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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.

About Us

We happen to be tech savvy traders!

We are a financial services website dedicated in providing research on Stock Earnings via our Volatility Predictive Model* which predicts price movement after Earnings are released.

 

Selectively screened list of stocks:

These appear on our upcoming notable Earnings matrix on the basis that they have the following criteria:

   Market Cap is more than 1B

   Avg Daily Volume is more than 1M

   % Volatility derived from our Predictive Model is more than 5%

   Stocks are traded on only either Nasdaq or NYSE

   Stock prices are more than $5

 

Enhanced Earnings Calendar:

It becomes very difficult to filter Company Earnings for tracking and trading especially when more than 100 companies are releasing Earnings on the same day. Our Enhanced Earnings calendar allows users to filter Earnings based on:

   Estimated Price Change after Earnings

   Avg Daily Volume

   Stock Price

   Market Cap

More importantly, we provide three years worth of Earnings history which includes:

   Closing price before Earnings

   Closing price and % after Earnings

   Closing price and % after seven days

 

Earnings Screener Tool:

The Screener tool is made by traders for Event, Options, Gap, Position Traders and more. Our tool allows users to screen Company Earnings using:

   Earnings Date/Time

   Estimated Price Change Next Day and after Seven Days

   Market Cap

   Avg Daily Volume

   Stock Price

   Options Type

Of course with three years worth of Earnings history which includes:

   Closing price before Earnings  

   Closing price and % after Earnings

   Closing price and % after seven days

 

Earning News:

Tired of going to too many News websites for Earnings related news you need to read? Well here is your one stop shop for all your Earnings related news!

 

*Proprietary Volatility Prediction Model (PVPM)

Our model takes into account approximately 40 indicators when calculating price reaction in stocks after public companies release their Earnings.

It predicts that the stock price will at least move to % in either direction by the end of next regular trading session** after Earnings are released and not necessarily the closing volatility %.

 

**Proprietary volatility prediction model trading sessions: ion model trading sessions:

AFTER-HOUR EARNINGS: 1. After-Hours Trading session 2. Next Pre-hour Trading Session 3. Next Regular Trading Session

PRE-HOUR EARNINGS: 1. Next Pre-hour Trading Session 2. Next Regular Trading Session

Join over 30,000 investors who get daily notable Earnings alerts with predicted move.