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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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Post Notable Earnings Analysis

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Check out Upcoming Notable Earnings

Symbol/Company Earnings Date EPS Surprise (%) Next Day
Price Change (%)
Since Last
Earnings (%)
MTG - MGIC Investment Corp
Wed 18 Oct Before Open (1 days ago)
28% 3.28% 3.3%
ABT - Abbott Laboratories
Wed 18 Oct Before Open (1 days ago)
1.54% 1.29% 1.3%
USB - U.S. Bancorp
Wed 18 Oct Before Open (1 days ago)
0% -1.13% -1.1%
URI - United Rentals Inc
Wed 18 Oct After Close (1 days ago)
8.33% 0% 0%
EBAY - eBay Inc
Wed 18 Oct After Close (1 days ago)
2.63% 0% 0%
UAL - United Continental Holdings Inc
Wed 18 Oct After Close (1 days ago)
1.83% 0% 0%
AA - Alcoa Inc
Wed 18 Oct After Close (1 days ago)
-4% 0% 0%
STLD - Steel Dynamics Inc
Wed 18 Oct After Close (1 days ago)
0% 0% 0%
CCI - Crown Castle International Corp
Wed 18 Oct After Close (1 days ago)
4.55% 0% 0%
HOG - Harley-Davidson Inc
Tue 17 Oct Before Open (2 days ago)
0% 2.04% 3.1%
UNH - UnitedHealth Group Inc
Tue 17 Oct Before Open (2 days ago)
3.5% 5.53% 6.2%
MS - Morgan Stanley
Tue 17 Oct Before Open (2 days ago)
14.81% 0.37% 2.5%
CSX - CSX Corp
Tue 17 Oct Before Open (2 days ago)
0% 2.63% 1.6%
JNJ - Johnson & Johnson
Tue 17 Oct Before Open (2 days ago)
5.56% 3.43% 3.3%

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.

% 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.

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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