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
TMUS - T-Mobile US Inc Mon 24 Oct -
Before Open (2 Days)
3% 3.9% 0.22
VFC - VF Corp Mon 24 Oct -
Before Open (2 Days)
3% -12.9% 1.15
SWFT - Swift Transportation Co Mon 24 Oct -
After Close (2 Days)
6% 18.1% 0.32
V - Visa Inc Mon 24 Oct -
After Close (2 Days)
3% 4.7% 0.73
ZION - Zions Bancorp Mon 24 Oct -
After Close (2 Days)
3% 21.9% 0.50
AGNC - American Capital Agency Corp Mon 24 Oct -
After Close (2 Days)
2% 1.8% 0.55
S - Sprint Corp Tue 25 Oct -
Before Open (3 Days)
7% 41.8% -0.07
UA - Under Armour Inc Tue 25 Oct -
Before Open (3 Days)
7% -13% 0.25
EDU - New Oriental Education & Technology Group Inc Tue 25 Oct -
Before Open (3 Days)
6% 12% 0.99

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 (%)
ERIC - Telefon AB LM Ericsson Fri 21 Oct Before Open (1 days ago) -55.56% -5.03% -5%
IPG - Interpublic Group of Companies Inc Fri 21 Oct Before Open (1 days ago) 10.71% -0.62% -0.6%
GE - General Electric Co Fri 21 Oct Before Open (1 days ago) 3.23% -0.31% -0.3%
HON - Honeywell International Inc Fri 21 Oct Before Open (1 days ago) 4.37% 0.76% 0.8%
SYF - Synchrony Financial Fri 21 Oct Before Open (1 days ago) 7.35% 4.05% 4.1%
STI - SunTrust Banks Inc Fri 21 Oct Before Open (1 days ago) 2.25% -1.66% -1.7%
CFG - Citizens Financial Group Inc Fri 21 Oct Before Open (1 days ago) 6.12% 1.64% 1.6%
MCD - McDonald's Corp Fri 21 Oct Before Open (1 days ago) 9.46% 3.04% 3%
TXT - Textron Inc Thu 20 Oct Before Open (2 days ago) 0% 3.68% 2.2%

Earnings News

McDonald's shares pop as investors cheer third-quarter beat

McDonald's reports better-than-expected earnings thanks to improved operating measures and rising sales.

CNBC  Fri, 21 Oct 2016 18:11 GMT

Honeywell beats analysts' estimates on earnings and revenue

Honeywell posts third-quarter adjusted earnings of $1.67 per share on revenue of $9.8 billion.

CNBC  Fri, 21 Oct 2016 11:50 GMT

GE profit up but revenue forecast trimmed amid sluggish economy

General Electric reported a 6.7 percent rise in quarterly profit, helped by strength in its power and renewable energy businesses.

CNBC  Fri, 21 Oct 2016 11:14 GMT

Microsoft trades above 1999 all-time high after earnings beat as cloud business booms

CFO Amy Hood said the demand for Microsoft's cloud-based services was reflected in the company's first-quarter results.

CNBC  Thu, 20 Oct 2016 21:29 GMT

Paypal shares rally after revenue tops expectations

Paypal reported earnings Thursday after the bell, meeting Wall Street expectations of 35 cents per share.

CNBC  Thu, 20 Oct 2016 21:01 GMT

Earnings will drive market, and they're expected to grow 13% to 14% next year, expert says

Energy, tech and financials should all help push earnings higher next year, Morgan Stanley's Andrew Slimmon says.

CNBC  Thu, 20 Oct 2016 20:40 GMT

Walgreens profit jumps, Rite Aid deal seen closing in 2017

Walgreens Boots Alliance reported a jump in quarterly profit and said it now expected its acquisition of Rite Aid Corp to close in early 2017.

CNBC  Thu, 20 Oct 2016 14:26 GMT

Verizon beats on earnings, but revenue falls short of estimates

The report comes as Verizon prepares to merge with Yahoo in a $4.8 billion deal.

CNBC  Thu, 20 Oct 2016 14:19 GMT

Insurer Travelers reports 22.8% drop in profit

Property and casualty insurer Travelers reported a 22.8 percent fall in quarterly net profit due to weaker underwriting.

CNBC  Thu, 20 Oct 2016 11:54 GMT

Dunkin' Brands revenue misses on fewer restaurant openings

Dunkin Brands posted lower-than-expected quarterly revenue on Thursday, hurt by a drop in franchise fees and fewer restaurant openings.

CNBC  Thu, 20 Oct 2016 11:26 GMT

Ebay's holiday-quarter forecast disappoints; shares slump

EBay forecast revenue and profit for the crucial holiday season largely below estimates, sending its shares down 8 percent in extended trading.

CNBC  Thu, 20 Oct 2016 10:39 GMT

Mattel sales beat estimates as Barbie shines

Mattel reported better-than-expected quarterly revenue, driven by strong demand for its flagship Barbie and Fisher-Price brands.

CNBC  Thu, 20 Oct 2016 10:31 GMT

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