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
RHT - Red Hat Inc Today -
After Close
6% 18.8% 0.47
INFO - IHS Markit Ltd Tomorrow -
Before Open
2% 3.8% 0.44
MU - Micron Technology Inc Tomorrow -
After Close
7% 14.1% 1.73
NKE - Nike Inc Tomorrow -
After Close
5% 0% 0.48
THO - Thor Industries Inc Wed 27 Sep -
After Close (2 Days)
5% 21.8% 1.95
BBRY - BlackBerry Ltd Thu 28 Sep -
Before Open (3 Days)
9% -13.1%
RAD - Rite Aid Corp Thu 28 Sep -
Before Open (3 Days)
7% -38.4% -0.01
CAG - Conagra Brands Inc Thu 28 Sep -
Before Open (3 Days)
2% -10.6% 0.40
KBH - KB Home Thu 28 Sep -
After Close (3 Days)
5% -8.9% 0.47

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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 (%)
KMX - Carmax Inc Fri 22 Sep Before Open (3 days ago) 3.16% 7.77% 0%
PSDO - Thu 21 Sep After Close (4 days ago) -31.25% -2.87% 0%
GIS - General Mills Inc Wed 20 Sep Before Open (5 days ago) -7.79% -5.8% -6.7%
ADBE - Adobe Systems Inc Tue 19 Sep After Close (6 days ago) 9.76% -4.24% -4.7%
BBBY - Bed Bath & Beyond Inc Tue 19 Sep After Close (6 days ago) -21.05% -15.87% -17.7%
ORCL - Oracle Corp Thu 14 Sep After Close (11 days ago) 0% -7.67% -9.1%
KR - Kroger Co Fri 8 Sep Before Open (17 days ago) -2.5% -7.51% -11.2%
FNSR - Finisar Corp Thu 7 Sep After Close (18 days ago) -6.67% -4.73% -1.8%
PAY - Verifone Systems Inc Thu 7 Sep After Close (18 days ago) 0% 0.67% 6.1%

Earnings News

General Mills profit misses on weak yogurt, cereal sales

General Mills said its U.S. yogurt sales recorded a double-digit drop as demand for Yoplait Greek and Yoplait Light products remained weak.

CNBC  Wed, 20 Sep 2017 12:16 GMT

Oracle's stock sees its worst day in 4 years as a weak earnings forecast is punished on Wall Street

Oracle's first-quarter results were better than expected on both revenue and earnings per share.

CNBC  Fri, 15 Sep 2017 15:47 GMT

Expect Harvey and Irma to return ... in companies' earnings

Hurricanes that cause big damage have a second life: In the earnings calls of big companies in the quarters following the storm.

CNBC  Fri, 15 Sep 2017 15:44 GMT

Oracle stock falls on guidance

Oracle's first-quarter results were better than expected on both revenue and earnings per share.

CNBC  Thu, 14 Sep 2017 20:10 GMT

Kroger's stock pummeled again as investors worry price war chipping away at profits

Kroger has taken the worst beating of any supermarket chain since Amazon announced plans to acquire Whole Foods.

CNBC  Fri, 08 Sep 2017 13:35 GMT

Disney shares drop 4 percent after CEO Iger warns profits will be the same as last year

Disney CEO Bog Iger tanked media stocks on Thursday lowering earning guidance versus Street estimates.

CNBC  Thu, 07 Sep 2017 15:32 GMT

GoPro shares surge after rosier guidance; COO sees 'double-digit revenue growth' in 2017

GoPro says revenue and gross margin for the third quarter are expected to be at the high end of their previously announced ranges.

CNBC  Thu, 07 Sep 2017 11:03 GMT

Lululemon beats forecasts, lifts outlook as online sales jump

Lululemon Athletica reported profit and sales that topped expectations as online sales surged 30 percent thanks to an effort to beef up its e-commerce strategy.

CNBC  Fri, 01 Sep 2017 10:36 GMT

Best Buy shares plunge after company warns about gross margins

More customers have been picking up gaming and mobile products at Best Buy, helping the retailer continue to grow sales.

CNBC  Tue, 29 Aug 2017 14:48 GMT

Sears to shutter another 28 locations, as same-store sales tumble 11.5%

Sears reported a double-digit decline in second-quarter same-store sales, citing a "challenging" retail environment.

CNBC  Thu, 24 Aug 2017 15:49 GMT

Smucker and Hormel fall after earnings miss in wake of Amazon-Whole Foods merger

Shares of Hormel Foods and J. M. Smucker fell after weak earnings in the wake of Amazon-Whole Foods takeover.

CNBC  Thu, 24 Aug 2017 15:34 GMT

Dollar Tree's Q2 profit, comp sales beat estimates

Dollar Tree reported better-than-expected profit and comparable sales, helped by lower costs and discounts.

CNBC  Thu, 24 Aug 2017 14:58 GMT

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