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
CTRP - Ctrip.Com International Ltd Today -
After Close
8% 7.7% -4.14
MDT - Medtronic PLC Tomorrow -
Before Open
2% 5.6% 1.26
WDAY - Workday Inc Tomorrow -
After Close
6% 25.8% -0.39
ASNA - Ascena Retail Group Inc Tomorrow -
After Close
5% -19.3% 0.13
KORS - Michael Kors Holdings Ltd Wed 1 Jun -
Before Open (2 Days)
10% 3.3% 0.96
CIEN - Ciena Corp Thu 2 Jun -
Before Open (3 Days)
9% -16.9% 0.20
WUBA - 58.com Inc Thu 2 Jun -
Before Open (3 Days)
7% 0% -0.85
SFUN - SouFun Holdings Ltd Thu 2 Jun -
Before Open (3 Days)
5% 5.8% -0.07
JOY - Joy Global Inc Thu 2 Jun -
Before Open (3 Days)
5% 25.1% -0.03

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 (%)
ANF - Abercrombie & Fitch Co Thu 26 May Before Open (4 days ago) -18% -15.67% -19.5%
CHS - Chico's FAS Inc Thu 26 May Before Open (4 days ago) -19.35% -2.58% -0.6%
DLTR - Dollar Tree Inc Thu 26 May Before Open (4 days ago) 11.25% 12.77% 13.5%
DG - Dollar General Corp Thu 26 May Before Open (4 days ago) 9.57% 4.61% 6.8%
ULTA - Ulta Salon Cosmetics and Fragrance Inc Thu 26 May After Close (4 days ago) 12.4% 9.11% 9.1%
SPLK - Splunk Inc Thu 26 May After Close (4 days ago) -16.13% 2.57% 2.6%
PANW - Palo Alto Networks Inc Thu 26 May After Close (4 days ago) -207.14% -12.36% -12.4%
EXPR - Express Inc Wed 25 May Before Open (5 days ago) -7.41% -8.42% -9.7%
HPQ - HP Inc Wed 25 May After Close (5 days ago) 5.13% 6.89% 8%

Earnings News

Dollar stores boosted after beating Street

Dollar General and Dollar Tree traded higher on Thursday after they posted earnings that beat Wall Street expectations.

CNBC  Thu, 26 May 2016 22:13 GMT

This is what’s really driving Costco’s stock, Jim Cramer says

Forget about the company's quarterly results: Costco shares are up because of this, CNBC's Jim Cramer says.

CNBC  Thu, 26 May 2016 22:07 GMT

Lions Gate shares pop after posting a surprise profit

Lions Gate surged more than 12 percent in the premarket as investors cheered the company's latest quarterly results.

CNBC  Thu, 26 May 2016 22:05 GMT

PVH shares advance as Calvin Klein, Tommy Hilfiger drive Q1 beat

PVH's stock rose more than 5 percent as investors cheered the company's latest quarterly results.

CNBC  Thu, 26 May 2016 22:02 GMT

Sears posts bigger loss, explores options for two businesses

Sears said it was exploring partnerships or other deals for its Kenmore, Craftsman and DieHard unit and its Sears Home Services business.

CNBC  Thu, 26 May 2016 12:04 GMT

Gap reports earnings in line with expectations, announces 75 store closings

Gap said Thursday that it is closing 75 stores, primarily internationally, by the end of fiscal 2016.

CNBC  Thu, 19 May 2016 20:35 GMT

L Brands trims full-year guidance as sales fall short

L Brands quarterly earnings that beat analysts' expectations on Wednesday, but revenues fell short.

CNBC  Wed, 18 May 2016 20:50 GMT

Staples earnings beat analysts' expectations by a penny a share

But sales fell 3 percent in the quarter, hurt by a strong U.S. dollar and the closure of several stores.

CNBC  Wed, 18 May 2016 20:50 GMT

Lowe's earnings, revenue beat analysts' expectations

Lowe's reports quarterly earnings and revenue that topped analysts' expectations.

CNBC  Wed, 18 May 2016 20:48 GMT

Target earnings top expectations, but revenue is light

Target on Wednesday reported a higher-than-expected quarterly profit, but sales at established stores came in below analysts' estimates.

CNBC  Wed, 18 May 2016 20:47 GMT

Cisco shares pop 5% on earnings beat, positive guidance

Cisco posted better-than-expected quarterly earnings and gave positive guidance for its next quarter.

CNBC  Wed, 18 May 2016 20:36 GMT

Home Depot earnings, revenue beat estimates

Home Depot reported a 9 percent rise in quarterly sales, saying that inconsistent weather drove demand across the board.

CNBC  Tue, 17 May 2016 20:57 GMT

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