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
LULU - Lululemon Athletica Inc Today -
After Close
8% 7.1% 1.01
BBRY - BlackBerry Ltd Fri 31 Mar -
Before Open (2 Days)
8% -8% -0.04
SFUN - SouFun Holdings Ltd Fri 31 Mar -
Before Open (2 Days)
5% -19% 0.00
AYI - Acuity Brands Inc Tue 4 Apr -
Before Open (6 Days)
6% -16.3% 1.70
WBA - Walgreens Boots Alliance Inc Wed 5 Apr -
Before Open (7 Days)
4% 0.7% 1.36
BBBY - Bed Bath & Beyond Inc Wed 5 Apr -
After Close (7 Days)
5% 0% 1.78
YUMC - Yum China Holdings Inc Wed 5 Apr -
After Close (7 Days)
3% -5.8% 0.35
KMX - Carmax Inc Thu 6 Apr -
Before Open (8 Days)
6% 0% 0.79
C - Citigroup Inc Thu 13 Apr -
Before Open (15 Days)
3% -0.1% 1.28

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 (%)
RHT - Red Hat Inc Mon 27 Mar After Close (2 days ago) 7.69% 0% 4%
TRQ - Mon 27 Mar After Close (2 days ago) 0% 0% 0%
ACN - Accenture PLC Thu 23 Mar Before Open (6 days ago) 2.31% -4.52% -5.6%
CAG - Conagra Brands Inc Thu 23 Mar Before Open (6 days ago) 6.67% -0.32% -0.8%
MU - Micron Technology Inc Thu 23 Mar After Close (6 days ago) 0% 7.4% 8.7%
GME - GameStop Corp Thu 23 Mar After Close (6 days ago) 3.93% -13.61% -13%
KBH - KB Home Thu 23 Mar After Close (6 days ago) 7.14% 1.5% 0.2%
LEN - Lennar Corp Tue 21 Mar Before Open (8 days ago) 5.36% -2.68% -3.2%
GIS - General Mills Inc Tue 21 Mar Before Open (8 days ago) 1.41% -0.83% -2.4%

Earnings News

Darden Restaurants to buy Cheddar's Scratch Kitchen for $780 million

Olive Garden owner Darden Restaurants said on Monday it would buy Cheddar's Scratch Kitchen for $780 million in an all-cash transaction.

CNBC  Mon, 27 Mar 2017 20:59 GMT

Shares of Calvin Klein owner PVH on pace for best day since 2014

Shares of Calvin Klein owner PVH climb after the company reports quarterly earnings that beat expectations.

CNBC  Thu, 23 Mar 2017 20:12 GMT

Nike's revenue misses estimates as rivals gain ground

Nike reported lower-than-expected revenue as it battles for market share in North America with a resurgent Adidas and a fast-growing Under Armour.

CNBC  Wed, 22 Mar 2017 10:24 GMT

FedEx misses on earnings, but sees higher margins ahead

FedEx reported worse-than-expected operating earnings, but an optimistic outlook for margins in the near-term soothed investor concerns and pushed the stock higher.

CNBC  Wed, 22 Mar 2017 10:16 GMT

Cheerios maker General Mills' sales fall for seventh straight quarter

Net sales slipped to $3.79 billion in the third quarter ended Feb. 26 from $4 billion a year earlier, marking the seventh straight quarterly decline.

CNBC  Tue, 21 Mar 2017 11:57 GMT

Jeweler Tiffany's profit beats on strong demand in Japan, China

Tiffany reported better-than-expected quarterly profit, helped by strong demand for its jewelry in Japan and China, as well as price hikes and lower costs.

CNBC  Fri, 17 Mar 2017 11:26 GMT

Children's Place shares soar after earnings beat, dividend doubles

The children's apparel retailer reported adjusted fourth-quarter earnings of $1.88 per share on revenue of $520.8 million.

CNBC  Wed, 08 Mar 2017 22:32 GMT

Shares of this up-and-coming beauty brand shoot 14 percent higher following big earnings beat

The firm applies a fast-fashion model to color cosmetics.

CNBC  Wed, 08 Mar 2017 21:52 GMT

Monster Beverage shares climb after earnings, stock buyback plan

The company's board approved a buyback program for the repurchase of up to $500 million its outstanding common stock.

CNBC  Thu, 02 Mar 2017 21:17 GMT

Kroger same-store sales miss as grocer price war intensifies

Kroger reported a surprise decline in holiday-quarter same-store sales on Thursday as competition in the grocery industry in the United States intensified.

CNBC  Thu, 02 Mar 2017 14:01 GMT

AB InBev suffers first core profit decline on Brazil slump

Anheuser-Busch InBev suffered its first decline in core earnings since its formation over a decade ago as Brazil depressed beer sales by even more than expected.

CNBC  Thu, 02 Mar 2017 11:18 GMT

Box hits goal on positive free cash flow, quarterly results beat Street

The enterprise cloud technology company has seen shares rise more than 50 percent over the past year.

CNBC  Wed, 01 Mar 2017 21:22 GMT

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