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
HAL - Halliburton Co Tomorrow -
Before Open
2% 22.3% 0.46
NFLX - Netflix Inc Tomorrow -
After Close
13% 8.8% 0.41
RMD - ResMed Inc Tomorrow -
After Close
6% 12.8% 0.78
ZION - Zions Bancorp Tomorrow -
After Close
3% 15.8% 0.73
STLD - Steel Dynamics Inc Tomorrow -
After Close
3% 27.4% 0.49
AMTD - TD Ameritrade Holding Corp Tomorrow -
After Close
2% 14.6% 0.51
ATI - Allegheny Technologies Inc Tue 23 Jan -
Before Open (2 Days)
6% 17.8% 0.15
EDU - New Oriental Education & Technology Group Inc Tue 23 Jan -
Before Open (2 Days)
5% 8.2%
PG - Procter & Gamble Co Tue 23 Jan -
Before Open (2 Days)
2% -0.6% 1.14

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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 (%)
SYF - Synchrony Financial Fri 19 Jan Before Open (2 days ago) 11.11% 3.14% -12.6%
SLB - Schlumberger NV Fri 19 Jan Before Open (2 days ago) 9.09% 0.07% -16.1%
STI - SunTrust Banks Inc Fri 19 Jan Before Open (2 days ago) 3.81% 0.94% -11.2%
CFG - Citizens Financial Group Inc Fri 19 Jan Before Open (2 days ago) 5.97% 2.32% -17.2%
MTG - MGIC Investment Corp Thu 18 Jan Before Open (3 days ago) 59.26% 3.09% -6%
AXP - American Express Co Thu 18 Jan Before Open (3 days ago) 2.6% -0.89% -5.6%
MS - Morgan Stanley Thu 18 Jan Before Open (3 days ago) 9.09% 0.89% -8.8%
BK - Bank of New York Mellon Corp Thu 18 Jan Before Open (3 days ago) 0% -4.39% -10.8%
KEY - KeyCorp Thu 18 Jan Before Open (3 days ago) 0% -2.07% -14.3%

Earnings News

The bull case for Netflix ahead of earnings

One market watcher says Netflix looks attractive heading into its earnings report even after a massive run.

CNBC  Fri, 19 Jan 2018 12:06 GMT

AmEx dips after company says it will temporarily suspend buybacks due to tax law

American Express reports quarterly earnings that topped Wall Street expectations.

CNBC  Thu, 18 Jan 2018 20:30 GMT

IBM shares fall despite first growth in 23 quarters

IBM finally posted revenue growth, for the first time in more than five years, on Thursday. But shares still fell.

CNBC  Thu, 18 Jan 2018 20:30 GMT

BNY Mellon expects more severance charges in 2018; shares sink

Bank of New York Mellon reported a 37 percent rise in fourth-quarter profit, benefiting from a one-time gain of $427 million from the federal tax overhaul.

CNBC  Thu, 18 Jan 2018 15:32 GMT

Morgan Stanley shares pop after bank reports better-than-expected earnings

Morgan Stanley posted earnings and revenue that beat analyst expectations on strong results in wealth management.

CNBC  Thu, 18 Jan 2018 11:49 GMT

Cramer remains confident on most major banks after earnings

Jim Cramer reiterated his bullishness on J.P. Morgan, Citigroup and Bank of America after their earnings reports.

CNBC  Wed, 17 Jan 2018 23:25 GMT

Goldman earnings top Street but bank reports 'shocking' 50% drop in bond trading revenue

Goldman Sachs reported fourth-quarter earnings of $5.68 a share that topped Wall Street estimates.

CNBC  Wed, 17 Jan 2018 12:38 GMT

Tiffany's holiday sales jump 8 percent, boosted by growth in China and Europe

Tiffany & Co. reported an 8 percent increase in net revenue during the 2017 holiday season.

CNBC  Wed, 17 Jan 2018 12:32 GMT

Bank of America's shares fall after quarterly revenue misses expectations

Bank of America reports better-than-expected adjusted fourth-quarter earnings, but adjusted revenue falls short.

CNBC  Wed, 17 Jan 2018 11:25 GMT

Ford shares drop after 2017 profit falls short, issues disappointing 2018 earnings forecast

Ford expects higher commodity costs to eat into 2018 profits, offsetting gains from cost-cutting efforts.

CNBC  Tue, 16 Jan 2018 22:10 GMT

For tech companies like IBM, their tax rates may go up this year under the new bill

IBM could face complications because of recently passed tax reform legislation, Bernstein analysts say.

CNBC  Tue, 16 Jan 2018 17:16 GMT

GM sees flat 2018 earnings, with sales of pickups picking up in 2019

General Motors said it expects earnings in 2018 to be largely flat compared with 2017.

CNBC  Tue, 16 Jan 2018 13:50 GMT

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