.76% 22.6%

Earnings News

JCPenney shuttering up to 140 stores as sales weaken, more sluggish growth seen ahead

In January, J.C. Penney CEO Marvin Ellison said the department store chain was getting ready to downsize its fleet.

CNBC  Fri, 24 Feb 2017 15:05 GMT

Kohl's quarterly profit beats on higher margins

Department store operator Kohl's reported a better-than-expected quarterly profit, helped by higher margins despite a 2.8 percent drop in sales.

CNBC  Thu, 23 Feb 2017 13:25 GMT

Barclays reports worse-than-expected profit for 2016

Barclays reported worse-than-expected net profits for 2016, but posted a surprise uptick in its capital buffers as the U.K.-based bank nears the end of a major restructuring program.

CNBC  Thu, 23 Feb 2017 08:15 GMT

Peyton Manning is ruining Papa John's first quarter

Having your spokesperson win a Super Bowl does wonders for sales growth, but lapping those numbers can get a bit tricky.

CNBC  Wed, 22 Feb 2017 23:42 GMT

Macy's looking for ways to move away from coupons as sales, profits slip

Macy's kicked off department store earnings Tuesday morning.

CNBC  Tue, 21 Feb 2017 17:44 GMT

Wal-Mart's US stores just had their best quarter in more than four years

Analysts had expected the low-price chain to earn $1.29 a share on $131.2 billion in revenue.

CNBC  Tue, 21 Feb 2017 13:05 GMT

Home Depot blows past Wall Street expectations, buoyed up by healthy housing market

Home Depot's comparable sales also topped Wall Street estimates.

CNBC  Tue, 21 Feb 2017 11:00 GMT

HSBC blames 'largely unexpected economic and political events' for 62 percent drop in annual pre-tax profit

HSBC Holdings' 2016 pre-tax profit fell 62 percent, below analysts' estimates, as it grappled with slowing economic growth in its core markets.

CNBC  Tue, 21 Feb 2017 06:08 GMT

Deere beats profit estimates, raises forecast

Deere reported a rise in revenue and stronger growth during 2017.

CNBC  Fri, 17 Feb 2017 14:32 GMT

Campbell Soup's quarterly sales and profit miss estimates

Net income attributable to Campbell fell to $101 million, or 33 cents per share, in the second quarter ended Jan. 29.

CNBC  Fri, 17 Feb 2017 12:47 GMT

Smucker's revenue misses on lower Folgers coffee, pet food sales

Cheaper private-label coffee is eating into demand for Smucker's Folgers brand.

CNBC  Fri, 17 Feb 2017 12:26 GMT

Shares of Stericycle bounce on earnings, revenue beat

The waste management company posted earnings of $1.00 per share on revenue of $906.4 million for the fourth quarter.

CNBC  Thu, 16 Feb 2017 19:27 GMT

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