Following Earnings result, share price were UP 11 times out of last 16 Qtrs
So, Historical price reaction suggests 68% probability for share price to go UP following ER!
More on :Yahoo Finance
Expected volatility % based on our Proprietary Volatility Predication Model. We
are expecting that stock price will likely to reach % in either direction by the
end of next trading session after Earnings are released and not necessarily the
closing volatility %.
Predicted Move After Seven Days
Expected price movement on 7th Day since Earnings Results.
Why is it Important?
If historical price change on 7th day is less than price change on next day, stocks tends to recover from next price reactions.
% Since Last Earning
Change in share price since last Earnings release.
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.
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.
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