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
DE - Deere & Co Today -
Before Open
3% 10.4% 1.44
PSTG - Pure Storage Inc Tue 28 Nov -
After Close (6 Days)
10% 39.7% -0.23
NUAN - Nuance Communications Inc Tue 28 Nov -
After Close (6 Days)
6% -14.7% 0.05
ADSK - Autodesk Inc Tue 28 Nov -
After Close (6 Days)
5% 14.2% -0.33
MRVL - Marvell Technology Group Ltd Tue 28 Nov -
After Close (6 Days)
5% 36.1% 0.28
WDAY - Workday Inc Wed 29 Nov -
After Close (7 Days)
6% 5.8% -0.42
BOX - Box Inc Wed 29 Nov -
After Close (7 Days)
5% 15.8% -0.29
KR - Kroger Co Thu 30 Nov -
Before Open (8 Days)
4% 1.9% 0.40
NTNX - Nutanix Inc Thu 30 Nov -
After Close (8 Days)
10% 35% -0.56

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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 (%)
PANW - Palo Alto Networks Inc Mon 20 Nov After Close (2 days ago) 33.33% 0% 0%
URBN - Urban Outfitters Inc Mon 20 Nov After Close (2 days ago) 24.24% 0% 0%
ZTO - Mon 20 Nov After Close (2 days ago) 0% 0% 0%
FL - Foot Locker Inc Fri 17 Nov Before Open (5 days ago) 8.75% 28.16% 27.8%
SFUN - Fang Holdings Ltd Fri 17 Nov Before Open (5 days ago) 0% -5.43% -4.6%
BBY - Best Buy Co Inc Thu 16 Nov Before Open (6 days ago) -1.27% -3.56% -1.6%
VIAB - Viacom Inc Thu 16 Nov Before Open (6 days ago) -9.41% -3.74% 6.3%
WMT - Wal-Mart Stores Inc Thu 16 Nov Before Open (6 days ago) 3.09% 10.9% 8.5%
SPLK - Splunk Inc Thu 16 Nov After Close (6 days ago) 7.14% 17.89% 17.4%

Earnings News

Shoe retailer DSW stock plunges after company blames hurricanes for earnings miss

Shares of shoe retailer DSW tumble after the company posted disappointing earnings.

CNBC  Tue, 21 Nov 2017 14:06 GMT

Dollar Tree profit beats estimates on higher customer traffic

Dollar Tree reported third-quarter comparable store sales that beat Wall Street estimates, helped by higher customer traffic and spending at its stores.

CNBC  Tue, 21 Nov 2017 12:43 GMT

Campbell Soup's quarterly revenue falls 2%

Campbell Soup reported a 2 percent drop in quarterly revenue on Tuesday on lower retailer inventory and weak demand for its V8 vegetable juices.

CNBC  Tue, 21 Nov 2017 12:41 GMT

Lowe's sales top Street expectations, boosted by hurricane-related purchases

Lowe's expects revenue to increase about 5 percent by the end of fiscal 2017.

CNBC  Tue, 21 Nov 2017 11:00 GMT

Foot Locker shares surge the most in 40 years after earnings beat

Foot Locker shares rose 30 percent Friday after it beat earnings expectations, on track for best day since 1977.

CNBC  Fri, 17 Nov 2017 15:05 GMT

Abercrombie results — and its shares — surge on jump in sales of surfwear brand Hollister

Abercrombie & Fitch posted quarterly same-store sales growth after more than a year of declines and forecast robust sales for the holiday quarter.

CNBC  Fri, 17 Nov 2017 14:25 GMT

Sports retail stocks jump after upbeat reports

Shares of sports retailers soared on Friday after Foot Locker, Shoe Carnival, and Hibbett Sports reported better-than-expected quarterly profits.

CNBC  Fri, 17 Nov 2017 14:17 GMT

L Brands shares drop on Victoria's Secret struggles

The lingerie brand has struggled since exiting its swim and apparel business.

CNBC  Thu, 16 Nov 2017 14:34 GMT

JM Smucker beats profit estimates on boost from prices hikes

J.M. Smucker's profit topped analysts' forecasts, as it reined in costs and benefited from higher prices for products such as Jif peanut butter.

CNBC  Thu, 16 Nov 2017 13:20 GMT

Viacom expects affiliate sales to drop in 2018, shares slump

Viacom reported better-than-expected revenue on Thursday, as higher revenue in its film unit offset declines in fees the company collects from cable TV operators and online distributors.

CNBC  Thu, 16 Nov 2017 12:58 GMT

Best Buy's holiday-quarter profit forecast misses Street view, shares sink

Best Buy reported a smaller-than-expected rise in same-store sales in the third quarter, hurt by the late launch of the iPhone X and hurricanes.

CNBC  Thu, 16 Nov 2017 12:23 GMT

Wal-Mart surges to all-time high after earnings crush expectations

Wal-Mart reports strong growth online, with e-commerce sales growing 50 percent in the fiscal third quarter.

CNBC  Thu, 16 Nov 2017 12:01 GMT

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