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
MTG - MGIC Investment Corp Today -
Before Open
8% 10.7% 0.25
ABT - Abbott Laboratories Today -
Before Open
2% 11.4% 0.65
USB - U.S. Bancorp Today -
Before Open
1% 4.4% 0.88
URI - United Rentals Inc Today -
After Close
8% 20.8% 3.00
EBAY - eBay Inc Today -
After Close
5% 0.8% 0.38
AXP - American Express Co Today -
After Close
3% 7.2% 1.47
UAL - United Continental Holdings Inc Today -
After Close
3% -14.4% 2.12
AA - Alcoa Inc Today -
After Close
3% 30.9% 0.77
STLD - Steel Dynamics Inc Today -
After Close
3% -3.5% 0.66

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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 (%)
HOG - Harley-Davidson Inc Tue 17 Oct Before Open (1 days ago) 0% 2.04% 2%
UNH - UnitedHealth Group Inc Tue 17 Oct Before Open (1 days ago) 3.5% 5.53% 5.5%
MS - Morgan Stanley Tue 17 Oct Before Open (1 days ago) 14.81% 0.37% 0.4%
CSX - CSX Corp Tue 17 Oct Before Open (1 days ago) 0% 2.63% 2.6%
JNJ - Johnson & Johnson Tue 17 Oct Before Open (1 days ago) 5.56% 3.43% 3.4%
PLD - Prologis Inc Tue 17 Oct Before Open (1 days ago) 0% -1.06% -1.1%
PGR - Progressive Corp Tue 17 Oct Before Open (1 days ago) 20.59% -0.88% -0.9%
IBM - International Business Machines Corp Tue 17 Oct After Close (1 days ago) 0.61% 0% 0%
LRCX - Lam Research Corp Tue 17 Oct After Close (1 days ago) 5.81% 0% 0%

Earnings News

United Continental beats expectations despite hurricane disruptions

United Continental reported its earnings and revenue for the third quarter after the bell on Wednesday.

CNBC  Wed, 18 Oct 2017 16:41 GMT

Goldman earnings breeze past expectations on trading beat

Goldman Sachs posts third-quarter earnings that easily beat expectations on the top and bottom lines.

CNBC  Tue, 17 Oct 2017 14:04 GMT

UnitedHealth tops profit estimates on strength in Optum business

UnitedHealth, the largest U.S. health insurer, reported a 26.3 percent rise in quarterly profit, driven by growth across its businesses.

CNBC  Tue, 17 Oct 2017 13:40 GMT

New cancer drugs help J&J top profit estimates

J&J, which completed its $30 billion acquisition of Swiss biotech Actelion in June, reported a 11.9 percent fall in quarterly profit as costs rose.

CNBC  Tue, 17 Oct 2017 13:38 GMT

Harley's retail sales misses estimates, margins slide

Harley-Davidson reported a better-than-expected profit and maintained its full-year shipments forecast, despite weak demand in its home market.

CNBC  Tue, 17 Oct 2017 13:36 GMT

Higher freight rates lift CSX third quarter profit

CSX, the third-largest U.S. railroad operator, posted a slight increase in quarterly net profit on Tuesday.

CNBC  Tue, 17 Oct 2017 12:15 GMT

Morgan Stanley shares jump to 9-year high after earnings beat the Street on strong wealth management

Morgan Stanley's fixed income and equities traders navigated a tough environment better than peers.

CNBC  Tue, 17 Oct 2017 10:55 GMT

CBS earnings to disappoint due to weak NFL ratings, Credit Suisse says

Credit Suisse cut its third-quarter EPS estimates by 5 percent, citing CBS' softer Sunday NFL ratings.

CNBC  Mon, 16 Oct 2017 19:56 GMT

Netflix adds 5.3 million subscribers during third quarter, beating analysts' estimates

Analysts expect the company to post higher than expected subscriber numbers.

CNBC  Mon, 16 Oct 2017 19:25 GMT

Owners of Hertz, Kors, AMD, and more should get ready for a wild ride after earnings

MKM Partners says some stocks are expected to move more than 9 percent following the release of earnings reports.

CNBC  Mon, 16 Oct 2017 11:14 GMT

PNC Financial's profit beats estimates on higher interest income

Regional lender PNC Financial Services reported a stronger-than-expected profit as higher interest rates boosted the bank's income.

CNBC  Fri, 13 Oct 2017 13:42 GMT

Wells Fargo shares fall 3% on disappointing revenue, higher legal costs

Wells Fargo reports third-quarter revenue that missed expectations, sending shares lower.

CNBC  Fri, 13 Oct 2017 12:00 GMT

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