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
COTY - Coty Inc Today -
Before Open
6% 7.5% 0.09
DSW - DSW Inc Today -
Before Open
6% -7% 0.29
MDT - Medtronic PLC Today -
Before Open
2% -1.2% 1.08
CRM - Salesforce.com Inc Today -
After Close
6% 3.6% 0.09
ZTO - Today -
After Close
6% -4.9% 0.14
AEO - American Eagle Outfitters Inc Tomorrow -
Before Open
7% -13.1% 0.16
LOW - Lowe's Companies Inc Tomorrow -
Before Open
3% -10% 1.62
HPQ - HP Inc Tomorrow -
After Close
6% -1.9% 0.42
WSM - Williams-Sonoma Inc Tomorrow -
After Close
5% -10.3% 0.59

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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 (%)
FL - Foot Locker Inc Fri 18 Aug Before Open (4 days ago) -31.11% -27.92% 0%
EL - Estee Lauder Companies Inc Fri 18 Aug Before Open (4 days ago) 18.6% 7.73% 0%
DE - Deere & Co Fri 18 Aug Before Open (4 days ago) 2.07% -5.38% 0%
BABA - Alibaba Group Holding Ltd Thu 17 Aug Before Open (5 days ago) 28.77% 2.77% 2.8%
WMT - Wal-Mart Stores Inc Thu 17 Aug Before Open (5 days ago) 0.93% -1.58% -1.6%
AMAT - Applied Materials Inc Thu 17 Aug After Close (5 days ago) 3.61% 2.74% 0%
ROST - Ross Stores Inc Thu 17 Aug After Close (5 days ago) 7.89% 10.67% 0%
GPS - Gap Inc Thu 17 Aug After Close (5 days ago) 11.54% -0.13% 0%
TGT - Target Corp Wed 16 Aug Before Open (6 days ago) 2.5% 3.61% 3.3%

Earnings News

Homebuilder Toll Brothers' profit beats on strong demand

U.S. luxury homebuilder Toll Brothers reported a better-than-expected quarterly profit, helped by strong demand for its homes in an improving job market.

CNBC  Tue, 22 Aug 2017 10:47 GMT

The world's largest mining firm is selling its US shale oil and gas business

Global mining giant BHP Billiton posted a five-fold rise in annual underlying profit on Tuesday.

CNBC  Mon, 21 Aug 2017 23:21 GMT

Foot Locker plunges 28% after sales fall way short of Street; Nike, Under Armour drop

Foot Locker nosedive after the company's quarterly results miss expectations by a wide margin.

CNBC  Fri, 18 Aug 2017 12:59 GMT

Estee Lauder's quarterly profit beats estimates

Cosmetics maker Estee Lauder posted a higher-than-expected quarterly profit.

CNBC  Fri, 18 Aug 2017 12:05 GMT

Deere shares dive after sales fall short of Wall Street estimates

Deere reported a better-than-expected quarterly profit, helped by improving demand for its farm equipment, particularly in South America.

CNBC  Fri, 18 Aug 2017 11:09 GMT

Gap soars after better-than-expected profit forecast, same-store sales

The company also said its quarterly net income more than doubled and raised its full-year earnings forecast.

CNBC  Thu, 17 Aug 2017 20:49 GMT

Wal-Mart beats on earnings, same-store sales climb as online purchases grow 60%

Looking ahead, Wal-Mart has raised the low end of its earnings outlook for the full year.

CNBC  Thu, 17 Aug 2017 13:19 GMT

China's Alibaba outstrips revenue estimates with online sales growth

Alibaba, China's largest e-commerce firm, reported first-quarter revenue above Wall Street estimates, helped by strength in the Chinese e-commerce market.

CNBC  Thu, 17 Aug 2017 11:24 GMT

L Brands stock falls after weak outlook

L Brands shares fell nearly 8 percent in after-hours trading after the company shared a weak outlook for the third quarter.

CNBC  Wed, 16 Aug 2017 21:08 GMT

Cisco slides after revenue beat

While the company beat estimates, revenue decreased for the seventh quarter in a row.

CNBC  Wed, 16 Aug 2017 20:16 GMT

NetApp beats Street 1Q forecasts

SUNNYVALE, Calif. _ NetApp Inc. on Wednesday reported fiscal first-quarter earnings of $136 million. Eight analysts surveyed by Zacks expected $1.31 billion. For the current quarter ending in November, NetApp expects its per-share earnings to range from 64 cents to 72 cents.

CNBC  Wed, 16 Aug 2017 20:12 GMT

Target shares jump as shoppers return to stores, boosting sales

Until this past Monday, Target had so far been on the sidelines as far as deals go in retail.

CNBC  Wed, 16 Aug 2017 14:55 GMT

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