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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
KATE - Kate Spade & Co Today -
Before Open
10% 26.7% 0.05
PCLN - Priceline Group Inc Today -
Before Open
7% 22% 9.66
MOS - Mosaic Co Today -
Before Open
3% 17.5% 0.14
MPEL - Melco Crown Entertainment Limited Today -
Before Open
3% 0.7% 0.07
TWX - Time Warner Inc Today -
Before Open
2% 16.5% 1.3
ITUB - ITAU UNIBANCO HOLDING S.A. Today -
Before Open
2% 0% 0.23
ZTS - Zoetis Inc Today -
Before Open
2% 19.1% 0.41
DLPH - Delphi Automotive PLC Today -
Before Open
2% 17.5% 1.34
NBL - Noble Energy Inc Today -
Before Open
2% 22.9% -0.57

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 (%)
GRUB - GrubHub Inc Tue 3 May Before Open (1 days ago) 0% -7.12% -7.1%
S - Sprint Corp Tue 3 May Before Open (1 days ago) -16.67% 5.16% 5.2%
COTY - Coty Inc Tue 3 May Before Open (1 days ago) -25% -8.73% -8.7%
ECA - EnCana Corporation Tue 3 May Before Open (1 days ago) -36.36% -11.84% -11.8%
EL - Estee Lauder Companies Inc Tue 3 May Before Open (1 days ago) 21.67% -3.95% -4%
WLK - Westlake Chemical Corp Tue 3 May Before Open (1 days ago) 5.62% -2.47% -2.5%
CIE - Cobalt International Energy Inc Tue 3 May Before Open (1 days ago) 27.27% -6.38% -6.4%
MNK - Mallinckrodt Plc Tue 3 May Before Open (1 days ago) 16.86% 6.8% 6.8%
FTR - Frontier Communications Corp Tue 3 May Before Open (1 days ago) 111.11% -4.04% -4%

Earnings News

Kate Spade sales gets boost from North America demand

Kate Spade's sales at established stores in the first quarter handily beat analysts' estimates due to higher demand in North America.

CNBC  Wed, 04 May 2016 11:43 GMT

Time Warner revenue boosted by Turner, HBO

Time Warner reported a 2.5 percent rise in revenue, helped by higher subscription revenue at its Turner Broadcasting and Home Box Office networks.

CNBC  Wed, 04 May 2016 11:37 GMT

Shell profit tumbles as lower crude price hurts

Royal Dutch Shell posted a sharp fall in earnings for the first three months of 2016 as the tumble in oil prices continues to take its toll.

CNBC  Wed, 04 May 2016 10:27 GMT

AB InBev suffers weak start to year after Brazil slump

Ab InBev reported lower than expected earnings in the first three months after what it said was one of the most challenging quarters in Brazil in years.

CNBC  Wed, 04 May 2016 05:20 GMT

Jim Cramer: Here's why Clorox had a 'fabulous quarter'

Looking to invest in a consumer stock? Take a look at Clorox, CNBC's Jim Cramer says.

CNBC  Tue, 03 May 2016 22:05 GMT

Weak quarter weighs on AIG shares

AIG fell nearly 2 percent after the company reported weaker-than-expected quarterly earnings.

CNBC  Tue, 03 May 2016 20:24 GMT

Pfizer earnings, revenue top expectations

Pfizer reported a 19.7 percent rise in quarterly revenue, boosted by sales of its new treatments for cancer and its Hospira acquisition.

CNBC  Tue, 03 May 2016 20:22 GMT

Sprint forecasts jump in full-year operating income

Sprint, the No.4 U.S. wireless carrier, said its quarterly revenue fell 2.5 percent as it gave big discounts to attract more subscribers.

CNBC  Tue, 03 May 2016 15:20 GMT

UBS hit by 'double whammy' of low interest rates and regulations

Swiss bank UBS' wealth management business attracted strong inflows, but said it saw "abnormally low" transaction volumes in the first quarter.

CNBC  Tue, 03 May 2016 06:28 GMT

AIG earnings per share drop 47%, shares dip 3%

AIG missed estimates with first-quarter adjusted earnings of 65 cents per share, but continued to cut expenses.

CNBC  Mon, 02 May 2016 21:03 GMT

Here's what earnings season has taught us about where tech is headed

Now that the top US tech companies have reported earnings, analysts are weighing in on the big themes.

CNBC  Mon, 02 May 2016 14:16 GMT

Exxon doesn't look like an oil company anymore, analyst says

Raymond James analyst Pavel Molchanov says the oil giant is in an unrecognizable state right now.

CNBC  Fri, 29 Apr 2016 21:08 GMT

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