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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.

PLCE - Children's Place Retail Stores Inc Earnings Report Date

Add to Watchlist (Why?)

Earnings Date : Tue 16 May (In 48 Days)   

Estimated

Predicted Move

    6%
Following Earnings result, share price were UP 20 times out of last 27 Qtrs
So, Historical price reaction suggests 74% probability for share price to go UP following ER!

Since Last Earnings 19.2%

Price at Last Earnings: 99.90 Previous Closing Price: 119.05

  • Stock Exchange: Nasdaq
    Market Cap: 2.09B
  • Avg Daily Vol / Next Day Vol: 491,831 / 1,934,872
    PE Ratio: 22.05
  • Short Ratio: 11.39
    52W Range: 66.92 - 121.15
  • Predicted Move on 7th Day: 7%
    Estimated EPS: 1.61
  • Options Strategy
Currently ONLY available for Weekly Options @ $0.00- Exp Date

Since Last Earnings     19.2%

Price at Last Earnings: 99.90 Previous Closing Price: 119.05

Looking to buy or sell?     
Buy (PLCE)
Sell (PLCE)
Total Beat: 10 (83%) Total Meet: 2 (16%) Total Miss: 0 (0%)

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Historical Price Change in Earnings

  • Earning Date
    Closing Price Before Earning
    Next Day Closing Price
    Next Day Price Change (%)
    Next Day Volume
    On 7th Day Closing Price
    On 7th Day Price Change (%)
  • 03/08/2017
    99.90
    118.15
    18.27%
    4,564,400
    117.20
    17.32%
  • 11/17/2016
    87.44
    99.02
    13.24%
    2,037,178
    104.95
    20.03%
  • 08/17/2016
    85.49
    86.31
    0.96%
    1,788,409
    85.55
    0.07%
  • 05/17/2016
    67.75
    70.55
    4.13%
    2,877,577
    71.90
    6.13%
  • 03/15/2016
    70.00
    75.75
    8.21%
    2,152,794
    79.82
    14.03%
  • 12/08/2015
    48.16
    54.21
    12.56%
    2,200,517
    54.18
    12.50%

Historical Volatility

Next Day
  • Earning Date
    Open Price
    Low Price
    High Price
    Close Price
    % Volatility (High-Low)
    % Closing Price Change
  • 03/08/2017
    109.80
    109.55
    119.35
    118.15
    8.90%
    18.27%
  • 11/17/2016
    95.32
    93.68
    99.31
    99.02
    6.00%
    13.24%
  • 08/17/2016
    88.55
    85.08
    89.61
    86.31
    5.30%
    0.96%
  • 05/17/2016
    72.43
    69.43
    73.87
    70.55
    6.40%
    4.13%
  • 03/15/2016
    73.09
    72.80
    76.13
    75.75
    4.60%
    8.21%
  • 12/08/2015
    53.04
    51.11
    54.31
    54.21
    6.30%
    12.56%

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% 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.

Historical Volatility Next Day

Next Day Volatility (% Day High - % Day Low). It is a different from % closing price.

Why is it Important?

It is a very helpful indicator for gap trading because you could have a company that swings 5% +- but their final percent move is only a fraction.

Benefit of adding stock into watchlist:

1. Earning Dates Reminder: You will receive email reminders prior to the earnings date. Here is reminder frequency:

  • a. Sunday Alert: Last Sunday of Earnings Dates at 6PM EST
  • b. Two Days in Advance Alert: Two days before Earnings Date at 12PM EST
  • c. Same Day Alert: The Day of Earnings at 12:00AM EST

Reminder emails also include our proprietary predictive indicator which predicts the next-day volatility in earnings.

2. Proprietary Indicators in Watchlist: It includes more than just Earnings Date and time. It also includes our following proprietary indicators:

  • a. % changes Since Last Earnings
  • b. % Next Day Volatility Predictive Indicator

3. Write Comments for each Stock: It provides ability to write comments for each stock. With access to this feature, it becomes easier to keep track of a selected strategy for each stock.

Predicted Move (Volatility) - 7th Days

Expected volatility on 7th day since Earnings results.

Why is it Important?

Higher Upside reaction on 7th day
  • If historical price change on 7th day is higher than price change on next day, stock tends to gain more from Earnings result. It supports Buy In Post-Earnings strategy.
Lower Upside reaction on 7th day
  • If historical price change on 7th day is less than price change on next day, stock tends to give up from next price gain. It supports Sell In News strategy.
Further Downside reaction on 7th day
  • If historical price change on 7th day is less than next day drop, stock tends to drop even more from Earnings result.
Less Downside reaction on 7th day
  • If historical price change on 7th day is less than next day drop, stock tends to recover from next price drop. It supports Buy In Dip strategy.

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